Balanced Policy Evaluation and Learning for Right Censored Data (1911.05728v1)

Abstract: Individualized treatment rules can lead to better health outcomes when patients have heterogeneous responses to treatment. Very few individualized treatment rule estimation methods are compatible with a multi-treatment observational study with right censored survival outcomes. In this paper we extend policy evaluation methods to the right censored data setting. Existing approaches either make restrictive assumptions about the structure of the data, or use inverse weighting methods that increase the variance of the estimator resulting in decreased performance. We propose a method which uses balanced policy evaluation combined with an imputation approach to remove right censoring. We show that the proposed imputation approach is compatible with a large number of existing survival models and can be used to extend any individualized treatment rule estimation method to the right censored data setting. We establish the rate at which the imputed values converge to the conditional expected survival times, as well as consistency guarantees and regret bounds for the combined balanced policy with imputation approach. In simulation studies, we demonstrate the improved performance of our approach compared to existing methods. We also apply our method to data from the University of North Carolina Center for AIDS Research HIV Clinical Cohort.