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Yunzhe Zhou

2 accepted papers

2023

Optimizing Pessimism in Dynamic Treatment Regimes: A Bayesian Learning Approach

AISTATS 2023poster

In this article, we propose a novel pessimism-based Bayesian learning method for optimal dynamic treatment regimes in the offline setting. When the coverage condition does not hold, which is common for offline data, the existing solutions would produce sub-optimal policies. The pessimism principle a…