The Sustainable Development Goals (SDGs) of the United Nations provide a blueprint of a better future by "leaving no one behind", and, to achieve the SDGs by 2030, poor countries require immense volumes of development aid. In this paper, we develop a causal machine learning framework for predicting heterogeneous treatment effects of aid disbursements to inform effective aid allocation. Specifically, our framework comprises three components: (i) a balancing autoencoder that uses representation learning to embed high-dimensional country characteristics while addressing treatment selection bias; (ii) a counterfactual generator to compute counterfactual outcomes for varying aid volumes to address small sample-size settings; and (iii) an inference model that is used to predict heterogeneous treatment-response curves. We demonstrate the effectiveness of our framework using data with official development aid earmarked to end HIV/AIDS in 105 countries, amounting to more than USD 5.2 billion. For this, we first show that our framework successfully computes heterogeneous treatment-response curves using semi-synthetic data. Then, we demonstrate our framework using real-world HIV data. Our framework points to large opportunities for a more effective aid allocation, suggesting that the total number of new HIV infections could be reduced by up to 3.3% (~50,000 cases) compared to the current allocation practice.

In medical practice, treatments are selected based on the expected causal effects on patient outcomes. Here, the gold standard for estimating causal effects are randomized controlled trials; however, such trials are costly and sometimes even unethical. Instead, medical practice is increasingly interested in estimating causal effects among patient (sub)groups from electronic health records, that is, observational data. In this paper, we aim at estimating the average causal effect (ACE) from observational data (patient trajectories) that are collected over time. For this, we propose DeepACE: an end-to-end deep learning model. DeepACE leverages the iterative G-computation formula to adjust for the bias induced by time-varying confounders. Moreover, we develop a novel sequential targeting procedure which ensures that DeepACE has favorable theoretical properties, i.e., is doubly robust and asymptotically efficient. To the best of our knowledge, this is the first work that proposes an end-to-end deep learning model tailored for estimating time-varying ACEs. We compare DeepACE in an extensive number of experiments, confirming that it achieves state-of-the-art performance. We further provide a case study for patients suffering from low back pain to demonstrate that DeepACE generates important and meaningful findings for clinical practice. Our work enables practitioners to develop effective treatment recommendations based on population effects.

Estimating conditional average treatment effects (CATE) is challenging, especially when treatment information is missing. Although this is a widespread problem in practice, CATE estimation with missing treatments has received little attention. In this paper, we analyze CATE estimation in the setting with missing treatments where unique challenges arise in the form of covariate shifts. We identify two covariate shifts in our setting: (i) a covariate shift between the treated and control population; and (ii) a covariate shift between the observed and missing treatment population. We first theoretically show the effect of these covariate shifts by deriving a generalization bound for estimating CATE in our setting with missing treatments. Then, motivated by our bound, we develop the missing treatment representation network (MTRNet), a novel CATE estimation algorithm that learns a balanced representation of covariates using domain adaptation. By using balanced representations, MTRNet provides more reliable CATE estimates in the covariate domains where the data are not fully observed. In various experiments with semi-synthetic and real-world data, we show that our algorithm improves over the state-of-the-art by a substantial margin.

Personalized treatment decisions have become an integral part of modern medicine. Thereby, the aim is to make treatment decisions based on individual patient characteristics. Numerous methods have been developed for learning such policies from observational data that achieve the best outcome across a certain policy class. Yet these methods are rarely interpretable. However, interpretability is often a prerequisite for policy learning in clinical practice. In this paper, we propose an algorithm for interpretable off-policy learning via hyperbox search. In particular, our policies can be represented in disjunctive normal form (i.e., OR-of-ANDs) and are thus intelligible. We prove a universal approximation theorem that shows that our policy class is flexible enough to approximate any measurable function arbitrarily well. For optimization, we develop a tailored column generation procedure within a branch-and-bound framework. Using a simulation study, we demonstrate that our algorithm outperforms state-of-the-art methods from interpretable off-policy learning in terms of regret. Using real-word clinical data, we perform a user study with actual clinical experts, who rate our policies as highly interpretable.

