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 heterogeneous treatment effect


Estimating heterogeneous treatment effects with survival outcomes via a deep survival learner

Sun, Yuming, Kang, Jian, Li, Yi

arXiv.org Machine Learning

Estimating heterogeneous treatment effects in survival settings is complicated by right censoring as well as the time-varying nature of the estimand. While the conditional average treatment effect (CATE) provides a natural target, most existing approaches focus on a single prespecified time point and do not account for the temporal trajectory, leading to instability in estimation. We propose a deep survival learner (DSL) for estimating heterogeneous treatment effects with right-censored outcomes. The method is based on a doubly robust pseudo-outcome whose conditional expectation identifies time-specific CATEs under standard assumptions. This construction remains unbiased if either the outcome model or the treatment assignment model is correctly specified, when properly accounting for censoring. To estimate CATEs over a clinically relevant time spectrum, DSL employs a multi-output deep neural network with shared representations, enabling joint estimation of treatment effect trajectories. From a theoretical perspective, we derive error bounds for both pointwise and joint estimation over time. We show that joint estimation can leverage temporal structure to control estimation error without incurring much additional approximation cost under smoothness conditions, leading to improved stability relative to separate estimation. Cross-fitting is incorporated to reduce overfitting and mitigate bias arising from flexible nuisance estimation. Simulation studies demonstrate favorable finite-sample performance, particularly under nuisance model misspecification. Applied to the Boston Lung Cancer Study, DSL reveals heterogeneity in the effects of perioperative chemotherapy across patient characteristics and over time.


A Non-parametric Direct Learning Approach to Heterogeneous Treatment Effect Estimation under Unmeasured Confounding

Neural Information Processing Systems

In various domains, different subjects may exhibit different responses to the same set of treatments. The exploration of this heterogeneity in the effects resulting from exposure has gained substantial interest in recent years. For instance, inferring the heterogeneous effect of a medical treatment on clinical outcome can contribute to the development of personalized treatment (Cai et al., 2011). A similar concept has found application in personalized marketing as well (Chandra et al., 2022).



Debiased Bayesian inference for average treatment effects

Kolyan Ray, Botond Szabo

Neural Information Processing Systems

Workinginthestandard potential outcomes framework, we propose a data-driven modification to an arbitrary (nonparametric) prior based on the propensity score that corrects for the first-orderposteriorbias,therebyimprovingperformance.Weillustrateourmethod for Gaussian process (GP) priors using (semi-)synthetic data.






causalfe: Causal Forests with Fixed Effects in Python

Aytug, Harry

arXiv.org Machine Learning

The causalfe package provides a Python implementation of Causal Forests with Fixed Effects (CFFE) for estimating heterogeneous treatment effects in panel data settings. Standard causal forest methods struggle with panel data because unit and time fixed effects induce spurious heterogeneity in treatment effect estimates. The CFFE approach addresses this by performing node-level residualization during tree construction, removing fixed effects within each candidate split rather than globally. This paper describes the methodology, documents the software interface, and demonstrates the package through simulation studies that validate the estimator's performance under various data generating processes.


Machine Learning Estimation of Heterogeneous Treatment Effects with Instruments

Neural Information Processing Systems

We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat structure, where the experimenter randomizes over which user will receive a recommendation to take an action, and we are interested in the effect of the downstream action. We develop a statistical learning approach to the estimation of heterogeneous effects, reducing the problem to the minimization of an appropriate loss function that depends on a set of auxiliary models (each corresponding to a separate prediction task). The reduction enables the use of all recent algorithmic advances (e.g.