Conformal Policy Selection: When to Deploy AI Decisions for Targeted Intervention

Junyu Cao, Ruijiang Gao, Maytal Saar-Tsechansky, Mingzhang Yin

Artificial-intelligence (AI) policies are increasingly used to make consequential decisions in medicine, finance, education, and public services, yet deploying them responsibly requires knowing not only whether a policy helps on average, but for whom. Existing tools for off-policy evaluation and safe policy learning provide population-level guarantees, but some individuals may experience adverse treatment effects. We recast targeted deployment as a multiple-testing problem: for each candidate unit, test whether the outcome under the AI policy would exceed a user-specified threshold, and control the false discovery rate (FDR) among the selected set. Our method, Conformal Policy Selection, combines weighted conformal $p$-values that account for the distributional shift from behavior to target policy with a two-step selection-and-pruning procedure. We prove finite-sample FDR control and establish a doubly robust asymptotic guarantee, where FDR remains controlled if either the outcome model or the propensity model is correctly specified. Synthetic experiments verify these guarantees across four misspecification regimes, and a semi-synthetic study built on real…