Proximal Learning for Individualized Treatment Regimes Under Unmeasured Confounding

by   Zhengling Qi, et al.

Data-driven individualized decision making has recently received increasing research interests. Most existing methods rely on the assumption of no unmeasured confounding, which unfortunately cannot be ensured in practice especially in observational studies. Motivated by the recent proposed proximal causal inference, we develop several proximal learning approaches to estimating optimal individualized treatment regimes (ITRs) in the presence of unmeasured confounding. In particular, we establish several identification results for different classes of ITRs, exhibiting the trade-off between the risk of making untestable assumptions and the value function improvement in decision making. Based on these results, we propose several classification-based approaches to finding a variety of restricted in-class optimal ITRs and develop their theoretical properties. The appealing numerical performance of our proposed methods is demonstrated via an extensive simulation study and one real data application.



page 31

page 34


Semiparametric proximal causal inference

Skepticism about the assumption of no unmeasured confounding, also known...

Individualized Decision-Making Under Partial Identification: Three Perspectives, Two Optimality Results, and One Paradox

Unmeasured confounding is a threat to causal inference and gives rise to...

Ambiguous Dynamic Treatment Regimes: A Reinforcement Learning Approach

A main research goal in various studies is to use an observational data ...

A semiparametric instrumental variable approach to optimal treatment regimes under endogeneity

There is a fast-growing literature on estimating optimal treatment regim...

Proximal Causal Inference for Marginal Counterfactual Survival Curves

Contrasting marginal counterfactual survival curves across treatment arm...

Deep Learning Methods for Proximal Inference via Maximum Moment Restriction

The No Unmeasured Confounding Assumption is widely used to identify caus...

Estimating Optimal Infinite Horizon Dynamic Treatment Regimes via pT-Learning

Recent advances in mobile health (mHealth) technology provide an effecti...
This week in AI

Get the week's most popular data science and artificial intelligence research sent straight to your inbox every Saturday.