mlsanityData to 14 Oct 2026

CSPI-MT: Calibrated Safe Policy Improvement with Multiple Testing for Threshold Policies

arXiv 2408.12004 ↗First posted 21 Aug 2024cs.LG stat.ME stat.MLcited by 2

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Abstract (arXiv)

When modifying existing policies in high-risk settings, it is often necessary to ensure with high certainty that the newly proposed policy improves upon a baseline, such as the status quo. In this work, we consider the problem of safe policy improvement, where one only adopts a new policy if it is deemed to be better than the specified baseline with at least pre-specified probability. We focus on threshold policies, a ubiquitous class of policies with applications in economics, healthcare, and digital advertising. Existing methods rely on potentially underpowered safety checks and limit the opportunities for finding safe improvements, so too often they must revert to the baseline to maintain safety. We overcome these issues by leveraging the most powerful safety test in the asymptotic regime and allowing for multiple candidates to be tested for improvement over the baseline. We show that in adversarial settings, our approach controls the rate of adopting a policy worse than the baseline to the pre-specified error level, even in moderate sample sizes. We present CSPI and CSPI-MT, two novel heuristics for selecting cutoff(s) to maximize the policy improvement from baseline. We demonstrate through both synthetic and external datasets that our approaches improve both the detection rates of safe policies and the realized improvement, particularly under stringent safety requirements and low signal-to-noise conditions.

Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 10 of its 30 references that are in the map. First posted on arXiv 21 Aug 2024.

Builds on

10 of 30 references.

References · 10

  1. 2017Safe Policy Improvement with Baseline Bootstrappingcited by 144
  2. 2019Double Reinforcement Learning for Efficient Off-Policy Evaluation in Markov Decision Processescited by 119
  3. 2016Optimal and Adaptive Off-policy Evaluation in Contextual Banditscited by 111
  4. 2016Safe Policy Improvement by Minimizing Robust Baseline Regretcited by 53
  5. 2016Double/Debiased Machine Learning for Treatment and Causal Parameterscited by 43
  6. 2019Safe Policy Improvement with Soft Baseline Bootstrappingcited by 22
  7. 2021Safe Policy Learning through Extrapolation: Application to Pre-trial Risk Assessmentcited by 10
  8. 2020A Comparison of Methods for Treatment Assignment with an Application to Playlist Generationcited by 9
  9. 2024Peeking with PEAK: Sequential, Nonparametric Composite Hypothesis Tests for Means of Multiple Data Streamscited by 9
  10. 2019Click-Through Rate Prediction with the User Memory Networkcited by 5

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Cited by year (2026 to 14 Oct)

Citing papers per year: 2025: 1; 2026: 1.

2 papers.