arXiv subjects

Nilson Chapagain

Publications and source records attributed to Nilson Chapagain.

3 recordsLinked to original sources

arXiv2026

CASP: Support-Aware Offline Policy Selection for Two-Stage Recommender Systems

Two-stage recommender systems first choose a candidate generator and then rank items within the generated set. Because the generator decides which items are available to the ranker, changing the generator changes both the policy value and the data support used to estimate that value. This creates an offline selection problem that standard single-stage objectives do not capture: a policy may look good under a retrieval score or a raw off-policy value estimate, but still be unreliable if it depends on weakly supported generator-item pairs. We propose CASP (Coupled Action-Set Pessimism), a support-aware offline selector for finite libraries of two-stage recommender policies. CASP combines doubly robust value estimation with a support-burden penalty. We show that stagewise rules that ignore downstream continuation value can be arbitrarily suboptimal, and we derive population, finite-class, and reconstructed-propensity guarantees for conservative selection. In simulations and a reconstructed MovieLens 1M application, CASP selects lower-burden policies when estimated value and support credibility are in tension.

cs.IR↗

arXiv2025

On Fisher Consistency of Surrogate Losses for Optimal Dynamic Treatment Regimes with Multiple Categorical Treatments per Stage

Patients with chronic diseases often receive treatments at multiple time points, or stages. Our goal is to learn the optimal dynamic treatment regime (DTR) from longitudinal patient data. When both the number of stages and the number of treatment levels per stage are arbitrary, estimating the optimal DTR reduces to a sequential, weighted, multiclass classification problem (Kosorok and Laber, 2019). In this paper, we aim to solve this classification problem simultaneously across all stages using Fisher consistent surrogate losses. Although computationally feasible Fisher consistent surrogates exist in special cases, e.g., the binary treatment setting, a unified theory of Fisher consistency remains largely unexplored. We establish necessary and sufficient conditions for DTR Fisher consistency within the class of non-negative, stagewise separable surrogate losses. To our knowledge, this is the first result in the DTR literature to provide necessary conditions for Fisher consistency within a non-trivial surrogate class. Furthermore, we show that many convex surrogate losses fail to be Fisher consistent for the DTR classification problem, and we formally establish this inconsistency for smooth, permutation equivariant, and relative-margin-based convex losses. Building on this, we propose SDSS (Simultaneous Direct Search with Surrogates), which uses smooth, non-concave surrogate losses to learn the optimal DTR. We develop a computationally efficient, gradient-based algorithm for SDSS. When the optimization error is small, we establish a sharp upper bound on SDSS's regret decay rate. We evaluate the numerical performance of SDSS through simulations and demonstrate its real-world applicability by estimating optimal fluid resuscitation strategies for severe septic patients using electronic health record data.

math.ST↗

arXiv2022

Optimal Control of Several Motion Models

This paper is devoted to the study of the dynamic optimization of several controlled crowd motion models in the general planar settings, which is an application of a class of optimal control problems involving a general nonconvex sweeping process with perturbations. A set of necessary optimality conditions for such optimal control problems involving the crowd motion models with multiple agents and obstacles is obtained and analyzed. Several effective algorithms based on such necessary optimality conditions are proposed and various nontrivial illustrative examples together with their simulations are also presented. The implementation of all the considered motion models can be found via the link: https://github.com/tancao1128/Optimal_Control_of_Several_Motion_Models with the instruction and demonstration video uploaded at https://www.youtube.com/watch?v=B8DQ0wvCtIQ.

math.OC↗