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arXiv 2203.02473stat.MLcs.LG

基于超盒搜索的可解释离线策略学习

Interpretable Off-Policy Learning via Hyperbox Search

ETH Zurich(苏黎世联邦理工学院);LMU(慕尼黑大学)

Daniel Tschernutter, Tobias Hatt, Stefan Feuerriegel

AI总结:

本文提出一种基于超盒搜索的可解释离线策略学习算法,策略以析取范式表示,结合列生成与分支定界优化,在模拟与真实临床数据中表现出低regret与高可解释性。

摘要:

个性化治疗决策已成为现代医学的重要组成部分。其目标是基于患者个体特征制定治疗决策。目前已开发出许多方法,用于从观测数据中学习在特定策略类中取得最佳结果的策略。然而,这些方法很少具备可解释性。但在临床实践中,可解释性往往是策略学习的先决条件。本文提出了一种基于超盒搜索的可解释离线策略学习算法。具体而言,我们的策略可以表示为析取范式(即“或与”形式),因此易于理解。我们证明了通用近似定理,表明我们的策略类足够灵活,可以任意逼近任何可测函数。在优化方面,我们在分支定界框架内开发了一种定制的列生成程序。通过模拟研究,我们证明了我们的算法在regret方面优于可解释离线策略学习的最先进方法。利用真实临床数据,我们与临床专家进行了用户研究,专家将我们的策略评为高度可解释。

英文摘要:

Personalized treatment decisions have become an integral part of modern medicine. Thereby, the aim is to make treatment decisions based on individual patient characteristics. Numerous methods have been developed for learning such policies from observational data that achieve the best outcome across a certain policy class. Yet these methods are rarely interpretable. However, interpretability is often a prerequisite for policy learning in clinical practice. In this paper, we propose an algorithm for interpretable off-policy learning via hyperbox search. In particular, our policies can be represented in disjunctive normal form (i.e., OR-of-ANDs) and are thus intelligible. We prove a universal approximation theorem that shows that our policy class is flexible enough to approximate any measurable function arbitrarily well. For optimization, we develop a tailored column generation procedure within a branch-and-bound framework. Using a simulation study, we demonstrate that our algorithm outperforms state-of-the-art methods from interpretable off-policy learning in terms of regret. Using real-word clinical data, we perform a user study with actual clinical experts, who rate our policies as highly interpretable.

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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