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Longitudinal Targeted Minimum Loss-based Estimation with Temporal-Difference Heterogeneous Transformer

ICML 2024 · Probabilistic and scientific modeling › Treatment effects · approach: Benchmarking treatment effect models · 0 citations (OpenAlex)

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Proposes Deep LTMLE, a decoder-only transformer with heterogeneous type embeddings trained by temporal-difference learning, followed by a TMLE targeting step to estimate counterfactual survival under dynamic treatment policies with valid confidence intervals.

Problem

Estimating counterfactual mean outcomes under dynamic longitudinal treatment policies in high-dimensional, non-Markovian time-series data, where existing LTMLE regressions are hard to scale and errors propagate backward through time.

Approach

A temporal-difference heterogeneous-token transformer (TDHT) jointly estimates all Q_t and propensity scores in one non-sequential model, then a one-dimensional logit fluctuation with a single shared epsilon across time points performs TMLE targeting to solve the efficient influence function and yield confidence intervals.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Deep LTMLE instead of LTMLE (SL)Complex synthetic survival estimation · Complex synthetic survival, τ = 20 and τ = 30RMSE: 0.0344 vs 0.0332; 0.0545 vs 0.0533Helped
Use Deep LTMLE instead of LTMLE (SL)Complex synthetic survival estimation · Complex synthetic survival, τ = 10RMSE: 0.0185 vs 0.0263Hurt
Use Deep LTMLE instead of LTMLE (SL)Semi-synthetic survival with unmeasured confounding · Semi-synthetic survival, unmeasured confounding, τ = 10, 20, 30Bias: 0.0075 vs -0.0002; 0.0341 vs 0.0108; 0.0574 vs 0.0041Helped
Use Deep LTMLE instead of LTMLE (SL)Semi-synthetic survival with unmeasured confounding · Semi-synthetic survival, unmeasured confounding, τ = 10, 20, 30Coverage: 0.70 -> 1.00; 0.45 -> 0.95; 0.25 -> 1.00Helped
Use Deep LTMLE instead of LTMLE (SL)Simple synthetic survival estimation · Simple synthetic survival, τ = 10, 20, 30RMSE: 0.0203 -> 0.0280; 0.0263 -> 0.0328; 0.0311 -> 0.0710Mixed
Use Deep LTMLE instead of LTMLE (SL)Complex synthetic survival computation · Complex synthetic survival, τ = 10, 20, 30running time (sec): 271 -> 38; 958 -> 39; 2122 -> 116Helped
Add sequential targeting (ablation)Deep LTMLE · Complex synthetic survival, τ = 10, 20, 30RMSE: 0.0263 -> 0.0571; 0.0332 -> 0.0379; 0.0533 -> 0.0571Hurt
Add temporal-difference targeting (ablation)Deep LTMLE · Complex synthetic survival, τ = 10, 20, 30RMSE: 0.0263 -> 0.0218; 0.0332 -> 0.0344; 0.0533 -> 0.0541Helped
Add sequential targeting (ablation)Deep LTMLE · Simple synthetic survival, τ = 10, 20, 30RMSE: 0.0280 -> 0.0225; 0.0328 -> 0.0295; 0.0710 -> 0.0347Helped
Add sequential targeting (ablation)Deep LTMLE · Simple synthetic survival, τ = 10, 20, 30Coverage: 0.82 -> 0.91; 0.87 -> 0.91; 0.73 -> 0.92Helped

Surprising findings

Limitations

Experimental setup

Datasets: Simple synthetic data (continuous and survival) Complex synthetic survival data Semi-synthetic data from CIRCS covariates CIRCS cohort (13,485 participants)

Benchmarks: Simple synthetic data Complex synthetic survival data Semi-synthetic CIRCS data

Metrics: bias RMSE coverage mean estimated standard error running time

Baselines: LTMLE (GLM) LTMLE (SL) DeepACE

Builds on: LTMLE DeepACE TMLE decoder-only transformer

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