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We study adaptive video streaming for multiple users in wireless access edge networks with unreliable channels. The key challenge is to jointly optimize the video bitrate adaptation and resource allocation such that the users' cumulative quality of experience is maximized. This problem is a finite-horizon restless multi-armed multi-action bandit problem and is provably hard to solve. To overcome this challenge, we propose a computationally appealing index policy entitled Quality Index Policy, which is well-defined without the Whittle indexability condition and is provably asymptotically optimal without the global attractor condition. These two conditions are widely needed in the design of most existing index policies, which are difficult to establish in general. Since the wireless access edge network environment is highly dynamic with system parameters unknown and time-varying, we further develop an index-aware reinforcement learning (RL) algorithm dubbed QA-UCB. We show that QA-UCB achieves a sub-linear regret with a low-complexity since it fully exploits the structure of the Quality Index Policy for making decisions. Extensive simulations using real-world traces demonstrate significant gains of proposed policies over conventional approaches. We note that the proposed framework for designing index policy and index-aware RL algorithm is of independent interest and could be useful for other large-scale multi-user problems. 

Many causal and structural effects depend on regressions. Examples include policy effects, average derivatives, regression decompositions, average treatment effects, causal mediation, and parameters of economic structural models. The regressions may be high‐dimensional, making machine learning useful. Plugging machine learners into identifying equations can lead to poor inference due to bias from regularization and/or model selection. This paper gives automatic debiasing for linear and nonlinear functions of regressions. The debiasing is automatic in using Lasso and the function of interest without the full form of the bias correction. The debiasing can be applied to any regression learner, including neural nets, random forests, Lasso, boosting, and other high‐dimensional methods. In addition to providing the bias correction, we give standard errors that are robust to misspecification, convergence rates for the bias correction, and primitive conditions for asymptotic inference for estimators of a variety of estimators of structural and causal effects. The automatic debiased machine learning is used to estimate the average treatment effect on the treated for the NSW job training data and to estimate demand elasticities from Nielsen scanner data while allowing preferences to be correlated with prices and income. 

We provide adaptive inference methods, based on $\ell _1$ regularization, for regular (semiparametric) and nonregular (nonparametric) linear functionals of the conditional expectation function. Examples of regular functionals include average treatment effects, policy effects, and derivatives. Examples of nonregular functionals include average treatment effects, policy effects, and derivatives conditional on a covariate subvector fixed at a point. We construct a Neyman orthogonal equation for the target parameter that is approximately invariant to small perturbations of the nuisance parameters. To achieve this property, we include the Riesz representer for the functional as an additional nuisance parameter. Our analysis yields weak ‘double sparsity robustness’: either the approximation to the regression or the approximation to the representer can be ‘completely dense’ as long as the other is sufficiently ‘sparse’. Our main results are nonasymptotic and imply asymptotic uniform validity over large classes of models, translating into honest confidence bands for both global and local parameters.