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Meta-learners for the conditional average treatment effect
τ(x) = E[Y(1) − Y(0) | X = x] of a binary treatment.
| learner | idea | reference |
|---|---|---|
SLearner | one model μ(x, d); τ̂ = μ(x,1) − μ(x,0) | — |
TLearner | separate μ₀, μ₁ per arm; τ̂ = μ₁ − μ₀ | — |
XLearner | impute individual effects, model them per arm, blend by propensity | Künzel et al. (2019) |
RLearner | residual-on-residual weighted regression (Robinson decomposition) | Nie & Wager (2021) |
DrLearner | regress the cross-fitted AIPW pseudo-outcome on x | Kennedy (2023) |
The R- and DR-learners cross-fit their nuisances. The DR-learner’s
pseudo-outcome is a valid orthogonal signal, so it also supports
inference on the CATE through CateFit::blp / CateFit::gate.
Structs§
- CateFit
- A fitted CATE model.
- DrLearner
- DR-learner (Kennedy, 2023): cross-fit
ĝ₀,ĝ₁and the propensitym̂exactly asIrmdoes, form the AIPW pseudo-outcomeφ = ĝ₁ − ĝ₀ + D(Y − ĝ₁)/m̂ − (1 − D)(Y − ĝ₀)/(1 − m̂), and regress it onXwith theeffectlearner. - RLearner
- R-learner (Nie & Wager, 2021): with cross-fitted
m̂(x) = E[Y | X]and propensityê(x), minimiseΣ (Ỹ − τ(X)·D̃)², i.e. a weighted regression ofỸ/D̃onXwith weightsD̃². Theeffectlearner must supportRegressor::fit_weighted. - SLearner
- S-learner: one outcome model on
[x, d]. - TLearner
- T-learner: separate outcome models for treated and controls.
- XLearner
- X-learner (Künzel et al., 2019).