25 citations · 44 across the 23 of their papers we have counts for
6 papers · 1 filter
Jump Interval-Learning for Individualized Decision Making
Hengrui Cai, Chengchun Shi, Rui Song +1
An individualized decision rule (IDR) is a decision function that assigns each individual a given treatment based on his/her observed characteristics. Most of the existing works in…
Doubly Robust Interval Estimation for Optimal Policy Evaluation in Online Learning
Ye Shen, Hengrui Cai, Rui Song
Evaluating the performance of an ongoing policy plays a vital role in many areas such as medicine and economics, to provide crucial instructions on the early-stop of the online exp…
CAPITAL: Optimal Subgroup Identification via Constrained Policy Tree Search
Hengrui Cai, Wenbin Lu, Rachel Marceau West +2
Personalized medicine, a paradigm of medicine tailored to a patient's characteristics, is an increasingly attractive field in health care. An important goal of personalized medicin…
Periodic-GP: Learning Periodic World with Gaussian Process Bandits
Hengrui Cai, Zhihao Cen, Ling Leng +1
We consider the sequential decision optimization on the periodic environment, that occurs in a wide variety of real-world applications when the data involves seasonality, such as t…
GEAR: On Optimal Decision Making with Auxiliary Data
Hengrui Cai, Rui Song, Wenbin Lu
Personalized optimal decision making, finding the optimal decision rule (ODR) based on individual characteristics, has attracted increasing attention recently in many fields, such…
Calibrated Optimal Decision Making with Multiple Data Sources and Limited Outcome
Hengrui Cai, Wenbin Lu, Rui Song
We consider the optimal decision-making problem in a primary sample of interest with multiple auxiliary sources available. The outcome of interest is limited in the sense that it i…