论文标题
是什么使基于森林的异质治疗效果估计器起作用?
What Makes Forest-Based Heterogeneous Treatment Effect Estimators Work?
论文作者
论文摘要
在许多学科中,异质治疗效果(HTE)的估计至关重要,从个性化医学到经济学等等。在随机试验和观察性研究中,随机森林已被证明是一种灵活而有力的HTE估计方法。尤其是Athey,Tibshirani和Wager(2019)引入的“因果森林”,以及包装GRF中的R实施。 Seibold,Zeileis和Hothorn(2018)引入了一种称为“基于模型的森林”的相关方法,该方法称为“基于模型的森林”,并同时捕获了预后和预测变量的影响,并在R包装模型中引入了模块化实现。 在这里,我们提出了一种统一的观点,它超出了理论动机,并研究了哪些计算元素使因果森林如此成功,以及如何将它们与基于模型的森林的优势融合在一起。为此,我们表明,在L2损耗下,可以通过相同的参数和模型假设来理解这两种方法。这种理论上的见解使我们能够实施“基于模型的因果林”的几种口味,并在计算机中剖析其不同元素。 将原始的因果森林和基于模型的森林与基准研究中的新混合版本进行了比较,该研究探索了随机试验和观察环境。在随机设置中,两种方法都执行了AKIN。如果数据生成过程中存在混淆,我们发现治疗指标的局部核心与相应的倾向是良好性能的主要驱动力。结果的局部核心不太重要,并且可以通过相对于预后和预测效应的同时拆分选择来代替或增强。
Estimation of heterogeneous treatment effects (HTE) is of prime importance in many disciplines, ranging from personalized medicine to economics among many others. Random forests have been shown to be a flexible and powerful approach to HTE estimation in both randomized trials and observational studies. In particular "causal forests", introduced by Athey, Tibshirani and Wager (2019), along with the R implementation in package grf were rapidly adopted. A related approach, called "model-based forests", that is geared towards randomized trials and simultaneously captures effects of both prognostic and predictive variables, was introduced by Seibold, Zeileis and Hothorn (2018) along with a modular implementation in the R package model4you. Here, we present a unifying view that goes beyond the theoretical motivations and investigates which computational elements make causal forests so successful and how these can be blended with the strengths of model-based forests. To do so, we show that both methods can be understood in terms of the same parameters and model assumptions for an additive model under L2 loss. This theoretical insight allows us to implement several flavors of "model-based causal forests" and dissect their different elements in silico. The original causal forests and model-based forests are compared with the new blended versions in a benchmark study exploring both randomized trials and observational settings. In the randomized setting, both approaches performed akin. If confounding was present in the data generating process, we found local centering of the treatment indicator with the corresponding propensities to be the main driver for good performance. Local centering of the outcome was less important, and might be replaced or enhanced by simultaneous split selection with respect to both prognostic and predictive effects.