# Comment: Entropy Learning for Dynamic Treatment Regimes

arXiv: https://arxiv.org/abs/2004.02778 · HTML: https://mlsanity.com/paper/2004.02778/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 6 Apr 2020.

## Built on by (most cited first, 1 of 1)

- [Balanced Off-Policy Evaluation for Personalized Pricing](https://mlsanity.com/paper/2302.12736/) (2023)

## Abstract (arXiv)

I congratulate Profs. Binyan Jiang, Rui Song, Jialiang Li, and Donglin Zeng (JSLZ) for an exciting development in conducting inferences on optimal dynamic treatment regimes (DTRs) learned via empirical risk minimization using the entropy loss as a surrogate. JSLZ's approach leverages a rejection-and-importance-sampling estimate of the value of a given decision rule based on inverse probability weighting (IPW) and its interpretation as a weighted (or cost-sensitive) classification. Their use of smooth classification surrogates enables their careful approach to analyzing asymptotic distributions. However, even for evaluation purposes, the IPW estimate is problematic as it leads to weights that discard most of the data and are extremely variable on whatever remains. In this comment, I discuss an optimization-based alternative to evaluating DTRs, review several connections, and suggest directions forward. This extends the balanced policy evaluation approach of Kallus (2018a) to the longitudinal setting.