Add survival and competing-risk HTE learners#1027
Open
xushenbo wants to merge 2 commits intopy-why:mainfrom
Open
Add survival and competing-risk HTE learners#1027xushenbo wants to merge 2 commits intopy-why:mainfrom
xushenbo wants to merge 2 commits intopy-why:mainfrom
Conversation
Signed-off-by: Shenbo Xu <xushenbo@mit.edu> Signed-off-by: Shenbo Xu <27264836+xushenbo@users.noreply.github.com>
for more information, see https://pre-commit.ci
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Add survival and competing-risk HTE learners
Summary
This PR adds heterogeneous treatment effect support for censored outcomes to EconML, including both survival and competing-risk settings.
The implementation follows the censoring-unbiased transformation (CUT) framework, which converts censored time-to-event outcomes into continuous transformed outcomes so that HTE learners for continuous outcomes can be applied consistently in censored settings.
Motivation
This contribution is based on my work on orthogonal statistical learning for survival and competing-risk outcomes, including the CUT framework developed in:
The goal is to extend EconML's reach beyond continuous and binary outcomes to time-to-event settings that are common in biostatistics and medical research.
What this PR adds
Censored-outcome functionality
econml.censorLearners
econml.metalearnersForest-based methods
CausalSurvivalForestSurvivalForestgrf-masterDocumentation and examples
Validation
I ran the following checks:
python3 -m unittest econml.tests.test_censor.test_crossfit_meta -vpython3 -m unittest econml.tests.test_censor.test_simulation -qpython3 -m unittest econml.tests.test_censor.test_survival_meta econml.tests.test_censor.test_competing_meta -qLC_ALL=C LANG=C PYTHONPATH=/tmp/econml-docs-env python3 -m sphinx -W -E -a -b html doc build/sphinx/htmlNotes