提出连续治疗的收益建模框架,实现资源分配优化与公平性兼顾。
Uplift modeling with continuous treatments: A predict-then-optimize approach
- 先预测剂量响应,再用整数规划优化剂量分配
- 在医疗、金融等场景中提升决策效用,支持公平约束
- 适用于有剂量差异的真实世界决策问题
收益建模的目标是通过确定哪些实体应接受治疗来优化特定结果。传统方法分为两步:首先估计条件平均处理效应(CATE),其次基于CATE排序并按预算分配治疗。然而,许多现实应用涉及连续治疗剂量,而非二值处理。本文提出一种预测-优化框架,支持连续治疗。第一步使用因果机器学习估计条件平均剂量响应(CADR);第二步将剂量分配问题建模为整数线性规划(ILP),可加入公平性约束或实例依赖的成本收益函数以最大化效用。实验对比多种CADR估计器,展示了政策价值与公平性之间的权衡,以及目标函数调整的影响。该框架在医疗、信贷和人力资源管理中展现出灵活性与优势。代码已开源于github.com/SimonDeVos/UMCT。
原文摘要 · Abstract (English)
The goal of uplift modeling is to recommend actions that optimize specific outcomes by determining which entities should receive treatment. One common approach involves two steps: first, an inference step that estimates conditional average treatment effects (CATEs), and second, an optimization step that ranks entities based on their CATE values and assigns treatment to the top k within a given budget. While uplift modeling typically focuses on binary treatments, many real-world applications are characterized by continuous-valued treatments, i.e., a treatment dose. This paper presents a predict-then-optimize framework to allow for continuous treatments in uplift modeling. First, in the inference step, conditional average dose responses (CADRs) are estimated from data using causal machine learning techniques. Second, in the optimization step, we frame the assignment task of continuous treatments as a dose-allocation problem and solve it using integer linear programming (ILP). This approach allows decision-makers to efficiently and effectively allocate treatment doses while balancing resource availability, with the possibility of adding extra constraints like fairness considerations or adapting the objective function to take into account instance-dependent costs and benefits to maximize utility. The experiments compare several CADR estimators and illustrate the trade-offs between policy value and fairness, as well as the impact of an adapted objective function. This showcases the framework's advantages and flexibility across diverse applications in healthcare, lending, and human resource management. All code is available on github.com/SimonDeVos/UMCT.
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