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Defining Expertise: Applications to Treatment Effect Estimation

专业能力的定义及其处理效应估计应用

Decision-makers are often experts of their domain and take actions based on their domain knowledge. Doctors, for instance, may prescribe treatments by predicting the likely outcome of each available treatment. Actions of an expert thus naturally encode part of their domain knowledge, and can help make inferences within the same domain: Knowing doctors try to prescribe the best treatment for their patients, we can tell treatments prescribed more frequently are likely to be…

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Cautionary Tales on Synthetic Controls in Survival Analyses

生存分析中使用合成控制的警示

Synthetic control (SC) methods have gained rapid popularity in economics recently, where they have been applied in the context of inferring the effects of treatments on standard continuous outcomes assuming linear input-output relations. In medical applications, conversely, survival outcomes are often of primary interest, a setup in which both commonly assumed data-generating processes (DGPs) and target parameters are different. In this paper, we therefore investigate…

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In Search of Insights, Not Magic Bullets: Towards Demystification of the Model Selection Dilemma in Heterogeneous Treatment Effect Estimation

理解异质性处理效应估计中的模型选择困境

Personalized treatment effect estimates are often of interest in high-stakes applications -- thus, before deploying a model estimating such effects in practice, one needs to be sure that the best candidate from the ever-growing machine learning toolbox for this task was chosen. Unfortunately, due to the absence of counterfactual information in practice, it is usually not possible to rely on standard validation metrics for doing so, leading to a well-known model selection…

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Benchmarking Heterogeneous Treatment Effect Models through the Lens of Interpretability

从可解释性视角评测异质性处理效应模型

Estimating personalized effects of treatments is a complex, yet pervasive problem. To tackle it, recent developments in the machine learning (ML) literature on heterogeneous treatment effect estimation gave rise to many sophisticated, but opaque, tools: due to their flexibility, modularity and ability to learn constrained representations, neural networks in particular have become central to this literature. Unfortunately, the assets of such black boxes come at a cost: models…

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Doing Great at Estimating CATE? On the Neglected Assumptions in Benchmark Comparisons of Treatment Effect Estimators

条件平均处理效应估计器基准比较中被忽视的假设

The machine learning toolbox for estimation of heterogeneous treatment effects from observational data is expanding rapidly, yet many of its algorithms have been evaluated only on a very limited set of semi-synthetic benchmark datasets. In this paper, we show that even in arguably the simplest setting -- estimation under ignorability assumptions -- the results of such empirical evaluations can be misleading if (i) the assumptions underlying the data-generating mechanisms in…

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