Cost-optimal Sequential Testing via Doubly Robust Q-learning
Authors: Doudou Zhou, Yiran Zhang, Dian Jin, Yingye Zheng, Lu Tian, Tianxi Cai
Organizations: Department of Statistics and Data Science, National University of Singapore · Public Health Sciences Division, Fred Hutch · Department of Biomedical Data Science, Stanford University School of Medicine · Department of Biostatistics, Harvard T.H. Chan School of Public Health
Clinical decision-making often involves selecting tests that are costly, invasive, or time-consuming, motivating individualized, sequential strategies for what to measure and when to stop ascertaining. We study the problem of learning cost-optimal sequential decision policies from retrospective data, where test availability depends on prior results, inducing informative missingness. Under a sequential missing-at-random mechanism, we develop a doubly robust Q-learning framework for estimating optimal policies. The method introduces path-specific inverse probability weights that account for heterogeneous test trajectories and satisfy a normalization property conditional on the observed history. By combining these weights with auxiliary contrast models, we construct orthogonal pseudo-outcomes that enable unbiased policy learning when either the acquisition model or the contrast model is correctly specified. We establish oracle inequalities for the stage-wise contrast estimators, along with convergence rates, regret bounds, and misclassification rates for the learned policy. Simulations demonstrate improved cost-adjusted performance over weighted and complete-case baselines, and an application to a prostate cancer cohort study illustrates how the method reduces testing cost without compromising predictive accuracy.
Figures & tables
State s
Path (S1,S2)
Observed Feature ( Xs )
Cumulative Cost ( Cs )
0
(0,0)
X0=X0
0
1
(1,0)
X1=(X0⊤,X1⊤)⊤
c1
2
(2,0)
X2=(X0⊤,X2⊤)⊤
c2
12
(1,2) or (2,1)
X12=(X0⊤,X1⊤,X2⊤)⊤
c1+c2
Table 1: Information State ( s ), Acquisition Path ( (S1,S2) ), Observed Feature Vector ( Xs ), and Cumulative Costs ( Cs ).
Figure 1: Scenario 1. Violin plots of average total loss across 50 repetitions at representative sample sizes n=400,3200,12800 . Rows correspond to settings A/B/C.
Figure 2: Scenario 2. Violin plots of average total loss across 50 repetitions at representative sample sizes n=400,3200,12800 . Rows correspond to settings A/B/C.
Method
Total Loss
Prediction Loss
Average Cost
COST-Q
0.4212
0.3925
0.0287
One-Time
0.4637
0.4340
0.0297
Only-Complete
0.4593
0.4323
0.0270
BOWL
0.4489
0.4259
0.0230
Always-stop
0.4704
0.4704
0.0000
Always-test-all
0.4284
0.3924
0.0360
Table 2: Loss decomposition on real data (mean over 10 seeds). Bold and underlined indicate the best and second-best values, respectively.
Method
Total Loss
Prediction Loss
Average Cost
AUC
COST-Q
0.4041
0.3771
0.0269
0.8181
One-Time
0.4224
0.3951
0.0273
0.7936
Only-Complete
0.4200
0.3929
0.0271
0.8087
BOWL
0.4286
0.4037
0.0249
0.7895
Table 3: Comparison under an approximately matched testing budget of 0.027 . Bold and underlined indicate the best and second-best values, respectively.
Method
AUC
Spec@90%
G-Mean@90%
Spec@95%
G-Mean@95%
COST-Q
0.8506
0.5949
0.7170
0.5186
0.6937
One-Time
0.8328
0.5650
0.6997
0.4915
0.6773
Only-Complete
0.8074
0.4972
0.6564
0.4011
0.6119
BOWL
0.7933
0.5198
0.6537
0.4181
0.6096
Always-stop
0.6330
0.2429
0.4409
0.2090
0.4311
Always-test-all
0.8075
0.6158
0.6921
0.4746
0.6413
Table 4: AUC and operating-point metrics on real data (mean over 10 seeds). Thresholds for recall targets are selected on training data and evaluated on test data. Bold and underlined indicate the best and second-best values, respectively.
