Targeted Optimal Treatment Regime Learning Using Summary Statistics
- URL: http://arxiv.org/abs/2201.06229v1
- Date: Mon, 17 Jan 2022 06:11:31 GMT
- Title: Targeted Optimal Treatment Regime Learning Using Summary Statistics
- Authors: Jianing Chu, Wenbin Lu, Shu Yang
- Abstract summary: We consider an ITR estimation problem where the source and target populations may be heterogeneous.
We develop a weighting framework that tailors an ITR for a given target population by leveraging the available summary statistics.
Specifically, we propose a calibrated augmented inverse probability weighted estimator of the value function for the target population and estimate an optimal ITR.
- Score: 12.767669486030352
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Personalized decision-making, aiming to derive optimal individualized
treatment rules (ITRs) based on individual characteristics, has recently
attracted increasing attention in many fields, such as medicine, social
services, and economics. Current literature mainly focuses on estimating ITRs
from a single source population. In real-world applications, the distribution
of a target population can be different from that of the source population.
Therefore, ITRs learned by existing methods may not generalize well to the
target population. Due to privacy concerns and other practical issues,
individual-level data from the target population is often not available, which
makes ITR learning more challenging. We consider an ITR estimation problem
where the source and target populations may be heterogeneous, individual data
is available from the source population, and only the summary information of
covariates, such as moments, is accessible from the target population. We
develop a weighting framework that tailors an ITR for a given target population
by leveraging the available summary statistics. Specifically, we propose a
calibrated augmented inverse probability weighted estimator of the value
function for the target population and estimate an optimal ITR by maximizing
this estimator within a class of pre-specified ITRs. We show that the proposed
calibrated estimator is consistent and asymptotically normal even with flexible
semi/nonparametric models for nuisance function approximation, and the variance
of the value estimator can be consistently estimated. We demonstrate the
empirical performance of the proposed method using simulation studies and a
real application to an eICU dataset as the source sample and a MIMIC-III
dataset as the target sample.
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