A Distribution Mapping Approach to Counterfactually Fair Reinforcement Learning

Reinforcement learning (RL) seeks to optimize sequential decisions to maximize population-level benefits over time. However, when deployed in high-stakes settings such as healthcare, RL decisions might systematically restrict some subpopulation's access to valuable services in a manner contrary to the values and goals of stakeholders. Counterfactual fairness (CF) offers a promising framework to address this problem based on causal reasoning. This paper develops a data preprocessing algorithm that, when used in tandem with policy learning, enables CF in RL. Our algorithm relies on a novel quantile distribution mapping method for sequentially estimating the counterfactual states and rewards in the data preprocessing step, subsuming common additivity assumptions used for counterfactual prediction as a special case. We theoretically prove that the per-step level of counterfactual unfairness and infinite-horizon suboptimality gap can be bounded under mild regularity conditions. We also empirically test our algorithm in numerical experiments as well as in application to a real-world interventional digital health dataset.

Dynamic Prediction of Alternating Recurrent Events via Neural Network

Alternating recurrent events -- event-times of a specific nature that trigger a secondary refractory period -- occur in a wide-range of fields, including behavioral science, criminal justice, and biostatistics. Analysis of these events requires careful attention to the statistical nuance, including correlated observations and repeated outcomes subject to potential censoring. We develop an online dynamic prediction framework appropriate for predicting subsequent alternating recurrent events, by developing neural network theory for a statistical audiences and applying inverse probability weighted pseudo-observations. The proposed model is applied to dynamically predict alternating recurrent event-free time, showing good performance in simulation, and outstanding capability in application to predicting periods of low mood for first-year medical residents. We close with a discussion.

Neural Networks as Linear Regression: An Introduction for Statisticians

Neural networks are a commonly used prediction tool in computer science and statistics. However, the barrier to entry of this interesting field remains high, particularly for classical statisticians trained in a frequentist perspective. In this letter, we demystify neural networks by describing networks that approximate a linear regression and describe common customizations that provide a foundation for further study.

Spatially Robust Inference with Predicted and Missing at Random Labels

When outcome data are expensive or onerous to collect, scientists increasingly substitute predictions from machine learning and AI models for unlabeled cases, a process which has consequences for downstream statistical inference. While recent methods provide valid uncertainty quantification under independent sampling, real-world applications involve missing at random (MAR) labeling and spatial dependence. For inference in this setting, we propose a doubly robust estimator with cross-fit nuisances. We show that cross-fitting induces fold-level correlation that distorts spatial variance estimators, producing unstable or overly conservative confidence intervals. To address this, we propose a jackknife spatial heteroscedasticity and autocorrelation consistent (HAC) variance correction that separates spatial dependence from fold-induced noise. Under standard identification and dependence conditions, the resulting intervals are asymptotically valid. Simulations and benchmark datasets show substantial improvement in finite-sample calibration, particularly under MAR labeling and clustered sampling.

PyCFRL: A Python library for counterfactually fair offline reinforcement learning via sequential data preprocessing

Reinforcement learning (RL) aims to learn and evaluate a sequential decision rule, often referred to as a "policy", that maximizes the population-level benefit in an environment across possibly infinitely many time steps. However, the sequential decisions made by an RL algorithm, while optimized to maximize overall population benefits, may disadvantage certain individuals who are in minority or socioeconomically disadvantaged groups. To address this problem, we introduce PyCFRL, a Python library for ensuring counterfactual fairness in offline RL. PyCFRL implements a novel data preprocessing algorithm for learning counterfactually fair RL policies from offline datasets and provides tools to evaluate the values and counterfactual unfairness levels of RL policies. We describe the high-level functionalities of PyCFRL and demonstrate one of its major use cases through a data example. The library is publicly available on PyPI and Github (https://github.com/JianhanZhang/PyCFRL), and detailed tutorials can be found in the PyCFRL documentation (https://pycfrl-documentation.netlify.app).

A Unified Framework for Inference with General Missingness Patterns and Machine Learning Imputation

Pre-trained machine learning (ML) predictions have been increasingly used to complement incomplete data to enable downstream scientific inquiries, but their naive integration risks biased inferences. Recently, multiple methods have been developed to provide valid inference with ML imputations regardless of prediction quality and to enhance efficiency relative to complete-case analyses. However, existing approaches are often limited to missing outcomes under a missing-completely-at-random (MCAR) assumption, failing to handle general missingness patterns under the more realistic missing-at-random (MAR) assumption. This paper develops a novel method which delivers valid statistical inference framework for general Z-estimation problems using ML imputations under the MAR assumption and for general missingness patterns. The core technical idea is to stratify observations by distinct missingness patterns and construct an estimator by appropriately weighting and aggregating pattern-specific information through a masking-and-imputation procedure on the complete cases. We provide theoretical guarantees of asymptotic normality of the proposed estimator and efficiency dominance over weighted complete-case analyses. Practically, the method affords simple implementations by leveraging existing weighted complete-case analysis software. Extensive simulations are carried out to validate theoretical results. The paper concludes with a brief discussion on practical implications, limitations, and potential future directions.

