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A Tree-based Model Averaging Approach for Personalized Treatment Effect Estimation from Heterogeneous Data Sources

ICML 2022 · Probabilistic and scientific modeling › Treatment effects · approach: Meta-learners and partial identification · 9 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
adaptively weight local CATE models using trees and site/subject featuresCATE estimation with EF · Simulation, discrete grouping, c=1, n=500MSE ratio over LOC: 0.13Helped
adaptively weight local CATE models using trees and site/subject featuresCATE estimation with EF · Simulation, continuous grouping, c=1, n=500MSE ratio over LOC: 0.3Helped
use an ensemble forest rather than an ensemble tree (ablation)Tree-based model averaging · Simulation with large global heterogeneityMSEHelped
use ground-truth local CATEs to estimate ensemble weights (ablation)EF · Simulation, discrete grouping, c=1, n=500MSE ratio over LOC: 0.13 -> <0.01Helped
use ground-truth local CATEs to estimate ensemble weights (ablation)EF · Simulation, continuous grouping, c=1, n=500MSE ratio over LOC: 0.3 -> 0.05Helped
use ground-truth local CATEs to estimate ensemble weights (ablation)ET · Simulation, discrete grouping, c=1, n=500MSE ratio over LOC: 0.16 -> <0.01Helped
use ground-truth local CATEs to estimate ensemble weights (ablation)ET · Simulation, continuous grouping, c=1, n=500MSE ratio over LOC: 0.37 -> 0.07Helped
increase sample size at each site (ablation)EF · Simulation, discrete groupingMSE ratio over LOC: 0.57 -> 0.12 -> 0.07Helped
increase covariate dimension (ablation)Tree-based model averaging · Simulation, D=20 or D=50MSE ratio over LOCHurt
use unequal site sample sizes, with 200 observations at external sites instead of 500 (ablation)Tree-based model averaging · Simulation, site 1 n=500MSE ratio over LOCHurt
use causal forest instead of causal tree for local CATE models (ablation)Tree-based model averaging · SimulationMSENo clear effect
adjust augmented-data observation weights for site sample size (ablation)EF in the hospital application · eICU oxygen-therapy survivalexpected survival improvement over baseline: 3% -> 4%Helped

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