# Evaluating Surrogates in Individualized Treatment Rules

arXiv: https://arxiv.org/abs/2512.00405 · HTML: https://mlsanity.com/paper/2512.00405/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 29 Nov 2025.

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

- [The Surrogate Is Not the Reward: Post-Surrogate Primary-Outcome Acquisition in Contextual Bandits](https://mlsanity.com/paper/2610.06610/) (2026)

## Abstract (arXiv)

In many decision-making problems, the primary outcome is expensive, time-consuming, or difficult to observe, so individualized treatment rules (ITRs) may be instead learned from surrogate endpoints. However, a surrogate that is highly associated with the primary outcome, or even satisfies existing surrogate criteria, may not necessarily induce a treatment rule that performs well on the primary outcome, especially under treatment resource budget constraints. In this paper, we develop a principled framework for evaluating the decision-making value of surrogate endpoints. We introduce three ITR-oriented performance measures: surrogate regret, which assesses the expected loss from using the surrogate-optimal ITR instead of outcome-optimal ITR; surrogate gain, which quantifies the benefit of surrogate-optimal ITRs relative to the no-treatment baseline; and surrogate efficiency, which evaluates improvement over random treatment assignment. We also extend them to budget-constrained settings. We propose augmented inverse probability weighted (AIPW) estimators for these measures and establish their large-sample properties. We demonstrate the proposed approach on both simulations and an application to the Criteo dataset.
