Benchmarking Heterogeneous Treatment Effect Models through the Lens of
Interpretability
- URL: http://arxiv.org/abs/2206.08363v1
- Date: Thu, 16 Jun 2022 17:59:05 GMT
- Title: Benchmarking Heterogeneous Treatment Effect Models through the Lens of
Interpretability
- Authors: Jonathan Crabb\'e, Alicia Curth, Ioana Bica, Mihaela van der Schaar
- Abstract summary: Estimating personalized effects of treatments is a complex, yet pervasive problem.
Recent developments in the machine learning literature on heterogeneous treatment effect estimation gave rise to many sophisticated, but opaque, tools.
We use post-hoc feature importance methods to identify features that influence the model's predictions.
- Score: 82.29775890542967
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Estimating personalized effects of treatments is a complex, yet pervasive
problem. To tackle it, recent developments in the machine learning (ML)
literature on heterogeneous treatment effect estimation gave rise to many
sophisticated, but opaque, tools: due to their flexibility, modularity and
ability to learn constrained representations, neural networks in particular
have become central to this literature. Unfortunately, the assets of such black
boxes come at a cost: models typically involve countless nontrivial operations,
making it difficult to understand what they have learned. Yet, understanding
these models can be crucial -- in a medical context, for example, discovered
knowledge on treatment effect heterogeneity could inform treatment prescription
in clinical practice. In this work, we therefore use post-hoc feature
importance methods to identify features that influence the model's predictions.
This allows us to evaluate treatment effect estimators along a new and
important dimension that has been overlooked in previous work: We construct a
benchmarking environment to empirically investigate the ability of personalized
treatment effect models to identify predictive covariates -- covariates that
determine differential responses to treatment. Our benchmarking environment
then enables us to provide new insight into the strengths and weaknesses of
different types of treatment effects models as we modulate different challenges
specific to treatment effect estimation -- e.g. the ratio of prognostic to
predictive information, the possible nonlinearity of potential outcomes and the
presence and type of confounding.
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