arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2012.04809cs.LGcs.AIstat.MEstat.ML

Semi-Supervised Off Policy Reinforcement Learning

Harvard University(哈佛大学);Massachusetts General Hospital(麻省总医院)

Aaron Sonabend-W, Nilanjana Laha, Ashwin N. Ananthakrishnan, Tianxi Cai, Rajarshi Mukherjee

英文摘要:

Reinforcement learning (RL) has shown great success in estimating sequential treatment strategies which take into account patient heterogeneity. However, health-outcome information, which is used as the reward for reinforcement learning methods, is often not well coded but rather embedded in clinical notes. Extracting precise outcome information is a resource intensive task, so most of the available well-annotated cohorts are small. To address this issue, we propose a semi-supervised learning (SSL) approach that efficiently leverages a small sized labeled data with true outcome observed, and a large unlabeled data with outcome surrogates. In particular, we propose a semi-supervised, efficient approach to Q-learning and doubly robust off policy value estimation. Generalizing SSL to sequential treatment regimes brings interesting challenges: 1) Feature distribution for Q-learning is unknown as it includes previous outcomes. 2) The surrogate variables we leverage in the modified SSL framework are predictive of the outcome but not informative to the optimal policy or value function. We provide theoretical results for our Q-function and value function estimators to understand to what degree efficiency can be gained from SSL. Our method is at least as efficient as the supervised approach, and moreover safe as it robust to mis-specification of the imputation models.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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