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Longitudinal Targeted Minimum Loss-based Estimation with Temporal-Difference Heterogeneous Transformer
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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
- On complex synthetic survival data with tau=30, Deep LTMLE RMSE 0.0533 vs LTMLE (SL) 0.0545 and LTMLE (GLM) 0.1381, with coverage 0.75 vs 1.00 for LTMLE variants.
- On semi-synthetic CIRCS data with unmeasured confounding at tau=30, LTMLE (SL) coverage dropped to 0.25 while Deep LTMLE kept nominal coverage (1.00).
- Deep LTMLE ran in 116 s at tau=30 on complex synthetic data versus 2122 s for LTMLE (SL) on CPU.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use Deep LTMLE instead of LTMLE (SL) | Complex synthetic survival estimation · Complex synthetic survival, τ = 20 and τ = 30 | RMSE: 0.0344 vs 0.0332; 0.0545 vs 0.0533 | Helped |
| Use Deep LTMLE instead of LTMLE (SL) | Complex synthetic survival estimation · Complex synthetic survival, τ = 10 | RMSE: 0.0185 vs 0.0263 | Hurt |
| Use Deep LTMLE instead of LTMLE (SL) | Semi-synthetic survival with unmeasured confounding · Semi-synthetic survival, unmeasured confounding, τ = 10, 20, 30 | Bias: 0.0075 vs -0.0002; 0.0341 vs 0.0108; 0.0574 vs 0.0041 | Helped |
| Use Deep LTMLE instead of LTMLE (SL) | Semi-synthetic survival with unmeasured confounding · Semi-synthetic survival, unmeasured confounding, τ = 10, 20, 30 | Coverage: 0.70 -> 1.00; 0.45 -> 0.95; 0.25 -> 1.00 | Helped |
| Use Deep LTMLE instead of LTMLE (SL) | Simple synthetic survival estimation · Simple synthetic survival, τ = 10, 20, 30 | RMSE: 0.0203 -> 0.0280; 0.0263 -> 0.0328; 0.0311 -> 0.0710 | Mixed |
| Use Deep LTMLE instead of LTMLE (SL) | Complex synthetic survival computation · Complex synthetic survival, τ = 10, 20, 30 | running time (sec): 271 -> 38; 958 -> 39; 2122 -> 116 | Helped |
| Add sequential targeting (ablation) | Deep LTMLE · Complex synthetic survival, τ = 10, 20, 30 | RMSE: 0.0263 -> 0.0571; 0.0332 -> 0.0379; 0.0533 -> 0.0571 | Hurt |
| Add temporal-difference targeting (ablation) | Deep LTMLE · Complex synthetic survival, τ = 10, 20, 30 | RMSE: 0.0263 -> 0.0218; 0.0332 -> 0.0344; 0.0533 -> 0.0541 | Helped |
| Add sequential targeting (ablation) | Deep LTMLE · Simple synthetic survival, τ = 10, 20, 30 | RMSE: 0.0280 -> 0.0225; 0.0328 -> 0.0295; 0.0710 -> 0.0347 | Helped |
| Add sequential targeting (ablation) | Deep LTMLE · Simple synthetic survival, τ = 10, 20, 30 | Coverage: 0.82 -> 0.91; 0.87 -> 0.91; 0.73 -> 0.92 | Helped |
Surprising findings
- Deep LTMLE remained robust and provided nominal-looking inference even with unmeasured confounding violating sequential randomization in semi-synthetic data.
- DeepACE with added targeting loss failed to solve the efficient influence function and showed notable bias at longer horizons.
Limitations
- Does not yet address visiting processes, competing risks, or continuous time horizons.
- Coverage of Deep LTMLE diminished to 0.75 at tau=30 in complex synthetic data.
- Targeting via additional loss in DeepACE-style approaches is hard to tune; the proposed separated targeting relies on a finite-sample approximation to solving the EIF.
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
Closest papers by meaning
- Causal Transformer for Estimating Counterfactual Outcomes (ICML 2022 · similarity 0.85)
- Orthogonal Survival Learners for Estimating Heterogeneous Treatment Effects from Time-to-Event Data (NeurIPS 2025 · similarity 0.84)
- Model-agnostic meta-learners for estimating heterogeneous treatment effects over time (ICLR 2025 · similarity 0.84)
- Continuous Treatment Effect Estimation Using Gradient Interpolation and Kernel Smoothing (AAAI 2024 · similarity 0.84)
- Conditional Counterfactual Mean Embeddings: Doubly Robust Estimation and Learning Rates (NeurIPS 2026 · similarity 0.83)
- Assessing the robustness of heterogeneous treatment effects in survival analysis under informative censoring (NeurIPS 2026 · similarity 0.83)
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