4 papers
Learning Robust Treatment Rules for Censored Data
Yifan Cui, Junyi Liu, Tao Shen +2
There is a fast-growing literature on estimating optimal treatment rules directly by maximizing the expected outcome. In biomedical studies and operations applications, censored su…
Offline Policy Learning with Weight Clipping and Heaviside Composite Optimization
Jingren Liu, Hanzhang Qin, Junyi Liu +2
Offline policy learning aims to use historical data to learn an optimal personalized decision rule. In the standard estimate-then-optimize framework, reweighting-based methods (e.g…
Statistical Robustness of Interval CVaR Based Regression Models under Perturbation and Contamination
Yulei You, Junyi Liu
Robustness under perturbation and contamination is a prominent issue in statistical learning. We address the robust nonlinear regression based on the so-called interval conditional…
Adaptive Learning-based Surrogate Method for Stochastic Programs with Implicitly Decision-dependent Uncertainty
Boyang Shen, Junyi Liu
We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error.…