Optimal treatment assignment to maximize expected outcome with multiple treatments.

When there is substantial heterogeneity of treatment effectiveness, it is crucial to identify individualized treatment assignment rules for comparative treatment selection. HIP Investigator, Dr. Menggang Yu et al. propose an outcome weighted learning method that extends estimating individualized treatment rules to multi‐treatment case by using a vector hinge loss as a target function. Consistency of the resulting estimator is shown in the article.