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Individualized Policy Evaluation and Learning under Clustered Network Interference

Yi Zhang, Kosuke Imai

arXiv 4 Nov 2023 · Statistics — Methodology · 1 citations (OpenAlex)

arXiv:2311.02467 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Although there is now a large literature on policy evaluation and learning, much of the prior work assumes that the treatment assignment of one unit does not affect the outcome of another unit. Unfortunately, ignoring interference can lead to biased policy evaluation and ineffective learned policies. For example, treating influential individuals who have many friends can generate positive spillover effects, thereby improving the overall performance of an individualized treatment rule (ITR). We consider the problem of evaluating and learning an optimal ITR under clustered network interference (also known as partial interference), where clusters of units are sampled from a population and units may influence one another within each cluster. Unlike previous methods that impose strong restrictions on spillover effects, such as anonymous interference, the proposed methodology only assumes a semiparametric structural model, where each unit's outcome is an additive function of individual treatments within the cluster. Under this model, we propose an estimator that can be used to evaluate the empirical performance of an ITR. We show that this estimator is substantially more efficient than the standard inverse probability weighting estimator, which does not impose any assumption about spillover effects. We derive the finite-sample regret bound for a learned ITR, showing that the use of our efficient evaluation estimator leads to the improved performance of learned policies. We consider both experimental and observational studies, and for the latter, we develop a doubly robust estimator that is semiparametrically efficient and yields an optimal regret bound. Finally, we conduct simulation and empirical studies to illustrate the advantages of the proposed methodology.

Citation extraction

62
references
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in-text mentions
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distinct cited
4
self-citations
14,956
main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Athey, S. and S. Wager (2021) Policy learning with observational data1.00095100%
2Viviano, D (2024) Policy targeting under network interference1.00063100%
3Liu, L., M. G. Hudgens, and S. Becker-Dreps (2016) On inverse probability-weighted estimators in the presence of interference1.00053100%
4Hudgens, M. and M. Halloran (2008) Toward causal inference with interference1.00053100%
5Kitagawa, T. and A. Tetenov (2018) Who should be treated? empirical welfare maximization methods for treatment choice0.96510590%
6Park, C. and H. Kang (2022) Efficient semiparametric estimation of network treatment effects under partial interference0.92843100%
7Zhou, Z., S. Athey, and S. Wager (2023) Offline multi-action policy learning: Generalization and optimization0.8558562%
8Imai, K., Z. Jiang, and A. Malani (2021) Causal inference with interference and noncompliance in two-stage randomized experiments self0.84333100%
9Park, C., G. Chen, M. Yu, and H. Kang (2023) Minimum resource threshold policy under partial interference0.81142100%
10Chernozhukov, V., M. Demirer, G. Lewis, and V. Syrgkanis (2019) Semi-parametric efficient policy learning with continuous actions0.73732100%

Showing the top 10 of 62 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Ranking Treatment Saturations under Clustered Network Interference0.40511