arXiv:2611.16274 · v1

Distribution-First Framework for Learning Risk-Sensitive Individualized Treatment Rules

首次提交 2026-11-12 12:22

版本更新 2026-11-12 12:22

雷达观测 2026-11-13 14:16

摘要

Learning a risk-sensitive individualized treatment rule (ITR) with patient covariates is challenging when the treatment criterion depends on the full conditional outcome distribution rather than only its conditional mean. Existing methods are largely criterion-specific, making it difficult to compare multiple treatment criteria within a common pipeline, such as quantiles, conditional value-at-risk (CVaR), and complex preference-based objectives such as cumulative prospect theory. We propose a distribution-first framework for risk-sensitive ITR learning that first estimates treatment-specific conditional outcome distributions and then constructs the target ITR by plug-in criterion evaluation. The proposed framework unifies treatment rule learning across multiple criteria and accommodates hard-to-optimize objectives within the same estimation pipeline. On the theoretical side, it yields a general error propagation result for locally Hölder-stable criteria, linking first-stage distribution estimation error to downstream criterion estimation and treatment regret, together with sharper regret bounds under standard margin conditions. Empirically, we show that the proposed framework outperforms direct criterion-specific methods in multiple settings and further evaluate it on the ACTG175 HIV clinical trial, a randomized study comparing several antiretroviral regimens in HIV-infected adults.