Joshua P. Zitovsky

Joshua P. Zitovsky, Daniel de Marchi, Rishabh Agarwal et al. · deepmind

Offline model selection (OMS), that is, choosing the best policy from a set of many policies given only logged data, is crucial for applying offline RL in real-world settings. One idea that has been extensively explored is to select policies based on the mean squared Bellman error (MSBE) of the associated Q-functions. However, previous work has struggled to obtain adequate OMS performance with Bellman errors, leading many researchers to abandon the idea. To this end, we elucidate why previous work has seen pessimistic results with Bellman errors and identify conditions under which OMS algorithms based on Bellman errors will perform well. Moreover, we develop a new estimator of the MSBE that is more accurate than prior methods. Our estimator obtains impressive OMS performance on diverse discrete control tasks, including Atari games.

Joshua P. Zitovsky, Yating Zou, Leslie Wilson et al.

In real-world healthcare settings, treatment decisions often involve optimizing for multivariate outcomes such as treatment efficacy and severity of side effects based on individual preferences. However, existing statistical methods for estimating dynamic treatment regimes (DTRs) usually assume a univariate outcome, and the few methods that deal with composite outcomes suffer from limitations such as restrictions to a single time point and limited theoretical guarantees. To address these limitations, we propose Latent Utility Q-Learning (LUQ-Learning), a latent model approach that adapts Q-learning to tackle the aforementioned difficulties. Our framework allows for an arbitrary finite number of decision points and outcomes, incorporates personal preferences, and achieves asymptotic performance guarantees with realistic assumptions. We conduct simulation experiments based on an ongoing trial for low back pain as well as a well-known trial for schizophrenia. In both settings, LUQ-Learning achieves highly competitive performance compared to alternative baselines.