TREE-BASED REINFORCEMENT LEARNING FOR ESTIMATING OPTIMAL DYNAMIC TREATMENT REGIMES

• 成果类型: Article
• 署名作者: Tao, Yebin; Wang, Lu; Almirall, Daniel
• 署名单位: University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
• 刊物名称: ANNALS OF APPLIED STATISTICS
• ISSN/ISSBN: 1932-6157
• DOI: 10.1214/18-AOAS1137
• 发表日期: 2018
• 页码: 1914-1938
• 关键词: treatment strategies; treatment rules; outcomes; illness; models

摘要

Dynamic treatment regimes (DTRs) are sequences of treatment decision rules, in which treatment may be adapted over time in response to the changing course of an individual. Motivated by the substance use disorder (SUD) study, we propose a tree-based reinforcement learning (T-RL) method to directly estimate optimal DTRs in a multi-stage multi-treatment setting. At each stage, T-RL builds an unsupervised decision tree that directly handles the problem of optimization with multiple treatment comparisons, through a purity measure constructed with augmented inverse probability weighted estimators. For the multiple stages, the algorithm is implemented recursively using backward induction. By combining semiparametric regression with flexible tree-based learning, T-RL is robust, efficient and easy to interpret for the identification of optimal DTRs, as shown in the simulation studies. With the proposed method, we identify dynamic SUD treatment regimes for adolescents.