arXiv:2603.22900stat.MEcs.AI2026-03

解决生存数据删失下的策略评估与学习问题,提升医疗决策可靠性。

Off-Policy Evaluation and Learning for Survival Outcomes under Censoring

  • 引入删失加权技术修正数据缺失偏差
  • 理论证明估计器无偏且双稳健性
  • 适用于医疗、用户留存等高风险场景

优化生存结果(如患者存活率或客户留存率)是数据驱动决策中的关键目标。离线策略评估(OPE)可在无需昂贵或高风险在线实验的情况下,仅利用日志数据评估决策策略。然而,传统估计器未考虑右删失的生存数据,会因忽略删失时间后的未观测生存时间而系统低估真实策略表现。为此,本文提出针对删失生存结果的新型OPE与离线策略学习(OPL)框架,引入IPCW-IPS和IPCW-DR方法,采用删失概率逆加权技术显式处理删失偏差。理论上证明所提估计器无偏,且IPCW-DR具备双稳健性——只要倾向得分或结果模型之一正确即可保证一致性。进一步将该框架拓展至带预算约束的离线策略学习,以在资源限制下优化策略价值。通过模拟研究验证方法有效性,并利用公开真实世界数据在评估与学习任务中展示其实际影响。

原文摘要 · Abstract (English)

Optimizing survival outcomes, such as patient survival or customer retention, is a critical objective in data-driven decision-making. Off-Policy Evaluation~(OPE) provides a powerful framework for assessing such decision-making policies using logged data alone, without the need for costly or risky online experiments in high-stakes applications. However, typical estimators are not designed to handle right-censored survival outcomes, as they ignore unobserved survival times beyond the censoring time, leading to systematic underestimation of the true policy performance. To address this issue, we propose a novel framework for OPE and Off-Policy Learning~(OPL) tailored for survival outcomes under censoring. Specifically, we introduce IPCW-IPS and IPCW-DR, which employ the Inverse Probability of Censoring Weighting technique to explicitly deal with censoring bias. We theoretically establish that our estimators are unbiased and that IPCW-DR achieves double robustness, ensuring consistency if either the propensity score or the outcome model is correct. Furthermore, we extend this framework to constrained OPL to optimize policy value under budget constraints. We demonstrate the effectiveness of our proposed methods through simulation studies and illustrate their practical impacts using public real-world data for both evaluation and learning tasks.

生存分析离线评估删失数据策略学习

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