Learning personalized decision policies that generalize to the target population is of great relevance. Since training data is often not representative of the target population, standard policy learning methods may yield policies that do not generalize target population. To address this challenge, we propose a novel framework for learning policies that generalize to the target population. For this, we characterize the difference between the training data and the target population as a sample selection bias using a selection variable. Over an uncertainty set around this selection variable, we optimize the minimax value of a policy to achieve the best worst-case policy value on the target population. In order to solve the minimax problem, we derive an efficient algorithm based on a convex-concave procedure and prove convergence for parametrized spaces of policies such as logistic policies. We prove that, if the uncertainty set is well-specified, our policies generalize to the target population as they can not do worse than on the training data. Using simulated data and a clinical trial, we demonstrate that, compared to standard policy learning methods, our framework improves the generalizability of policies substantially.

Machine learning is widely used in e-commerce to analyze clickstream sessions and then to allocate marketing resources. Traditional neural learning can model long-term dependencies in clickstream data, yet it ignores the different shopping phases (i. e., goal-directed search vs. browsing) in user behavior as theorized by marketing research. In this paper, we develop a novel, theory-informed machine learning model to account for different shopping phases as defined in marketing theory. Specifically, we formalize a tailored attentive deep Markov model called ClickstreamDMM for predicting the risk of user exits without purchase in e-commerce web sessions. Our ClickstreamDMM combines (1) an attention network to learn long-term dependencies in clickstream data and (2) a latent variable model to capture different shopping phases (i. e., goal-directed search vs. browsing). Due to the interpretable structure, our ClickstreamDMM allows marketers to generate new insights on how shopping phases relate to actual purchase behavior. We evaluate our model using real-world clickstream data from a leading e-commerce platform consisting of 26,279 sessions with 250,287 page clicks. Thereby, we demonstrate that our model is effective in predicting user exits without purchase: compared to existing baselines, it achieves an improvement by 11.5 % in AUROC and 12.7 % in AUPRC. Overall, our model enables e-commerce platforms to detect users at the risk of exiting without purchase. Based on it, e-commerce platforms can then intervene with marketing resources to steer users toward purchasing.

Decision-making often requires accurate estimation of treatment effects from observational data. This is challenging as outcomes of alternative decisions are not observed and have to be estimated. Previous methods estimate outcomes based on unconfoundedness but neglect any constraints that unconfoundedness imposes on the outcomes. In this paper, we propose a novel regularization framework for estimating average treatment effects that exploits unconfoundedness. To this end, we formalize unconfoundedness as an orthogonality constraint, which ensures that the outcomes are orthogonal to the treatment assignment. This orthogonality constraint is then included in the loss function via a regularization. Based on our regularization framework, we develop deep orthogonal networks for unconfounded treatments (DONUT), which learn outcomes that are orthogonal to the treatment assignment. Using a variety of benchmark datasets for estimating average treatment effects, we demonstrate that DONUT outperforms the state-of-the-art substantially.

Clinical practice in intensive care units (ICUs) requires early warnings when a patient's condition is about to deteriorate so that preventive measures can be undertaken. To this end, prediction algorithms have been developed that estimate the risk of mortality in ICUs. In this work, we propose a novel generative deep probabilistic model for real-time risk scoring in ICUs. Specifically, we develop an attentive deep Markov model called AttDMM. To the best of our knowledge, AttDMM is the first ICU prediction model that jointly learns both long-term disease dynamics (via attention) and different disease states in health trajectory (via a latent variable model). Our evaluations were based on an established baseline dataset (MIMIC-III) with 53,423 ICU stays. The results confirm that compared to state-of-the-art baselines, our AttDMM was superior: AttDMM achieved an area under the receiver operating characteristic curve (AUROC) of 0.876, which yielded an improvement over the state-of-the-art method by 2.2%. In addition, the risk score from the AttDMM provided warnings several hours earlier. Thereby, our model shows a path towards identifying patients at risk so that health practitioners can intervene early and save patient lives.

Most users leave e-commerce websites with no purchase. Hence, it is important for website owners to detect users at risk of exiting and intervene early (e. g., adapting website content or offering price promotions). Prior approaches make widespread use of clickstream data; however, state-of-the-art algorithms only model the sequence of web pages visited and not the time spent on them.