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Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

Econometrics · Economics 2019-07-08 Michael Lechner

Estimating the conditional average treatment effects (CATE) is very important in causal inference and has a wide range of applications across many fields. In the estimation process of CATE, the unconfoundedness assumption is typically…

Machine Learning · Computer Science 2024-12-16 Pengfei Shi , Wei Zhong , Xinyu Zhang , Ningtao Wang , Xing Fu , Weiqiang Wang , Yin Jin

We introduce an algorithm for identifying interpretable subgroups with elevated treatment effects, given an estimate of individual or conditional average treatment effects (CATE). Subgroups are characterized by ``rule sets'' --…

Machine Learning · Statistics 2025-07-15 Albert Chiu

In personalised decision making, evidence is required to determine whether an action (treatment) is suitable for an individual. Such evidence can be obtained by modelling treatment effect heterogeneity in subgroups. The existing…

Methodology · Statistics 2022-06-24 Jiuyong Li , Lin Liu , Shisheng Zhang , Saisai Ma , Thuc Duy Le , Jixue Liu

Heterogeneous treatment effect estimation in high-stakes applications demands models that simultaneously optimize precision, interpretability, and calibration. Many existing tree-based causal inference techniques, however, exhibit high…

Machine Learning · Computer Science 2025-04-21 Yichen Liu

It is often critical for prediction models to be robust to distributional shifts between training and testing data. From a causal perspective, the challenge is to distinguish the stable causal relationships from the unstable spurious…

Machine Learning · Computer Science 2021-01-15 Shuxi Zeng , Murat Ali Bayir , Joesph J. Pfeiffer , Denis Charles , Emre Kiciman

Machine learning has shown much promise in helping improve the quality of medical, legal, and financial decision-making. In these applications, machine learning models must satisfy two important criteria: (i) they must be causal, since the…

Machine Learning · Computer Science 2021-10-12 Carolyn Kim , Osbert Bastani

Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…

Machine Learning · Statistics 2022-06-17 Xiaoqing Tan , Chung-Chou H. Chang , Ling Zhou , Lu Tang

Dynamic treatment regimes (DTRs) are used in medicine to tailor sequential treatment decisions to patients by considering patient heterogeneity. Common methods for learning optimal DTRs, however, have shortcomings: they are typically based…

Machine Learning · Statistics 2023-06-21 Theresa Blümlein , Joel Persson , Stefan Feuerriegel

Causal inference has gained much popularity in recent years, with interests ranging from academic, to industrial, to educational, and all in between. Concurrently, the study and usage of neural networks has also grown profoundly (albeit at…

Machine Learning · Statistics 2024-05-07 Demetrios Papakostas , Andrew Herren , P. Richard Hahn , Francisco Castillo

Interpretability and transparency are essential for incorporating causal effect models from observational data into policy decision-making. They can provide trust for the model in the absence of ground truth labels to evaluate the accuracy…

Methodology · Statistics 2024-02-01 Lucile Ter-Minassian , Liran Szlak , Ehud Karavani , Chris Holmes , Yishai Shimoni

Inferring the heterogeneous treatment effect is a fundamental problem in the sciences and commercial applications. In this paper, we focus on estimating Conditional Average Treatment Effect (CATE), that is, the difference in the conditional…

Methodology · Statistics 2021-03-23 Haomiao Meng , Xingye Qiao

Uncovering causal effects in multiple treatment setting at various levels of granularity provides substantial value to decision makers. Comprehensive machine learning approaches to causal effect estimation allow to use a single causal…

Econometrics · Economics 2025-02-17 Michael Lechner , Jana Mareckova

This thesis develops methods for causal inference and causal representation learning (CRL) in high-dimensional, time-varying data. The first contribution introduces the Causal Dynamic Variational Autoencoder (CDVAE), a model for estimating…

Machine Learning · Statistics 2025-12-05 Mouad EL Bouchattaoui

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

Machine Learning · Statistics 2025-06-05 Nathan Kallus , Miruna Oprescu

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…

Machine Learning · Computer Science 2024-10-18 Christopher Tran , Keith Burghardt , Kristina Lerman , Elena Zheleva

Flexible machine learning tools are increasingly used to estimate heterogeneous treatment effects. This paper gives an accessible tutorial demonstrating the use of the causal forest algorithm, available in the R package grf. We start with a…

Applications · Statistics 2024-12-17 Erik Sverdrup , Maria Petukhova , Stefan Wager

Randomised controlled trials (RCTs) are the most effective approach to causal discovery, but in many circumstances it is impossible to conduct RCTs. Therefore observational studies based on passively observed data are widely accepted as an…

Artificial Intelligence · Computer Science 2016-11-11 Jiuyong Li , Thuc Duy Le , Lin Liu , Jixue Liu , Zhou Jin , Bingyu Sun , Saisai Ma

With an increasing focus on precision medicine in medical research, numerous studies have been conducted in recent years to clarify the relationship between treatment effects and patient characteristics. The treatment effects for patients…

Methodology · Statistics 2023-09-22 Ke Wan , Kensuke Tanioka , Toshio Shimokawa

We propose Causal Interaction Trees for identifying subgroups of participants that have enhanced treatment effects using observational data. We extend the Classification and Regression Tree algorithm by using splitting criteria that focus…

Methodology · Statistics 2021-12-08 Jiabei Yang , Issa J. Dahabreh , Jon A. Steingrimsson