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Showing posts from October, 2010

Adaptive Design and Refusal Conversions

For me, the idea of adaptive design was influenced by work from the field of clinical trials on multi-stage treatments. Susan Murphy introduced me to adaptive treatment regimes as an approach to the problem. She points to methods developed in the field of reinforcement learning as useful approaches to problems of sequential decisionmaking.

Reinforcement learning describes some policies (i.e. a set of decision rules for a set of sequential decisions) as myopic. A policy is myopic if it only looks at the rewards available at the next step. I'm reading Decision Theory by John Bather right now. He uses an example similar to the following to demonstrate this issue. The following is a simple game. The goal is to get from the yellow square to the green square with the lowest cost. The number in each square is the cost of moving there.Diagonal moves are not allowed.

The myopic policy looks only at the next option and goes down a path that ends up with only expensive options to reach the tar…