Shu Yang (North Carolina State University)

Shu Yang (North Carolina State University)

Multiply robust off-policy evaluation and learning under truncation by death

Quand

24 mai 2024    
9h30 - 10h30

Salle du Conseil, Espace Turing
45 rue des Saints-Pères, Paris, 75006

Type d’évènement

Typical off-policy evaluation (OPE) and off-policy learning (OPL) are not well-defined problems under « truncation by death », where the outcome of interest is not defined after some events, such as death. The standard OPE no longer yields consistent estimators, and the standard OPL results in suboptimal policies. In this paper, we formulate OPE and OPL using principal stratification under « truncation by death ». We propose a survivor value function for a subpopulation whose outcomes are always defined regardless of treatment conditions. We establish a novel identification strategy under principal ignorability, and derive the semiparametric efficiency bound of an OPE estimator. Then, we propose multiply robust estimators for OPE and OPL. We show that the proposed estimators are consistent and asymptotically normal even with flexible semi/nonparametric models for nuisance functions approximation. Moreover, under mild rate conditions of nuisance functions approximation, the estimators achieve the semiparametric efficiency bound. Finally, we conduct experiments to demonstrate the empirical performance of the proposed estimators. If time permits, I will discuss policy learning without the typical positivity condition.

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