Decision-making in various fields, such as medicine, is heavily based on conditional average treatment effects (CATEs). Practitioners commonly make decisions by checking whether the estimated CATE is positive, even though the decision-making performance of modern CATE estimators (meta-learners) is poorly understood. In this paper, we study optimal decision-making based on two-stage meta-learners (e.g., DR-learner), which estimate CATE via a second-stage regression. We show that these meta-learners can be suboptimal when used for decision-making in common settings where the second-stage regression is over a restricted function class (e.g., when using regularization or employing fairness/interpretability constraints). Intuitively, this occurs because such estimators prioritize CATE accuracy in regions far away from the decision boundary, which is ultimately irrelevant to decision-making. As a remedy, we propose a novel two-stage learning objective that re-targets the CATE to balance CATE estimation error and decision performance. We then propose a neural method that optimizes an adaptively-smoothed approximation of our learning objective. Finally, we confirm the effectiveness of our method both empirically and theoretically.

Conditional average treatment effects (CATEs) are central to treatment decision-making in personalized medicine. In competing risks settings, estimating CATEs from survival data allows for patient-specific assessments of treatment effectiveness for a specific event of interest while properly accounting for alternative event types. This distinction is essential in the presence of comorbidities, where competing causes of death may otherwise confound the therapeutic benefit. Focusing on right-censored survival times with binary treatment, we examine CATEs defined as covariate-conditional differences in the absolute risk for the event of interest at a fixed time. To this end, we study meta-learners which adapt machine learning algorithms for CATE estimation in competing risks scenarios. We systematically compare six meta-learners, combining Cox regression or random survival forests for risk modeling with elastic net regression or random forests for direct CATE modeling. To provide practical guidance on model selection, we evaluate their performance in multiple simulation settings, that differ in hazard complexity, treatment heterogeneity, treatment assignment, event type distribution and censoring. To facilitate applied use, we provide the R package, crsurvlearners, which implements all considered approaches.

Estimating treatment effects is crucial for personalized decision-making in medicine, but this task faces unique challenges in clinical practice. At training time, models for estimating treatment effects are typically trained on well-structured medical datasets that contain detailed patient information. However, at inference time, predictions are often made using textual descriptions (e.g., descriptions with self-reported symptoms), which are incomplete representations of the original patient information. In this work, we make three contributions.

Consider the problem of improving the estimation of conditional average treatment effects (CATE) for a target domain of interest by leveraging related information from a source domain with a different feature space. This heterogeneous transfer learning problem for CATE estimation is ubiquitous in areas such as healthcare where we may wish to evaluate the effectiveness of a treatment for a new patient population for which different clinical covariates and limited data are available. In this paper, we address this problem by introducing several building blocks that use representation learning to handle the heterogeneous feature spaces and a flexible multi-task architecture with shared and private layers to transfer information between potential outcome functions across domains. Then, we show how these building blocks can be used to recover transfer learning equivalents of the standard CATE learners. On a new semi-synthetic data simulation benchmark for heterogeneous transfer learning we not only demonstrate performance improvements of our heterogeneous transfer causal effect learners across datasets, but also provide insights into the differences between these learners from a transfer perspective.

Predicting how different interventions will causally affect a specific individual is important in a variety of domains such as personalized medicine, public policy, and online marketing. There are a large number of methods to predict the effect of an existing intervention based on historical data from individuals who received it. However, in many settings it is important to predict the effects of novel interventions (e.g., a newly invented drug), which these methods do not address. Here, we consider zero-shot causal learning: predicting the personalized effects of a novel intervention. We propose CaML, a causal meta-learning framework which formulates the personalized prediction of each intervention's effect as a task. CaML trains a single meta-model across thousands of tasks, each constructed by sampling an intervention, its recipients, and its nonrecipients. By leveraging both intervention information (e.g., a drug's attributes) and individual features (e.g., a patient's history), CaML is able to predict the personalized effects of novel interventions that do not exist at the time of training. Experimental results on real world datasets in large-scale medical claims and cell-line perturbations demonstrate the effectiveness of our approach. Most strikingly, CaML's zero-shot predictions outperform even strong baselines trained directly on data from the test interventions.

Mitigating these biases relies on exposing and removingnuisance components.

For all considered pseudo-outcomes it holds thatEP [ Yη|X = x] = τ(x) - they are unbiased for CATEwhenηisknown. The testable implications oftheshared structure bias, asencoded byhyperparameters suchasλ2,however,aredifferentfor(i)thePOestimationand(ii) 2 the CATE estimation problems, which is a feature that we would suggest to exploit in choosing hyperparameter settings. Unfortunately,good performance on estimation of the POs is not sufficient. Illustrative results In Figure 1 we present illustrative results on Setup B withn0 = n1 = 2000, and observe that following our heuristic of increasingλ2 until factual performance deteriorates would almost always lead to choosing the best hyperparameter setting; for both hard and flexible approach this suggests a switch fromλ = 10 1 to λ2 = 10 2 as ρ increases1. Therefore, FlexTENet also generalizes the SNet class discussed in [4], which includes PO-specific feature spaces3.

At this point, a range of sophisticated solutions exist which reduce the effect of confounding by balancing the covariate space [3, 4], importance weighting [11, 12, 13, 14] or propensity drop-out [15].