Reluctant Transfer Learning in Penalized Regressions for Individualized Treatment Rules Under Effect Heterogeneity.

Estimating individualized treatment rules (ITRs) is fundamental to precision medicine, where the goal is to tailor treatment decisions to individual patient characteristics. While numerous methods have been developed for ITR estimation, there is limited research on model updating that accounts for shifted treatment-covariate relationships in the ITR setting. In practice, models trained on source data must be updated for new (target) datasets that exhibit shifts in treatment effects. To address this challenge, we propose a reluctant transfer learning (RTL) framework that enables efficient model adaptation by selectively transferring essential model components (e.g., regression coefficients) from source to target data, without requiring access to individual-level source data. Leveraging the principle of reluctant modeling, the RTL approach incorporates model adjustments only when they improve performance on the target dataset, thereby controlling complexity and enhancing generalizability. Our method supports multi-armed treatment settings, performs variable selection for interpretability, and provides a regret bound for the difference in value of the optimal ITR and that of the estimated ITR. Through simulation studies and an application to a real data example from the Best Apnea Interventions for Research (BestAIR) trial, we demonstrate that RTL outperforms existing alternatives. The proposed framework offers an efficient, practically feasible approach to adaptive treatment decision-making under evolving treatment effect conditions.