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Limits of Estimating Heterogeneous Treatment Effects: Guidelines for Practical Algorithm Design
Ahmed M. Alaa · Mihaela van der Schaar

Wed Jul 11 09:15 AM -- 12:00 PM (PDT) @ Hall B #179

Estimating heterogeneous treatment effects from observational data is a central problem in many domains. Because counterfactual data is inaccessible, the problem differs fundamentally from supervised learning, and entails a more complex set of modeling choices. Despite a variety of recently proposed algorithmic solutions, a principled guideline for building estimators of treatment effects using machine learning algorithms is still lacking. In this paper, we provide such a guideline by characterizing the fundamental limits of estimating heterogeneous treatment effects, and establishing conditions under which these limits can be achieved. Our analysis reveals that the relative importance of the different aspects of observational data vary with the sample size. For instance, we show that selection bias matters only in small-sample regimes, whereas with a large sample size, the way an algorithm models the control and treated outcomes is what bottlenecks its performance. Guided by our analysis, we build a practical algorithm for estimating treatment effects using a non-stationary Gaussian processes with doubly-robust hyperparameters. Using a standard semi-synthetic simulation setup, we show that our algorithm outperforms the state-of-the-art, and that the behavior of existing algorithms conforms with our analysis.

Author Information

Ahmed M. Alaa (UCLA)
Mihaela van der Schaar (UCLA)
Mihaela van der Schaar

Professor van der Schaar is John Humphrey Plummer Professor of Machine Learning, Artificial Intelligence and Medicine at the University of Cambridge, a Turing Faculty Fellow at The Alan Turing Institute in London, and Chancellor's Professor at UCLA. She was elected IEEE Fellow in 2009. She has received numerous awards, including the Oon Prize on Preventative Medicine from the University of Cambridge (2018), an NSF Career Award (2004), 3 IBM Faculty Awards, the IBM Exploratory Stream Analytics Innovation Award, the Philips Make a Difference Award and several best paper awards, including the IEEE Darlington Award. She holds 35 granted USA patents. In 2019, she was identified by National Endowment for Science, Technology and the Arts as the female researcher based in the UK with the most publications in the field of AI. She was also elected as a 2019 "Star in Computer Networking and Communications". Her current research focus is on machine learning, AI and operations research for healthcare and medicine. For more details, see her website: http://www.vanderschaar-lab.com/

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