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Conformal Policy Selection: When to Deploy AI Decisions for Targeted Intervention

arXiv机器学习 2026-10-19 12:00 3 阅读 查看原文

Artificial-intelligence (AI) policies are increasingly used to make consequential decisions in medicine, finance, education, and public services, yet deploying them responsibly requires knowing not only whether a policy helps on average, but for whom.

Existing tools for off-policy evaluation and safe policy learning provide population-level guarantees, but some individuals may experience adverse treatment effects.

We recast targeted deployment as a multiple-testing problem: for each candidate unit, test whether the outcome under the AI policy would exceed a user-specified threshold, and control the false discovery rate (FDR) among the selected set.

Our method, Conformal Policy Selection, combines weighted conformal $p$-values that account for the distributional shift from behavior to target policy with a two-step selection-and-pruning procedure.

We prove finite-sample FDR control and establish a doubly robust asymptotic guarantee, where FDR remains controlled if either the outcome model or the propensity model is correctly specified.

Synthetic experiments verify these guarantees across four misspecification regimes, and a semi-synthetic study built on real electronic-health-record covariates illustrates how the same FDR control can act as a deployment safety gate, bounding the harmful treatments that a globally trained policy would otherwise administer to a high-risk subpopulation where it misgeneralizes.

The framework offers a principled method for safe AI deployment in high-stakes applications.