Counterfactually Fair Reinforcement Learning via Sequential Data Preprocessing

When applied in healthcare, reinforcement learning (RL) seeks to dynamically match the right interventions to subjects to maximize population benefit. However, the learned policy may disproportionately allocate efficacious actions to one subpopulation, creating or exacerbating disparities in other socioeconomically-disadvantaged subgroups. These biases tend to occur in multi-stage decision making and can be self-perpetuating, which if unaccounted for could cause serious unintended consequences that limit access to care or treatment benefit. Counterfactual fairness (CF) offers a promising statistical tool grounded in causal inference to formulate and study fairness. In this paper, we propose a general framework for fair sequential decision making. We theoretically characterize the optimal CF policy and prove its stationarity, which greatly simplifies the search for optimal CF policies by leveraging existing RL algorithms. The theory also motivates a sequential data preprocessing algorithm to achieve CF decision making under an additive noise assumption. We prove and then validate our policy learning approach in controlling unfairness and attaining optimal value through simulations. Analysis of a digital health dataset designed to reduce opioid misuse shows that our proposal greatly enhances fair access to counseling.

Generating Synthetic Electronic Health Record (EHR) Data: A Review with Benchmarking

We conduct a scoping review of existing approaches for synthetic EHR data generation, and benchmark major methods with proposed open-source software to offer recommendations for practitioners. We search three academic databases for our scoping review. Methods are benchmarked on open-source EHR datasets, MIMIC-III/IV. Seven existing methods covering major categories and two baseline methods are implemented and compared. Evaluation metrics concern data fidelity, downstream utility, privacy protection, and computational cost. 42 studies are identified and classified into five categories. Seven open-source methods covering all categories are selected, trained on MIMIC-III, and evaluated on MIMIC-III or MIMIC-IV for transportability considerations. Among them, GAN-based methods demonstrate competitive performance in fidelity and utility on MIMIC-III; rule-based methods excel in privacy protection. Similar findings are observed on MIMIC-IV, except that GAN-based methods further outperform the baseline methods in preserving fidelity. A Python package, ``SynthEHRella'', is provided to integrate various choices of approaches and evaluation metrics, enabling more streamlined exploration and evaluation of multiple methods. We found that method choice is governed by the relative importance of the evaluation metrics in downstream use cases. We provide a decision tree to guide the choice among the benchmarked methods. Based on the decision tree, GAN-based methods excel when distributional shifts exist between the training and testing populations. Otherwise, CorGAN and MedGAN are most suitable for association modeling and predictive modeling, respectively. Future research should prioritize enhancing fidelity of the synthetic data while controlling privacy exposure, and comprehensive benchmarking of longitudinal or conditional generation methods.

A Reinforcement Learning Framework for Dynamic Mediation Analysis

Mediation analysis learns the causal effect transmitted via mediator variables between treatments and outcomes and receives increasing attention in various scientific domains to elucidate causal relations. Most existing works focus on point-exposure studies where each subject only receives one treatment at a single time point. However, there are a number of applications (e.g., mobile health) where the treatments are sequentially assigned over time and the dynamic mediation effects are of primary interest. Proposing a reinforcement learning (RL) framework, we are the first to evaluate dynamic mediation effects in settings with infinite horizons. We decompose the average treatment effect into an immediate direct effect, an immediate mediation effect, a delayed direct effect, and a delayed mediation effect. Upon the identification of each effect component, we further develop robust and semi-parametrically efficient estimators under the RL framework to infer these causal effects. The superior performance of the proposed method is demonstrated through extensive numerical studies, theoretical results, and an analysis of a mobile health dataset.

Doubly Inhomogeneous Reinforcement Learning

This paper studies reinforcement learning (RL) in doubly inhomogeneous environments under temporal non-stationarity and subject heterogeneity. In a number of applications, it is commonplace to encounter datasets generated by system dynamics that may change over time and population, challenging high-quality sequential decision making. Nonetheless, most existing RL solutions require either temporal stationarity or subject homogeneity, which would result in sub-optimal policies if both assumptions were violated. To address both challenges simultaneously, we propose an original algorithm to determine the ``best data chunks" that display similar dynamics over time and across individuals for policy learning, which alternates between most recent change point detection and cluster identification. Our method is general, and works with a wide range of clustering and change point detection algorithms. It is multiply robust in the sense that it takes multiple initial estimators as input and only requires one of them to be consistent. Moreover, by borrowing information over time and population, it allows us to detect weaker signals and has better convergence properties when compared to applying the clustering algorithm per time or the change point detection algorithm per subject. Empirically, we demonstrate the usefulness of our method through extensive simulations and a real data application.