Online Individualized Treatment Selection under Partial Feedback: False Discovery Control and Minimax Optimality
We study online individualized treatment selection when only the outcome under the assigned treatment is observed. Our objective is to preferentially treat individuals whose potential outcomes under treatment exceed a covariate-specific control reference, while limiting false discoveries among treated individuals. We propose Partial-Feedback Adaptive Individualized Treatment Selection (PAITS), which initializes learning from historical data and combines sequential estimation of local null risks, randomized exploration, and feedback-driven updates of the treatment selection threshold. Under regularity conditions, we establish asymptotic false discovery rate control and sublinear gap-weighted assignment regret relative to a population oracle. We further establish a minimax lower bound on assignment regret under prescribed uniform nuisance-estimation requirements and give conditions under which PAITS attains the corresponding constrained minimax rate up to logarithmic factors. These results quantify the tradeoff between accurate treatment assignment and nuisance learning under partial feedback. Simulation studies and a real-data analysis using the Jester recommendation dataset illustrate the finite-sample performance of PAITS.