We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding in the data-generating process. Unlike previous approaches that assume unconfoundedness, i.e., no unobserved confounders affected both treatment assignment and outcomes, we calibrate policy learning for realistic violations of this unverifiable assumption with uncertainty sets motivated by sensitivity analysis in causal inference. Our framework for confounding-robust policy improvement optimizes the minimax regret of a candidate policy against a baseline or reference status quo policy, over an uncertainty set around nominal propensity weights. We prove that if the uncertainty set is well-specified, robust policy learning can do no worse than the baseline, and only improve if the data supports it. We characterize the adversarial subproblem and use efficient algorithmic solutions to optimize over parametrized spaces of decision policies such as logistic treatment assignment. We assess our methods on synthetic data and a large clinical trial, demonstrating that confounded selection can hinder policy learning and lead to unwarranted harm, while our robust approach guarantees safety and focuses on well-evidenced improvement.

Neural Information Processing Systems http://nips.cc/

In the stochastic linear contextual bandit setting there exist several minimax procedures for exploration with policies that are reactive to the data being acquired.

Gambling disorder is a complex behavioral addiction that is challenging to understand and address, with severe physical, psychological, and social consequences. Early Risk Detection (ERD) on the Web has become a key task in the scientific community for identifying early signs of mental health behaviors based on social media activity. This work presents our participation in the MentalRiskES 2025 challenge, specifically in Task 1, aimed at classifying users at high or low risk of developing a gambling-related disorder. We proposed three methods based on a CPI+DMC approach, addressing predictive effectiveness and decision-making speed as independent objectives. The components were implemented using the SS3, BERT with extended vocabulary, and SBERT models, followed by decision policies based on historical user analysis. Although it was a challenging corpus, two of our proposals achieved the top two positions in the official results, performing notably in decision metrics. Further analysis revealed some difficulty in distinguishing between users at high and low risk, reinforcing the need to explore strategies to improve data interpretation and quality, and to promote more transparent and reliable ERD systems for mental disorders.

We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding in the data-generating process. Unlike previous approaches that assume unconfoundedness, i.e., no unobserved confounders affected both treatment assignment and outcomes, we calibrate policy learning for realistic violations of this unverifiable assumption with uncertainty sets motivated by sensitivity analysis in causal inference. Our framework for confounding-robust policy improvement optimizes the minimax regret of a candidate policy against a baseline or reference status quo policy, over an uncertainty set around nominal propensity weights. We prove that if the uncertainty set is well-specified, robust policy learning can do no worse than the baseline, and only improve if the data supports it. We characterize the adversarial subproblem and use efficient algorithmic solutions to optimize over parametrized spaces of decision policies such as logistic treatment assignment. We assess our methods on synthetic data and a large clinical trial, demonstrating that confounded selection can hinder policy learning and lead to unwarranted harm, while our robust approach guarantees safety and focuses on well-evidenced improvement.

Neural Information Processing Systems http://nips.cc/