Adaptive Policy Learning Under Unknown Network Interference
Authors: Aidan Gleich, Eric Laber, Alexander Volfovsky
Organizations: Department of Statistical Science Duke University
Abstract
Adaptive experimentation under unknown network interference requires solving two coupled problems: (i) learning the underlying dynamics of interference among units and (ii) using these dynamics to inform treatment allocation in order to maximize a cumulative outcome of interest (e.g. revenue). Existing adaptive experimentation methods either assume the interference network is fully known or bypass the network by operating on coarse cluster-level randomizations. We develop a Thompson sampling algorithm that jointly learns the interference network and adaptively optimizes individual-level treatment allocations via a Gibbs sampler. The algorithm returns both an optimized treatment policy and an estimate of the interference network; the latter supports downstream causal analyses such as estimation of direct, indirect, and total treatment effects. For additive spillover models, we show that total reward is linear in the treatment vector with coefficients given by an n-dimensional latent score. We prove a Bayesian regret bound of order nT⋅Blog(en/B) for exact posterior sampling; empirically, our Gibbs-based approximate sampler achieves regret consistent with this rate and remains sublinear when the additive spillovers assumption is violated. For general Neighborhood Interference, where this reduction is unavailable, we analyze an explore-then-commit variant with O(n2logT) graph-discovery cost. An information-theoretic Ω(nlogT) lower bound complements both results. Empirically, our method achieves more than an order-of-magnitude reduction in regret in head-to-head comparisons. On two real-world networks, the algorithm achieves sublinear regret and yields downstream effect estimates with small RMSE relative to the truth.
This paper studies adaptive targeting under network interference in a bandit setting, where treatments applied to one individual may affect others through spillover effects. We consider a linear model in a sparse regime, where each individual's outcome can be affected by at most a few others. We first establish a regret lower bound showing that ignoring the network structure and reducing the problem to a standard linear bandit inevitably leads to inefficient learning, particularly in large populations. To understand how structural information can be leveraged, we analyze regimes with varying levels of knowledge of the interference structure: (1) full support knowledge, (2) knowledge of the column support sizes, and (3) no prior knowledge. For each regime, we establish regret lower bounds characterizing the fundamental limits of learning, and develop algorithms that achieve near-optimal regret. Together, our results provide a unified view of how knowledge of the interference structure governs the efficiency of online learning under interference, and offer practical adaptive targeting algorithms in each setting. Numerical experiments on synthetic and real-world data demonstrate the practical benefits of our algorithms.
In networks, effective dynamic treatment allocation requires deciding both whom to treat and also when, so as to amplify policy impact through spillovers. An early intervention at a well-connected node can trigger cascades that change which nodes are worth targeting in the next period. Existing treatment strategies under network interference are largely static while dynamic treatment frameworks typically ignore network structure altogether. We integrate these perspectives and propose Q-Ising, a three-stage pipeline that (i) estimates network adoption dynamics via a Bayesian dynamic Ising model from a single observed panel, (ii) augments treatment adoption histories with continuous posterior latent states, and (iii) learns a dynamic policy via offline reinforcement learning. The Bayesian mechanism enables uncertainty quantification over dynamic decisions, yielding posterior ensemble policies with interpretable spillover estimates. We provide a finite-sample regret upper bound that decomposes into standard offline-RL uncertainty, network abstraction error, and first stage error in Ising state estimation. We apply our method to data from Indian village microfinance networks and synthetic stochastic block models under simulated heterogeneous susceptible-infected-susceptible (SIS) dynamics and demonstrate that adaptive targeting outperforms static centrality benchmarks.
This paper studies experimental designs for estimation and inference on policies with spillover effects. Units are organized into a finite number of large clusters and interact in unknown ways within each cluster. First, we introduce a single-wave experiment that, by varying the randomization across cluster pairs, estimates the marginal effect of a change in treatment probabilities, taking spillover effects into account. Using the marginal effect, we propose a test for policy optimality. Second, we design a multiple-wave experiment to estimate welfare-maximizing treatment rules. We provide strong theoretical guarantees and an implementation in a large-scale field experiment.