Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choice

Masahiro Kato, Akihiro Oga, Wataru Komatsubara, Ryo Inokuchi
Proceedings of the 41st International Conference on Machine Learning, PMLR 235:23291-23323, 2024.

Abstract

This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes the corresponding outcome immediately. At the end of the experiment, the experimenter estimates an ATE using the gathered samples. The objective is to estimate the ATE with a smaller asymptotic variance. Existing studies have designed experiments that adaptively optimize the propensity score (treatment-assignment probability). As a generalization of such an approach, we propose optimizing the covariate density as well as the propensity score. First, we derive the efficient covariate density and propensity score that minimize the semiparametric efficiency bound and find that optimizing both covariate density and propensity score minimizes the semiparametric efficiency bound more effectively than optimizing only the propensity score. Next, we design an adaptive experiment using the efficient covariate density and propensity score sequentially estimated during the experiment. Lastly, we propose an ATE estimator whose asymptotic variance aligns with the minimized semiparametric efficiency bound.

Cite this Paper


BibTeX
@InProceedings{pmlr-v235-kato24a, title = {Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choice}, author = {Kato, Masahiro and Oga, Akihiro and Komatsubara, Wataru and Inokuchi, Ryo}, booktitle = {Proceedings of the 41st International Conference on Machine Learning}, pages = {23291--23323}, year = {2024}, editor = {Salakhutdinov, Ruslan and Kolter, Zico and Heller, Katherine and Weller, Adrian and Oliver, Nuria and Scarlett, Jonathan and Berkenkamp, Felix}, volume = {235}, series = {Proceedings of Machine Learning Research}, month = {21--27 Jul}, publisher = {PMLR}, pdf = {https://raw.githubusercontent.com/mlresearch/v235/main/assets/kato24a/kato24a.pdf}, url = {https://proceedings.mlr.press/v235/kato24a.html}, abstract = {This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes the corresponding outcome immediately. At the end of the experiment, the experimenter estimates an ATE using the gathered samples. The objective is to estimate the ATE with a smaller asymptotic variance. Existing studies have designed experiments that adaptively optimize the propensity score (treatment-assignment probability). As a generalization of such an approach, we propose optimizing the covariate density as well as the propensity score. First, we derive the efficient covariate density and propensity score that minimize the semiparametric efficiency bound and find that optimizing both covariate density and propensity score minimizes the semiparametric efficiency bound more effectively than optimizing only the propensity score. Next, we design an adaptive experiment using the efficient covariate density and propensity score sequentially estimated during the experiment. Lastly, we propose an ATE estimator whose asymptotic variance aligns with the minimized semiparametric efficiency bound.} }
Endnote
%0 Conference Paper %T Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choice %A Masahiro Kato %A Akihiro Oga %A Wataru Komatsubara %A Ryo Inokuchi %B Proceedings of the 41st International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2024 %E Ruslan Salakhutdinov %E Zico Kolter %E Katherine Heller %E Adrian Weller %E Nuria Oliver %E Jonathan Scarlett %E Felix Berkenkamp %F pmlr-v235-kato24a %I PMLR %P 23291--23323 %U https://proceedings.mlr.press/v235/kato24a.html %V 235 %X This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes the corresponding outcome immediately. At the end of the experiment, the experimenter estimates an ATE using the gathered samples. The objective is to estimate the ATE with a smaller asymptotic variance. Existing studies have designed experiments that adaptively optimize the propensity score (treatment-assignment probability). As a generalization of such an approach, we propose optimizing the covariate density as well as the propensity score. First, we derive the efficient covariate density and propensity score that minimize the semiparametric efficiency bound and find that optimizing both covariate density and propensity score minimizes the semiparametric efficiency bound more effectively than optimizing only the propensity score. Next, we design an adaptive experiment using the efficient covariate density and propensity score sequentially estimated during the experiment. Lastly, we propose an ATE estimator whose asymptotic variance aligns with the minimized semiparametric efficiency bound.
APA
Kato, M., Oga, A., Komatsubara, W. & Inokuchi, R.. (2024). Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choice. Proceedings of the 41st International Conference on Machine Learning, in Proceedings of Machine Learning Research 235:23291-23323 Available from https://proceedings.mlr.press/v235/kato24a.html.

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