On Validation and Planning of An Optimal Decision Rule with Application in Healthcare Studies

Jul 12, 2020

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In the current era of personalized recommendation, one major interest is to develop an optimal individualized decision rule that assigns individuals with the best treatment option according to their covariates. Estimation of optimal decision rules (ODR) has been extensively investigated recently, however, at present, no testing procedure is proposed to verify whether these ODRs are significantly better than the naive decision rule that always assigning individuals to a fixed treatment option. In this paper, we propose a testing procedure for detecting the existence of an ODR that is better than the naive decision rule under the randomized trials. We construct the proposed test based on the difference of estimated value functions using the augmented inverse probability weighted method. The asymptotic distributions of the proposed test statistic under the null and local alternative hypotheses are established. Based on the established asymptotic distributions, we further develop a sample size calculation formula for testing the existence of an ODR in designing A/B tests. Extensive simulations and a real data application to a schizophrenia clinical trial data are conducted to demonstrate the empirical validity of the proposed methods.

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About ICML 2020

The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.

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