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Flexible estimation of the mean outcome under a treatment regimen (i.e., value function) is the key step toward personalized medicine. We define our target parameter as a conditional value function given a set of baseline covariates which…

Statistics Theory · Mathematics 2023-09-29 Ashkan Ertefaie , Luke Duttweiler , Brent A. Johnson , Mark J. van der Laan

In this paper, we propose the use of causal inference techniques for survival function estimation and prediction for subgroups of the data, upto individual units. Tree ensemble methods, specifically random forests were modified for this…

Econometrics · Economics 2018-03-23 Vikas Ramachandra

Nonparametric maximum likelihood estimation is intended to infer the unknown density distribution while making as few assumptions as possible. To alleviate the over parameterization in nonparametric data fitting, smoothing assumptions are…

Machine Learning · Statistics 2021-04-21 YunPeng Li , ZhaoHui Ye

Tailoring treatments to individual needs is a central goal in fields such as medicine. A key step toward this goal is estimating Heterogeneous Treatment Effects (HTE) - the way treatments impact different subgroups. While crucial, HTE…

Machine Learning · Statistics 2025-07-30 Tomer Meir , Uri Shalit , Malka Gorfine

Estimating individualized treatment rules is a central task for personalized medicine. [zhao2012estimating] and [zhang2012robust] proposed outcome weighted learning to estimate individualized treatment rules directly through maximizing the…

Methodology · Statistics 2017-10-02 Yifan Cui , Ruoqing Zhu , Michael Kosorok

Out of the participants in a randomized experiment with anticipated heterogeneous treatment effects, is it possible to identify which subjects have a positive treatment effect? While subgroup analysis has received attention, claims about…

Methodology · Statistics 2024-05-14 Boyan Duan , Larry Wasserman , Aaditya Ramdas

Gradient tree boosting is a prediction algorithm that sequentially produces a model in the form of linear combinations of decision trees, by solving an infinite-dimensional optimization problem. We combine gradient boosting and Nesterov's…

Machine Learning · Statistics 2018-03-07 Gérard Biau , Benoît Cadre , Laurent Rouvìère

We revisit the problem of differentially private squared error linear regression. We observe that existing state-of-the-art methods are sensitive to the choice of hyperparameters -- including the ``clipping threshold'' that cannot be set…

Machine Learning · Computer Science 2023-05-23 Shuai Tang , Sergul Aydore , Michael Kearns , Saeyoung Rho , Aaron Roth , Yichen Wang , Yu-Xiang Wang , Zhiwei Steven Wu

Understanding treatment heterogeneity is essential to the development of precision medicine, which seeks to tailor medical treatments to subgroups of patients with similar characteristics. One of the challenges to achieve this goal is that…

Methodology · Statistics 2019-08-21 Shujie Ma , Jian Huang , Zhiwei Zhang , Mingming Liu

Gradient boosted trees are competition-winning, general-purpose, non-parametric regressors, which exploit sequential model fitting and gradient descent to minimize a specific loss function. The most popular implementations are tailored to…

Machine Learning · Computer Science 2022-08-23 Lorenzo Nespoli , Vasco Medici

In many applications of supervised learning, multiple classification or regression outputs have to be predicted jointly. We consider several extensions of gradient boosting to address such problems. We first propose a straightforward…

Machine Learning · Statistics 2019-05-21 Arnaud Joly , Louis Wehenkel , Pierre Geurts

In many applications, it is important to identify subpopulations that survive longer or shorter than the rest of the population. In medicine, for example, it allows determining which patients benefit from treatment, and in predictive…

Machine Learning · Computer Science 2026-02-26 Mhd Jawad Al Rahwanji , Sascha Xu , Nils Philipp Walter , Jilles Vreeken

Component-wise gradient boosting algorithms are popular for their intrinsic variable selection and implicit regularization, which can be especially beneficial for very flexible model classes. When estimating generalized additive models for…

Methodology · Statistics 2024-04-15 Alexandra Daub , Andreas Mayr , Boyao Zhang , Elisabeth Bergherr

A lack of understanding of human biology creates a hurdle for the development of precision medicines. To overcome this hurdle we need to better understand the potential synergy between a given investigational treatment (vs. placebo or…

Applications · Statistics 2017-08-17 Jia Jia , Qi Tang , Wangang Xie , Richard Rode

The development of molecular signatures for the prediction of time-to-event outcomes is a methodologically challenging task in bioinformatics and biostatistics. Although there are numerous approaches for the derivation of marker…

Applications · Statistics 2014-01-09 Andreas Mayr , Matthias Schmid

Score-based generative models can effectively learn the distribution of data by estimating the gradient of the distribution. Due to the multi-step denoising characteristic, researchers have recently considered combining score-based…

Machine Learning · Computer Science 2024-12-17 Changyuan Zhao , Hongyang Du , Guangyuan Liu , Dusit Niyato

We propose a nonparametric additive model for estimating interpretable value functions in reinforcement learning, with an application in optimizing postoperative recovery through personalized, adaptive recommendations. While reinforcement…

Machine Learning · Statistics 2025-06-02 Patrick Emedom-Nnamdi , Timothy R. Smith , Jukka-Pekka Onnela , Junwei Lu

Tree-boosting is a widely used machine learning technique for tabular data. However, its out-of-sample accuracy is critically dependent on multiple hyperparameters. In this article, we empirically compare several popular methods for…

Machine Learning · Computer Science 2026-05-29 Floris Jan Koster , Fabio Sigrist

In many biomedical problems, data are often heterogeneous, with samples spanning multiple patient subgroups, where different subgroups may have different disease subtypes, stages, or other medical contexts. These subgroups may be related,…

Methodology · Statistics 2022-11-30 Zihan Li , Ziye Luo , Yifan Sun

A fundamental principle of clinical medicine is that a treatment should only be administered to those patients who would benefit from it. Treatment strategies that assign treatment to patients as a function of their individual…

Applications · Statistics 2025-06-13 Nicholas Williams , Kara Rudolph , Iván Díaz