Chiseling: Powerful and Valid Subgroup Selection via Interactive Machine Learning
Chiseling:通过交互式机器学习选择子群并保证推断有效性
In regression and causal inference, controlled subgroup selection aims to identify, with inferential guarantees, a subgroup (defined as a subset of the covariate space) on which the average response or treatment effect is above a given threshold. E.g., in a clinical trial, it may be of interest to find a subgroup with a positive average treatment effect. However, existing methods either lack inferential guarantees, heavily restrict the search for the subgroup, or sacrifice…