论文标题
使用二进制仪器估计在未观察到的混淆下的个人治疗效果
Estimating individual treatment effects under unobserved confounding using binary instruments
论文作者
论文摘要
在个性化医学等许多领域,观察数据的有条件平均治疗效果(CATE)均相关。但是,实际上,治疗分配通常会被未观察到的变量混淆,因此引入了偏见。消除偏见的一种补救措施是使用仪器变量(IVS)。此类环境在医学中广泛(例如,将治疗分配用作二元IV的试验)。在本文中,我们提出了一个新颖的,可强大的机器学习框架,称为MRIV,用于使用二进制IV估算CATE,从而产生公正的CATE估计器。与以前的二进制IV的工作不同,我们的框架通过伪结果回归直接估算了CATE。 (1)〜我们提供了一个理论分析,我们表明我们的框架产生了多个稳健的收敛速率:即使几个滋扰估计量缓慢收敛,我们的CATE估计器也会达到快速收敛。 (2)〜我们进一步表明,我们的框架渐近地优于最先进的插件IV方法用于CATE估计,从某种意义上说,如果CATE比单个成果表面更平滑,则可以达到更快的收敛速度。 (3)〜我们以理论结果为基础,并提出了一种使用二进制IVS的CATE估算的量身定制的深神网络结构。在各种计算实验中,我们从经验上证明了我们的MRIV-NET实现最新的性能。据我们所知,我们的MRIV是量身定制的第一个倍数强大的机器学习框架,该框架是为估算二进制IV设置中的CATE的。
Estimating conditional average treatment effects (CATEs) from observational data is relevant in many fields such as personalized medicine. However, in practice, the treatment assignment is usually confounded by unobserved variables and thus introduces bias. A remedy to remove the bias is the use of instrumental variables (IVs). Such settings are widespread in medicine (e.g., trials where the treatment assignment is used as binary IV). In this paper, we propose a novel, multiply robust machine learning framework, called MRIV, for estimating CATEs using binary IVs and thus yield an unbiased CATE estimator. Different from previous work for binary IVs, our framework estimates the CATE directly via a pseudo outcome regression. (1)~We provide a theoretical analysis where we show that our framework yields multiple robust convergence rates: our CATE estimator achieves fast convergence even if several nuisance estimators converge slowly. (2)~We further show that our framework asymptotically outperforms state-of-the-art plug-in IV methods for CATE estimation, in the sense that it achieves a faster rate of convergence if the CATE is smoother than the individual outcome surfaces. (3)~We build upon our theoretical results and propose a tailored deep neural network architecture called MRIV-Net for CATE estimation using binary IVs. Across various computational experiments, we demonstrate empirically that our MRIV-Net achieves state-of-the-art performance. To the best of our knowledge, our MRIV is the first multiply robust machine learning framework tailored to estimating CATEs in the binary IV setting.