Distributionally-Robust Policy Learning with Observational Data
Policy learning from observational data is fundamental to applications ranging from personalized medicine to welfare-program targeting, but standard approaches optimize empirical performance and may fail when the deployment distribution differs from the training distribution. We study \emph{distributionally-robust policy learning}: given observational data, we seek a policy $π\in Π$ that maximizes the worst-case policy value over an $f$-divergence ball of radius $ρ$ around the data-generating distribution. We propose an estimator built on cross-fitted doubly-robust scores for the conditional treatment effect, paired with a DRO solver that handles \texttt{KL}, $χ^2$, and \texttt{CVaR} ambi...
| Authors | Debmalya Mandal |
|---|---|
| Primary category | cs.LG |
| Published | 18 October 2026 |
| Last updated at source | 18 October 2026 |
Popularity, last 4 days
0 now. Counts as reported by the source, snapshotted daily by Silytics.
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 23 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.