论文标题

通过AUUC最大化和概括保证的治疗靶向

Treatment Targeting by AUUC Maximization with Generalization Guarantees

论文作者

Betlei, Artem, Diemert, Eustache, Amini, Massih-Reza

论文摘要

我们考虑基于个体治疗效果预测来优化治疗分配的任务。在许多应用程序(例如个性化医学或有针对性的广告)中找到了这项任务,近年来以隆升建模的名义引起了人们的兴趣。它在于针对最有益的个人的治疗。在现实生活中,当我们无法获得地面实际治疗效果时,模型的能力通常由升高曲线(AUUC)下的区域(AUUC)衡量,这是一个与大多数个体治疗效果(ITE)模型的学习目标不同的度量。我们认为,对这些模型的学习可能会无意中降低AUUC并导致次优的治疗分配。为了解决这个问题,我们提出了对AUUC的概括,并提出了一种新颖的学习算法,该算法优化了该界限的可衍生替代物,称为AUUC-MAX。最后,我们从经验上证明了这种泛化结合的紧密性,其对超参数调整的有效性,并显示了所提出的算法的效率,与两个经典基准上的广泛竞争基线相比。

We consider the task of optimizing treatment assignment based on individual treatment effect prediction. This task is found in many applications such as personalized medicine or targeted advertising and has gained a surge of interest in recent years under the name of Uplift Modeling. It consists in targeting treatment to the individuals for whom it would be the most beneficial. In real life scenarios, when we do not have access to ground-truth individual treatment effect, the capacity of models to do so is generally measured by the Area Under the Uplift Curve (AUUC), a metric that differs from the learning objectives of most of the Individual Treatment Effect (ITE) models. We argue that the learning of these models could inadvertently degrade AUUC and lead to suboptimal treatment assignment. To tackle this issue, we propose a generalization bound on the AUUC and present a novel learning algorithm that optimizes a derivable surrogate of this bound, called AUUC-max. Finally, we empirically demonstrate the tightness of this generalization bound, its effectiveness for hyper-parameter tuning and show the efficiency of the proposed algorithm compared to a wide range of competitive baselines on two classical benchmarks.

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