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When treating depression, clinicians are interested in determining the optimal treatment for a given patient, which is challenging given the amount of treatments available. To advance individualized treatment allocation, integrating data…

Deep learning models are being adopted and applied on various critical decision-making tasks, yet they are trained to provide point predictions without providing degrees of confidence. The trustworthiness of deep learning models can be…

Machine Learning · Computer Science 2024-10-28 Daniel Nolte , Souparno Ghosh , Ranadip Pal

Causal effect estimation for dynamic treatment regimes (DTRs) contributes to sequential decision making. However, censoring and time-dependent confounding under DTRs are challenging as the amount of observational data declines over time due…

Machine Learning · Statistics 2021-09-27 Adi Lin , Jie Lu , Junyu Xuan , Fujin Zhu , Guangquan Zhang

Random forest is widely exploited as an ensemble learning method. In many practical applications, however, there is still a significant challenge to learn from imbalanced data. To alleviate this limitation, we propose a deep dynamic boosted…

Machine Learning · Computer Science 2022-03-08 Haixin Wang , Xingzhang Ren , Jinan Sun , Wei Ye , Long Chen , Muzhi Yu , Shikun Zhang

This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides…

Methodology · Statistics 2025-06-10 Hugo Gobato Souto , Francisco Louzada Neto

Paired cluster-randomized experiments (pCRTs) are common across many disciplines because there is often natural clustering of individuals, and paired randomization can help balance baseline covariates to improve experimental precision.…

Methodology · Statistics 2024-07-03 Charlotte Z. Mann , Adam C. Sales , Johann A. Gagnon-Bartsch

This paper presents a novel nonlinear regression model for estimating heterogeneous treatment effects from observational data, geared specifically towards situations with small effect sizes, heterogeneous effects, and strong confounding.…

Methodology · Statistics 2019-11-14 P. Richard Hahn , Jared S. Murray , Carlos Carvalho

This paper investigates the integration of gradient boosted decision trees and varying coefficient models. We introduce the tree boosted varying coefficient framework which justifies the implementation of decision tree boosting as the…

Methodology · Statistics 2019-04-03 Yichen Zhou , Giles Hooker

There are many approaches for training decision trees. This work introduces a novel gradient-based method for constructing decision trees that optimize arbitrary differentiable loss functions, overcoming the limitations of heuristic…

Machine Learning · Computer Science 2025-03-25 Andrei V. Konstantinov , Lev V. Utkin

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

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

This paper introduces BART-RDD, a sum-of-trees regression model built around a novel regression tree prior, which incorporates the special covariate structure of regression discontinuity designs. Specifically, the tree splitting process is…

Methodology · Statistics 2024-07-22 Rafael Alcantara , Meijia Wang , P. Richard Hahn , Hedibert Lopes

Cluster-randomized trials (CRTs) are widely used to evaluate interventions delivered at the clinic, practice, or community level. Although standard analyses typically target average treatment effects, such summaries mask potentially…

Methodology · Statistics 2026-04-16 Changjun Li , Xi Fang , Michael O. Harhay , Andrew B. Forbes , F. Perry Wilson , Guangyu Tong , Fan Li

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

Applications · Statistics 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

Econometrics · Economics 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

Gradient Boost Decision Trees (GBDT) is a powerful additive model based on tree ensembles. Its nature makes GBDT a black-box model even though there are multiple explainable artificial intelligence (XAI) models obtaining information by…

Often machine learning methods are applied and results reported in cases where there is little to no information concerning accuracy of the output. Simply because a computer program returns a result does not insure its validity. If…

Machine Learning · Statistics 2022-05-25 Jerome H. Friedman

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

Machine learning methods for estimating treatment effect heterogeneity promise greater flexibility than existing methods that test a few pre-specified hypotheses. However, one problem these methods can have is that it can be challenging to…

Econometrics · Economics 2024-08-05 Patrick Rehill

Motivated by the rising abundance of observational data with continuous treatments, we investigate the problem of estimating the average dose-response curve (ADRF). Available parametric methods are limited in their model space, and previous…

Machine Learning · Computer Science 2021-03-16 Lizhen Nie , Mao Ye , Qiang Liu , Dan Nicolae