Learning Personalized Decision Support Policies
Individual human decision-makers may benefit from different forms of support to improve decision outcomes. However, a key question is which form of support will lead to accurate decisions at a low cost. In this work, we propose learning a decision support policy that, for a given input, chooses which form of support, if any, to provide. We consider decision-makers for whom we have no prior information and formalize learning their respective policies as a multi-objective optimization problem that trades off accuracy and cost. Using techniques from stochastic contextual bandits, we propose $\texttt{THREAD}$, an online algorithm to personalize a decision support policy for each decision-maker, and devise a hyper-parameter tuning strategy to identify a cost-performance trade-off using simulated human behavior. We provide computational experiments to demonstrate the benefits of $\texttt{THREAD}$ compared to offline baselines. We then introduce $\texttt{Modiste}$, an interactive tool that provides $\texttt{THREAD}$ with an interface. We conduct human subject experiments to show how $\texttt{Modiste}$ learns policies personalized to each decision-maker and discuss the nuances of learning decision support policies online for real users.
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