arXiv:2602.03517cs.LG2026-02中稿 · ICML被引 2

直接学习个体治疗效果排序,比估算具体效果更高效可靠。

Rank-Learner: Orthogonal Ranking of Treatment Effects

  • 两阶段框架,基于配对学习目标优化排序,不需精确估计处理效应。
  • 在多个数据集上优于传统CATE估计器和非正交排序方法。
  • 理论稳健,对辅助函数误差不敏感,适用于任意机器学习模型。

许多决策问题需要根据个体的治疗效果进行排序,而非精确估计效果大小。例如,优先为高风险患者提供预防性干预,或按广告带来的增量影响对客户排序。尽管因果效应估计已获广泛研究,但直接学习治疗效果排序的问题仍鲜有探索。本文提出Rank-Learner,一种从观测数据中直接学习治疗效果排序的新型两阶段学习器。我们证明,基于精确治疗效应估计的朴素方法解决了一个过难的问题;而Rank-Learner通过配对学习目标恢复真实排序,无需显式估计条件平均处理效应(CATE)。进一步,我们证明Rank-Learner具有奈曼正交性,具备强理论保障,对辅助函数估计误差具有鲁棒性。此外,该方法模型无关,可与任意机器学习模型(如神经网络)结合。大量实验表明,Rank-Learner始终优于标准CATE估计器和非正交排序方法。总体而言,我们为按治疗效果排序个体提供了新的、正交的两阶段学习工具。

原文摘要 · Abstract (English)

Many decision-making problems require ranking individuals by their treatment effects rather than estimating the exact effect magnitudes. Examples include prioritizing patients for preventive care interventions, or ranking customers by the expected incremental impact of an advertisement. Surprisingly, while causal effect estimation has received substantial attention in the literature, the problem of directly learning rankings of treatment effects has largely remained unexplored. In this paper, we introduce Rank-Learner, a novel two-stage learner that directly learns the ranking of treatment effects from observational data. We first show that naive approaches based on precise treatment effect estimation solve a harder problem than necessary for ranking, while our Rank-Learner optimizes a pairwise learning objective that recovers the true treatment effect ordering, without explicit CATE estimation. We further show that our Rank-Learner is Neyman-orthogonal and thus comes with strong theoretical guarantees, including robustness to estimation errors in the nuisance functions. In addition, our Rank-Learner is model-agnostic, and can be instantiated with arbitrary machine learning models (e.g., neural networks). We demonstrate the effectiveness of our method through extensive experiments where Rank-Learner consistently outperforms standard CATE estimators and non-orthogonal ranking methods. Overall, we provide practitioners with a new, orthogonal two-stage learner for ranking individuals by their treatment effects.

因果推断排序学习治疗效应

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