Robust learning for optimal treatment decision with NP-dimensionality.

ABSTRACT: In order to identify important variables that are involved in making optimal treatment decision, Lu, Zhang and Zeng (2013) proposed a penalized least squared regression framework for a fixed number of predictors, which is robust against the misspecification of the conditional mean model. Two problems arise: (i) in a world of explosively big data, effective methods are needed to handle ultra-high dimensional data set, for example, with the dimension of predictors is of the non-polynomial (NP) order of the sample size; (ii) both the propensity score and conditional mean models need to be estimated from data under NP dimensionality. In this paper, we propose a robust procedure for estimating the optimal treatment regime under NP dimensionality. In both steps, penalized regressions are employe

SUBMITTER: Shi C 

PROVIDER: S-EPMC5544015 | biostudies-literature | 2016

REPOSITORIES: biostudies-literature