Recursive Partitioning for Personalization using Observational Data

Nathan Kallus
Proceedings of the 34th International Conference on Machine Learning, PMLR 70:1789-1798, 2017.

Abstract

We study the problem of learning to choose from $m$ discrete treatment options (e.g., news item or medical drug) the one with best causal effect for a particular instance (e.g., user or patient) where the training data consists of passive observations of covariates, treatment, and the outcome of the treatment. The standard approach to this problem is regress and compare: split the training data by treatment, fit a regression model in each split, and, for a new instance, predict all $m$ outcomes and pick the best. By reformulating the problem as a single learning task rather than $m$ separate ones, we propose a new approach based on recursively partitioning the data into regimes where different treatments are optimal. We extend this approach to an optimal partitioning approach that finds a globally optimal partition, achieving a compact, interpretable, and impactful personalization model. We develop new tools for validating and evaluating personalization models on observational data and use these to demonstrate the power of our novel approaches in a personalized medicine and a job training application.

Cite this Paper

BibTeX
@InProceedings{pmlr-v70-kallus17a, title = {Recursive Partitioning for Personalization using Observational Data}, author = {Nathan Kallus}, booktitle = {Proceedings of the 34th International Conference on Machine Learning}, pages = {1789--1798}, year = {2017}, editor = {Precup, Doina and Teh, Yee Whye}, volume = {70}, series = {Proceedings of Machine Learning Research}, month = {06--11 Aug}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v70/kallus17a/kallus17a.pdf}, url = {https://proceedings.mlr.press/v70/kallus17a.html}, abstract = {We study the problem of learning to choose from $m$ discrete treatment options (e.g., news item or medical drug) the one with best causal effect for a particular instance (e.g., user or patient) where the training data consists of passive observations of covariates, treatment, and the outcome of the treatment. The standard approach to this problem is regress and compare: split the training data by treatment, fit a regression model in each split, and, for a new instance, predict all $m$ outcomes and pick the best. By reformulating the problem as a single learning task rather than $m$ separate ones, we propose a new approach based on recursively partitioning the data into regimes where different treatments are optimal. We extend this approach to an optimal partitioning approach that finds a globally optimal partition, achieving a compact, interpretable, and impactful personalization model. We develop new tools for validating and evaluating personalization models on observational data and use these to demonstrate the power of our novel approaches in a personalized medicine and a job training application.} }
Endnote
%0 Conference Paper %T Recursive Partitioning for Personalization using Observational Data %A Nathan Kallus %B Proceedings of the 34th International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2017 %E Doina Precup %E Yee Whye Teh %F pmlr-v70-kallus17a %I PMLR %P 1789--1798 %U https://proceedings.mlr.press/v70/kallus17a.html %V 70 %X We study the problem of learning to choose from $m$ discrete treatment options (e.g., news item or medical drug) the one with best causal effect for a particular instance (e.g., user or patient) where the training data consists of passive observations of covariates, treatment, and the outcome of the treatment. The standard approach to this problem is regress and compare: split the training data by treatment, fit a regression model in each split, and, for a new instance, predict all $m$ outcomes and pick the best. By reformulating the problem as a single learning task rather than $m$ separate ones, we propose a new approach based on recursively partitioning the data into regimes where different treatments are optimal. We extend this approach to an optimal partitioning approach that finds a globally optimal partition, achieving a compact, interpretable, and impactful personalization model. We develop new tools for validating and evaluating personalization models on observational data and use these to demonstrate the power of our novel approaches in a personalized medicine and a job training application.
APA
Kallus, N.. (2017). Recursive Partitioning for Personalization using Observational Data. Proceedings of the 34th International Conference on Machine Learning, in Proceedings of Machine Learning Research 70:1789-1798 Available from https://proceedings.mlr.press/v70/kallus17a.html.

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