scholarly journals Quasi-oracle estimation of heterogeneous treatment effects

Biometrika ◽  
2020 ◽  
Author(s):  
X Nie ◽  
S Wager
Keyword(s):  
Objective Function ◽  
Treatment Effects ◽  
Penalized Regression ◽  
Loss Minimization ◽  
Minimization Method ◽  
Heterogeneous Treatment Effects ◽  
Marginal Effects ◽  
Optimal Resource ◽  
Data Adaptive ◽  
Effect Estimation

Summary Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical applications, such as personalized medicine and optimal resource allocation. In this article we develop a general class of two-step algorithms for heterogeneous treatment effect estimation in observational studies. First, we estimate marginal effects and treatment propensities to form an objective function that isolates the causal component of the signal. Then, we optimize this data-adaptive objective function. The proposed approach has several advantages over existing methods. From a practical perspective, our method is flexible and easy to use: in both steps, any loss-minimization method can be employed, such as penalized regression, deep neural networks, or boosting; moreover, these methods can be fine-tuned by cross-validation. Meanwhile, in the case of penalized kernel regression, we show that our method has a quasi-oracle property. Even when the pilot estimates for marginal effects and treatment propensities are not particularly accurate, we achieve the same error bounds as an oracle with prior knowledge of these two nuisance components. We implement variants of our approach based on penalized regression, kernel ridge regression, and boosting in a variety of simulation set-ups, and observe promising performance relative to existing baselines.

scholarly journals Learning Triggers for Heterogeneous Treatment Effects

2019 ◽  
Vol 33 ◽  
pp. 5183-5190 ◽  
Author(s):  
Christopher Tran ◽  
Elena Zheleva
Keyword(s):  
Treatment Effects ◽  
Causal Effect ◽  
Individual Characteristics ◽  
Treatment Needs ◽  
Heterogeneous Treatment Effects ◽  
Individual Level ◽  
Multiple Datasets ◽  
Effect Estimation ◽  
Better Than ◽  
Heterogeneous Treatment Effect

The causal effect of a treatment can vary from person to person based on their individual characteristics and predispositions. Mining for patterns of individual-level effect differences, a problem known as heterogeneous treatment effect estimation, has many important applications, from precision medicine to recommender systems. In this paper we define and study a variant of this problem in which an individuallevel threshold in treatment needs to be reached, in order to trigger an effect. One of the main contributions of our work is that we do not only estimate heterogeneous treatment effects with fixed treatments but can also prescribe individualized treatments. We propose a tree-based learning method to find the heterogeneity in the treatment effects. Our experimental results on multiple datasets show that our approach can learn the triggers better than existing approaches.

Comparison of SVC and TCSC Installation in Transmission Line with Loss Minimization and Cost of Installation via Particle Swarm Optimization

2015 ◽  
Vol 785 ◽  
pp. 495-499
Author(s):  
Siti Amely Jumaat ◽  
Ismail Musirin
Keyword(s):  
Particle Swarm Optimization ◽  
Transmission Line ◽  
Objective Function ◽  
Transmission Loss ◽  
Particle Swarm ◽  
Static Var Compensator ◽  
Loss Minimization ◽  
Swarm Optimization ◽  
The Cost ◽  
Thyristor Controlled Series Compensator

The paper presents a comparison of performance Static Var Compensator (SVC) and Thyristor Controlled Series Compensator (TCSC) with objective function to minimize the transmission loss, improve the voltage and monitoring the cost of installation. Simulation performed on standard IEEE 30-Bus RTS and indicated that EPSO a feasible to achieve the objective function.

