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Robust Recursive Partitioning for Heterogeneous Treatment Effects with Uncertainty Quantification
Hyun-Suk Lee · Yao Zhang · William Zame · Cong Shen · Jang-Won Lee · Mihaela van der Schaar

Thu Dec 10 09:00 PM -- 11:00 PM (PST) @ Poster Session 6 #1758

Subgroup analysis of treatment effects plays an important role in applications from medicine to public policy to recommender systems. It allows physicians (for example) to identify groups of patients for whom a given drug or treatment is likely to be effective and groups of patients for which it is not. Most of the current methods of subgroup analysis begin with a particular algorithm for estimating individualized treatment effects (ITE) and identify subgroups by maximizing the difference across subgroups of the average treatment effect in each subgroup. These approaches have several weaknesses: they rely on a particular algorithm for estimating ITE, they ignore (in)homogeneity within identified subgroups, and they do not produce good confidence estimates. This paper develops a new method for subgroup analysis, R2P, that addresses all these weaknesses. R2P uses an arbitrary, exogenously prescribed algorithm for estimating ITE and quantifies the uncertainty of the ITE estimation, using a construction that is more robust than other methods. Experiments using synthetic and semi-synthetic datasets (based on real data) demonstrate that R2P constructs partitions that are simultaneously more homogeneous within groups and more heterogeneous across groups than the partitions produced by other methods. Moreover, because R2P can employ any ITE estimator, it also produces much narrower confidence intervals with a prescribed coverage guarantee than other methods.

Author Information

Hyun-Suk Lee (Sejong University)
Yao Zhang (University of Cambridge)
William Zame (UCLA)

William Zame is Distinguished Professor of Economics and Mathematics. His interests include Economic Theory, Experimental Economics, Engineering and Mathematics, and Machine Learning and Medicine. He is a Fellow of the Econometric Society and the Society for the Advancement of Economic Theory and a former Fellow of the John Simon Guggenheim Foundation .

Cong Shen (University of Virginia)
Jang-Won Lee (Yonsei University)
Mihaela van der Schaar (University of Cambridge)

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