Method
Stop at X0
Take X1 only
Take X2 only
Take both
Avg.# tests
COST-Q
0.000
0.329
0.257
0.414
1.414
One-Time
0.167
0.153
0.518
0.162
0.995
Only-Complete
0.126
0.090
0.532
0.252
1.126
BOWL
0.009
0.000
0.928
0.063
1.054
Always-stop
1.000
0.000
0.000
0.000
0.000
Always-test-all
0.000
0.000
0.000
1.000
2.000
Table 5: Empirical policy behavior on the real-data test set. Each entry is the proportion of subjects assigned to the corresponding terminal testing path; Avg.# tests is the mean number of acquired tests per subject.
Figure 3: Distribution of COST-Q terminal testing paths across quintiles of the baseline PCPT risk score in the test set. Bars show the proportions of subjects who stop at baseline, receive the blood test only, receive the urine test only, or receive both tests.
Precision medicine aims to tailor therapeutic decisions to individual patient characteristics. This objective is commonly formalized through dynamic treatment regimes, which use statistical and machine learning methods to derive sequential decision rules adapted to evolving clinical information. In most existing formulations, these approaches produce a single optimal treatment at each stage, leading to a unique decision sequence. However, in many clinical settings, several treatment options may yield similar expected outcomes, and focusing on a single optimal policy may conceal meaningful alternatives. We extend the Q-learning framework for retrospective data by introducing a worst-value tolerance criterion controlled by a hyperparameter ε, which specifies the maximum acceptable deviation from the optimal expected value. Rather than identifying a single optimal policy, the proposed approach constructs sets of ε-optimal policies whose performance remains within a controlled neighborhood of the optimum. This formulation shifts Q-learning from a vector-valued representation to a matrix-valued one, allowing multiple admissible value functions to coexist during backward recursion. The approach yields families of near-equivalent treatment strategies and explicitly identifies regions of treatment indifference where several decisions achieve comparable outcomes. We illustrate the framework in two settings: a single-stage problem highlighting indifference regions around the decision boundary, and a multi-stage decision process based on a simulated oncology model describing tumor size and treatment toxicity dynamics.
Sophia Yazzourh, Erica E. M. Moodie
Department of Epidemiology and Biostatistics McGill University Montréal, Québec, Canada
When treatment effects are naturally expressed as ratios -- as in medicine, pricing, and marketing -- the ratio-based CATE τ(x)=E[Y∣W=1,X=x]/E[Y∣W=0,X=x] is the appropriate estimand. Yet existing estimators either impose a log-linear parametric structure or apply generic regression without robustness guarantees for this functional. We introduce the Q-Learner, which decomposes τ(x) into a product of two odds ratios, reducing ratio-CATE estimation for binary outcomes to two propensity classification tasks. We further derive doubly robust augmentations for both S/T- and Q-style ratio learners and characterize their distinct robustness properties. In benchmarks on seven RCT datasets, the Q-Learner is the most consistently competitive method in low-conversion regimes, where its propensity-only construction sidesteps the imbalanced regression that hurts outcome-based estimators. On four observational datasets, where propensity must be estimated and confounding cannot be ruled out, the DR learners introduced here decisively come out on top, making them practitioners' natural default for confounded observational data.
Michael Fuchs, Dominik Kreiss
Actuarial Department Allianz Versicherungs-AG Munich, Germany
Policy learning methods are increasingly used to inform treatment allocation under budget constraints. Most proposed methods assume complete treatment data, yet applications frequently suffer from missingness that can bias estimates and lead to suboptimal policies. We address this gap by extending efficient estimators for average treatment effect (ATE) estimation to policy value and conditional average treatment effect (CATE) estimation under missing at random (MAR) and missing completely conditionally at random (MCCAR) treatment data. Through asymptotic efficiency analysis, we prove that the MAR estimator, which leverages partially-observed units, is both valid and more efficient than the MCCAR estimator when MCCAR assumptions hold. This result provides formal justification for preferring MAR-based estimation in policy learning under both missing data settings. Our comprehensive experiments using synthetic and semi-synthetic datasets confirm that correctly specifying the missingness mechanism is crucial: misspecified estimators remain biased regardless of sample size, while our estimators achieve near-oracle performance when assumptions are satisfied. Our work provides practitioners with theoretically grounded, empirically validated tools for robust policy learning in the presence of missing treatment data.