Rules Ensemble Method with Group Lasso for Heterogeneous Treatment Effect Estimation

Abstract: The increasing scientific attention given to precision medicine based on real-world data has led many recent studies to clarify the relationships between treatment effects and patient characteristics. However, this is challenging because of ubiquitous heterogeneity in the treatment effect for individuals and the real-world data on their background being complex and noisy. Because of their flexibility, various heterogeneous treatment effect (HTE) ML estimation methods have been proposed. However, most ML methods incorporate black-box models that hamper direct interpretation of the interrelationships between individuals' characteristics and the treatments' effects. This study proposes an ML method for estimating HTE based on the rule ensemble method termed RuleFit. The main advantage of RuleFit are interpretability and accuracy. However, HTEs are always defined in the potential outcome framework, and RuleFit cannot be applied directly. Thus, we modified RuleFit and proposed a method to estimate HTEs that directly interpret the interrelationships among the individuals' features from the model.