• Corpus ID: 237385926

Optimal subgroup selection

@article{Reeve2021OptimalSS,
  title={Optimal subgroup selection},
  author={Henry W. J. Reeve and Timothy I. Cannings and Richard J. Samworth},
  journal={ArXiv},
  year={2021},
  volume={abs/2109.01077}
}
In clinical trials and other applications, we often see regions of the feature space that appear to exhibit interesting behaviour, but it is unclear whether these observed phenomena are reflected at the population level. Focusing on a regression setting, we consider the subgroup selection challenge of identifying a region of the feature space on which the regression function exceeds a pre-determined threshold. We formulate the problem as one of constrained optimisation, where we seek a low… 
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