# Reduced-Rank Multi-objective Policy Learning and Optimization

arXiv: https://arxiv.org/abs/2404.18490 · HTML: https://mlsanity.com/paper/2404.18490/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 8 of its 30 references that are in the map.
- First posted on arXiv 29 Apr 2024.

## Builds on (most cited first, 8 of 8)

- [Off-Policy Evaluation for Large Action Spaces via Embeddings](https://mlsanity.com/paper/2202.06317/) (2022)
- [Choosing a Proxy Metric from Past Experiments](https://mlsanity.com/paper/2309.07893/) (2023)
- [Estimating scaled treatment effects with multiple outcomes](https://mlsanity.com/paper/1608.02273/) (2016)
- [Efficient Heterogeneous Treatment Effect Estimation With Multiple Experiments and Multiple Outcomes](https://mlsanity.com/paper/2206.04907/) (2022)
- [Estimation and Optimization of Composite Outcomes](https://mlsanity.com/paper/1711.10581/) (2017)
- [(Machine) Learning What Policies Value](https://mlsanity.com/paper/2206.00727/) (2022)
- [Machine-Learning Tests for Effects on Multiple Outcomes](https://mlsanity.com/paper/1707.01473/) (2017)
- [Treatment Policy Learning in Multiobjective Settings with Fully Observed Outcomes](https://mlsanity.com/paper/2006.00927/) (2020)

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

- [Maximin Learning of Individualized Treatment Effect on Multi-Domain Outcomes](https://mlsanity.com/paper/2603.27114/) (2026)

## Abstract (arXiv)

Evaluating the causal impacts of possible interventions is crucial for informing decision-making, especially towards improving access to opportunity. However, if causal effects are heterogeneous and predictable from covariates, personalized treatment decisions can improve individual outcomes and contribute to both efficiency and equity. In practice, however, causal researchers do not have a single outcome in mind a priori and often collect multiple outcomes of interest that are noisy estimates of the true target of interest. For example, in government-assisted social benefit programs, policymakers collect many outcomes to understand the multidimensional nature of poverty. The ultimate goal is to learn an optimal treatment policy that in some sense maximizes multiple outcomes simultaneously. To address such issues, we present a data-driven dimensionality-reduction methodology for multiple outcomes in the context of optimal policy learning with multiple objectives. We learn a low-dimensional representation of the true outcome from the observed outcomes using reduced rank regression. We develop a suite of estimates that use the model to denoise observed outcomes, including commonly-used index weightings. These methods improve estimation error in policy evaluation and optimization, including on a case study of real-world cash transfer and social intervention data. Reducing the variance of noisy social outcomes can improve the performance of algorithmic allocations.