Comment

ABSTRACT

This commentary deals with issues related to the article by Chen, Zeng, and Kosorok. We present several potential modifications of the outcome weighted learning approach. Those modifications are based on truncated l₂ loss. One advantage of l₂ loss is that it is differentiable everywhere, which makes it more stable and computationally more tractable.

KEYWORDS:

• Double robustness
• Epanechnikov kernel
• Personalized treatment

Funding

The author gratefully acknowledges support from NIH Grants R21MH108999, R01MH109496, R01GM095722, R01DA039901, and NSF Grant DMS-1307838.