DARTS:在预算受限的序贯实验中针对预后协变量 / DARTS: Targeting Prognostic Covariates in Budget-Constrained Sequential Experiments
1️⃣ 一句话总结
本文提出了一种名为DARTS的新方法,将协变量的获取视为一个序贯优化问题,通过带预算的汤普森采样算法在实验过程中智能挑选最有预测价值的协变量,从而在测量成本受限的情况下,有效提升随机对照试验的统计效率和推断准确性。
Randomized controlled trials typically assume that prognostic covariates are known and available at no cost. In practice, obtaining high-dimensional pretreatment data is costly, forcing a trade-off between covariate-adaptive precision and a measurement budget. We introduce Dynamic Adaptive Rerandomization via Thompson Sampling (DARTS), which treats covariate acquisition as a sequential optimization problem embedded within a design-based causal inference task. A budgeted combinatorial Thompson sampler learns which covariates are most prognostic across successive batches; selected covariates then drive rerandomization and regression adjustment to reduce batch-level average treatment effect variance. Our primary theoretical contribution is a decoupling result: adaptive covariate selection based on past batches preserves batch-level randomization validity, and the cumulative inverse-variance weighted estimator achieves at least nominal asymptotic coverage. We further derive a Bayes risk bound for the acquisition layer that matches the minimax lower bound up to logarithmic factors. Empirically, DARTS systematically concentrates the budget on informative features, significantly closing the efficiency gap to oracle designs while maintaining strict inferential validity.
DARTS:在预算受限的序贯实验中针对预后协变量 / DARTS: Targeting Prognostic Covariates in Budget-Constrained Sequential Experiments
本文提出了一种名为DARTS的新方法,将协变量的获取视为一个序贯优化问题,通过带预算的汤普森采样算法在实验过程中智能挑选最有预测价值的协变量,从而在测量成本受限的情况下,有效提升随机对照试验的统计效率和推断准确性。
源自 arXiv: 2605.06608