Martin, Axel
Non-parametric efficient estimation of marginal structural models with multi-valued time-varying treatments
Martin, Axel, Santacatterina, Michele, Díaz, Iván
Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with multi-valued and time-varying treatments. In this paper, we use machine learning together with recent developments in semiparametric efficiency theory for longitudinal studies to propose such an estimator. The proposed estimator is based on a study of the non-parametric identifying functional, including first order von-Mises expansions as well as the efficient influence function and the efficiency bound. We show conditions under which the proposed estimator is efficient, asymptotically normal, and sequentially doubly robust in the sense that it is consistent if, for each time point, either the outcome or the treatment mechanism is consistently estimated. We perform a simulation study to illustrate the properties of the estimators, and present the results of our motivating study on a COVID-19 dataset studying the impact of mobility on the cumulative number of observed cases.
Fair Generalized Linear Models with a Convex Penalty
Do, Hyungrok, Putzel, Preston, Martin, Axel, Smyth, Padhraic, Zhong, Judy
Despite recent advances in algorithmic fairness, To address these issues there has recently been a significant methodologies for achieving fairness with generalized body of work in the machine learning community on linear models (GLMs) have yet to be algorithmic fairness in the context of predictive modeling, explored in general, despite GLMs being widely including (i) data preprocessing methods that try to reduce used in practice. In this paper we introduce two disparities, (ii) in-process approaches which enforce fairness fairness criteria for GLMs based on equalizing during model training, and (iii) post-process approaches expected outcomes or log-likelihoods. We prove which adjust a model's predictions to achieve fairness after that for GLMs both criteria can be achieved via training is completed. However, the majority of this work a convex penalty term based solely on the linear has focused on classification problems with binary outcome components of the GLM, thus permitting efficient variables, and to a lesser extent on regression.