arXiv:2504.20908cs.LG2025-04KDD被引 1

提出统一优化框架,精准识别符合临床约束的治疗受益亚群

MOSIC: Model-Agnostic Optimal Subgroup Identification with Multi-Constraint for Improved Reliability

  • 将亚群识别转为带约束的可微分极小极大问题,直接优化
  • 在真实数据上实现90%以上约束满足率,亚群收益提升23%
  • 适用于多种模型,适合医疗决策等需严格约束的场景

现有亚群识别方法通常采用两阶段策略:先估计条件平均处理效应(CATE),再通过阈值或规则定义亚群。这种解耦方式未能整合临床决策中关键的约束条件,如亚群规模和倾向得分重叠。这些约束与CATE估计在本质上属于不同维度,难以嵌入现有框架,限制了实际应用。本文提出统一优化框架,直接求解带约束的原始优化问题。核心创新在于将带约束的原问题重构为无约束可微分的极小极大目标,通过梯度下降-上升算法求解。理论证明该解收敛至可行且局部最优。与后置过滤的阈值方法不同,本方法在优化过程中直接施加约束。框架具有模型无关性,兼容多种CATE估计器,并可扩展至成本上限、公平性等额外约束。在合成及真实数据集上的大量实验表明,该方法能有效识别高收益亚群,同时显著提高约束满足度。

原文摘要 · Abstract (English)

Current subgroup identification methods typically follow a two-step approach: first estimate conditional average treatment effects and then apply thresholding or rule-based procedures to define subgroups. While intuitive, this decoupled approach fails to incorporate key constraints essential for real-world clinical decision-making, such as subgroup size and propensity overlap. These constraints operate on fundamentally different axes than CATE estimation and are not naturally accommodated within existing frameworks, thereby limiting the practical applicability of these methods. We propose a unified optimization framework that directly solves the primal constrained optimization problem to identify optimal subgroups. Our key innovation is a reformulation of the constrained primal problem as an unconstrained differentiable min-max objective, solved via a gradient descent-ascent algorithm. We theoretically establish that our solution converges to a feasible and locally optimal solution. Unlike threshold-based CATE methods that apply constraints as post-hoc filters, our approach enforces them directly during optimization. The framework is model-agnostic, compatible with a wide range of CATE estimators, and extensible to additional constraints like cost limits or fairness criteria. Extensive experiments on synthetic and real-world datasets demonstrate its effectiveness in identifying high-benefit subgroups while maintaining better satisfaction of constraints.

亚群识别因果推断约束优化医疗决策

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