Related papers: Augmented Learning of Heterogeneous Treatment Effe…
This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model with utility maximization. Our MTE generalizes the MTE…
Scaling regression to large datasets is a common problem in many application areas. We propose a two step approach to scaling regression to large datasets. Using a regression tree (CART) to segment the large dataset constitutes the first…
One size fits all approaches to medicine have become a thing of the past as the understanding of individual differences grows. The paper introduces a test for the presence of heterogeneity in treatment effects in a clinical trial.…
Heterogeneous treatment effects are driven by treatment effect modifiers, pre-treatment covariates that modify the effect of a treatment on an outcome. Current approaches for uncovering these variables are limited to low-dimensional data,…
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…
Gradient Boosted Decision Trees (GBDT) is a very successful ensemble learning algorithm widely used across a variety of applications. Recently, several variants of GBDT training algorithms and implementations have been designed and heavily…
Heterogeneous treatment effect (HTE) estimation is vital for understanding the change of treatment effect across individuals or subgroups. Most existing HTE estimation methods focus on addressing selection bias induced by imbalanced…
Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with…
Every design choice will have different effects on different units. However traditional A/B tests are often underpowered to identify these heterogeneous effects. This is especially true when the set of unit-level attributes is…
Stepped-wedge designs are increasingly used in randomized experiments to accommodate logistical and ethical constraints by staggering treatment roll-out over time. Despite their popularity, existing analytical methods largely rely on…
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…
We introduce a new preference-based framework for conditional treatment effect estimation and policy learning, built on the Conditional Preference-based Treatment Effect (CPTE). CPTE requires only that outcomes be ranked under a preference…
In causal inference, estimating heterogeneous treatment effects (HTE) is critical for identifying how different subgroups respond to interventions, with broad applications in fields such as precision medicine and personalized advertising.…
Microarray gene expression data are often accompanied by a large number of genes and a small number of samples. However, only a few of these genes are relevant to cancer, resulting in signigicant gene selection challenges. Hence, we propose…
Estimating heritability remains a significant challenge in statistical genetics. Diverse approaches have emerged over the years that are broadly categorized as either random effects or fixed effects heritability methods. In this work, we…
Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models…
This paper proposes an adaptive randomization procedure for two-stage randomized controlled trials. The method uses data from a first-wave experiment in order to determine how to stratify in a second wave of the experiment, where the…
Randomized controlled trials play an important role in how Internet companies predict the impact of policy decisions and product changes. In these `digital experiments', different units (people, devices, products) respond differently to the…
Estimating the joint effect of a multivariate, continuous exposure is crucial, particularly in environmental health where interest lies in simultaneously evaluating the impact of multiple environmental pollutants on health. We develop novel…
The rich longitudinal individual level data available from electronic health records (EHRs) can be used to examine treatment effect heterogeneity. However, estimating treatment effects using EHR data poses several challenges, including…