量化治疗效果的随机不确定性,为医疗决策提供更可靠的依据。
Quantifying Aleatoric Uncertainty of the Treatment Effect: A Novel Orthogonal Learner
- 通过部分可识别性方法,推导治疗效果条件分布的紧致边界。
- 提出正交学习器AU-learner,实现对不确定性边界的高效估计。
- 适用于需要评估个体治疗风险的临床研究与精准医疗场景。
从观察数据中估计因果效应对于理解医疗干预的安全性和有效性至关重要。然而,为做出可靠推断,医学从业者不仅需要估计平均因果量(如条件平均处理效应),还需理解治疗效果作为随机变量的随机性,即本征不确定性(aleatoric uncertainty),以评估治疗获益概率或治疗效应的分位数。然而,该问题在因果机器学习领域尚未受到足够关注。为此,本文旨在量化协变量条件下的治疗效果本征不确定性,即条件分布处理效应(CDTE)。不同于平均因果量,CDTE在无强假设下不可点识别。为此,我们采用部分可识别性方法,获得CDTE的紧致边界,从而量化其不确定性。进一步,我们提出一种新型正交学习器(AU-learner)来估计这些边界,并证明其满足奈曼正交性,具备准奥尔良效率。最后,我们构建了该学习器的全参数化深度学习实现。
原文摘要 · Abstract (English)
Estimating causal quantities from observational data is crucial for understanding the safety and effectiveness of medical treatments. However, to make reliable inferences, medical practitioners require not only estimating averaged causal quantities, such as the conditional average treatment effect, but also understanding the randomness of the treatment effect as a random variable. This randomness is referred to as aleatoric uncertainty and is necessary for understanding the probability of benefit from treatment or quantiles of the treatment effect. Yet, the aleatoric uncertainty of the treatment effect has received surprisingly little attention in the causal machine learning community. To fill this gap, we aim to quantify the aleatoric uncertainty of the treatment effect at the covariate-conditional level, namely, the conditional distribution of the treatment effect (CDTE). Unlike average causal quantities, the CDTE is not point identifiable without strong additional assumptions. As a remedy, we employ partial identification to obtain sharp bounds on the CDTE and thereby quantify the aleatoric uncertainty of the treatment effect. We then develop a novel, orthogonal learner for the bounds on the CDTE, which we call AU-learner. We further show that our AU-learner has several strengths in that it satisfies Neyman-orthogonality and, thus, quasi-oracle efficiency. Finally, we propose a fully-parametric deep learning instantiation of our AU-learner.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。