Estimating Heterogeneous Treatment Effects and the Effects of Heterogeneous Treatments with Ensemble Methods

2017 ◽  
Vol 25 (4) ◽  
pp. 413-434 ◽  
Author(s):  
Justin Grimmer ◽  
Solomon Messing ◽  
Sean J. Westwood
Keyword(s):  
Treatment Effects ◽  
Ensemble Methods ◽  
Ensemble Method ◽  
Superior Performance ◽  
Accurate Estimation ◽  
Randomized Experiments ◽  
Heterogeneous Treatment Effects ◽  
Data Set ◽  
Heterogeneous Effects ◽  
The Ensemble Method

Randomized experiments are increasingly used to study political phenomena because they can credibly estimate the average effect of a treatment on a population of interest. But political scientists are often interested in how effects vary across subpopulations—heterogeneous treatment effects—and how differences in the content of the treatment affects responses—the response to heterogeneous treatments. Several new methods have been introduced to estimate heterogeneous effects, but it is difficult to know if a method will perform well for a particular data set. Rather than using only one method, we show how an ensemble of methods—weighted averages of estimates from individual models increasingly used in machine learning—accurately measure heterogeneous effects. Building on a large literature on ensemble methods, we show how the weighting of methods can contribute to accurate estimation of heterogeneous treatment effects and demonstrate how pooling models lead to superior performance to individual methods across diverse problems. We apply the ensemble method to two experiments, illuminating how the ensemble method for heterogeneous treatment effects facilitates exploratory analysis of treatment effects.

scholarly journals Metalearners for estimating heterogeneous treatment effects using machine learning

2019 ◽  
Vol 116 (10) ◽  
pp. 4156-4165 ◽  
Author(s):  
Sören R. Künzel ◽  
Jasjeet S. Sekhon ◽  
Peter J. Bickel ◽  
Bin Yu
Keyword(s):  
Machine Learning ◽  
Treatment Effects ◽  
Field Experiments ◽  
Average Treatment Effect ◽  
Regularity Conditions ◽  
Heterogeneous Treatment Effects ◽  
Lipschitz Continuous ◽  
Additive Regression ◽  
Underlying Mechanisms ◽  
And Control

There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies. We describe a number of metaalgorithms that can take advantage of any supervised learning or regression method in machine learning and statistics to estimate the conditional average treatment effect (CATE) function. Metaalgorithms build on base algorithms—such as random forests (RFs), Bayesian additive regression trees (BARTs), or neural networks—to estimate the CATE, a function that the base algorithms are not designed to estimate directly. We introduce a metaalgorithm, the X-learner, that is provably efficient when the number of units in one treatment group is much larger than in the other and can exploit structural properties of the CATE function. For example, if the CATE function is linear and the response functions in treatment and control are Lipschitz-continuous, the X-learner can still achieve the parametric rate under regularity conditions. We then introduce versions of the X-learner that use RF and BART as base learners. In extensive simulation studies, the X-learner performs favorably, although none of the metalearners is uniformly the best. In two persuasion field experiments from political science, we demonstrate how our X-learner can be used to target treatment regimes and to shed light on underlying mechanisms. A software package is provided that implements our methods.

scholarly journals Fast Feature-Preserving Approach to Carpal Bone Surface Denoising

Sensors ◽  
2018 ◽  
Vol 18 (7) ◽  
pp. 2379
Author(s):  
Ibrahim Salim ◽  
A. Hamza
Keyword(s):  
Objective Function ◽  
Linear Equations ◽  
Noise Model ◽  
Carpal Bone ◽  
Geometric Framework ◽  
Sparse System ◽  
Adaptive Kernel ◽  
Feature Preserving ◽  
Data Adaptive ◽  
Matrix Balancing

We present a geometric framework for surface denoising using graph signal processing, which is an emerging field that aims to develop new tools for processing and analyzing graph-structured data. The proposed approach is formulated as a constrained optimization problem whose objective function consists of a fidelity term specified by a noise model and a regularization term associated with prior data. Both terms are weighted by a normalized mesh Laplacian, which is defined in terms of a data-adaptive kernel similarity matrix in conjunction with matrix balancing. Minimizing the objective function reduces it to iteratively solve a sparse system of linear equations via the conjugate gradient method. Extensive experiments on noisy carpal bone surfaces demonstrate the effectiveness of our approach in comparison with existing methods. We perform both qualitative and quantitative comparisons using various evaluation metrics.

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