Treatment Responder Classification with Abstention
Peking University · Shanghai University of Finance and Economics · Tenure-track Assistant Professor, Shanghai University of Finance and Economics · University of Sydney · Adelaide University · Carnegie Mellon University & MBZUAI · University of Melbourne
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摘要
Treatment responder classification seeks to learn a rule to classify individuals who will benefit from the treatment. This paper studies a new scenario in treatment responder classification when abstention is allowed, i.e., practitioners can opt out of making uncertain classification on some individuals for further investigation. By revealing the implicit relation between causal misclassification risk with abstention and Conditional Value at Risk (CVaR), we develop a doubly robust method named TRECA to learn the classification rule under loose convergence conditions on nuisance parameters, and further extend it to deal with possible violation on key assumptions such as monotonicity and unconfoundedness. Rigorous theories and extensive experiments on two real-world datasets demonstrate the theoretical and experimental guarantee on our methods in learning treatment responders classification rules with low regret at the cost of limited abstention.