The potential for using machine learning algorithms as a tool for suggesting optimal interventions has fueled significant interest in developing methods for estimating heterogeneous or individual treatment effects (ITEs) from observational data. While several methods for estimating ITEs have been recently suggested, these methods assume no constraints on the availability of data at the time of deployment or test time. This assumption is unrealistic in settings where data acquisition is a significant part of the analysis pipeline, meaning data about a test case has to be collected in order to predict the ITE. In this work, we present Data Efficient Individual Treatment Effect Estimation (DEITEE), a method which exploits the idea that adjusting for confounding, and hence collecting information about confounders, is not necessary at test time. DEITEE allows the development of rich models that exploit all variables at train time but identifies a minimal set of variables required to estimate the ITE at test time. Using 77 semi-synthetic datasets with varying data generating processes, we show that DEITEE achieves significant reductions in the number of variables required at test time with little to no loss in accuracy. Using real data, we demonstrate the utility of our approach in helping soon-to-be mothers make planning and lifestyle decisions that will impact newborn health.
Treatment Effect Estimation Using Nonlinear Two-Stage Instrumental Variable Estimators: Another Cautionary Note
