交互式Q学习用于分位数

Interactive Q -Learning for Quantiles

Journal of the American Statistical Association · 2016
被引 50
ABS 4

中文导读

针对两阶段二元治疗场景,提出了优化响应变量分位数(如中位数)的动态治疗方案估计方法,通过模拟和抑郁症数据验证了有效性。

Abstract

A dynamic treatment regime is a sequence of decision rules, each of which recommends treatment based on features of patient medical history such as past treatments and outcomes. Existing methods for estimating optimal dynamic treatment regimes from data optimize the mean of a response variable. However, the mean may not always be the most appropriate summary of performance. We derive estimators of decision rules for optimizing probabilities and quantiles computed with respect to the response distribution for two-stage, binary treatment settings. This enables estimation of dynamic treatment regimes that optimize the cumulative distribution function of the response at a prespecified point or a prespecified quantile of the response distribution such as the median. The proposed methods perform favorably in simulation experiments. We illustrate our approach with data from a sequentially randomized trial where the primary outcome is remission of depression symptoms.

动态治疗方案分位数估计计量经济学计算机科学