Deep LTMLE: Longitudinal Targeted Minimum Loss-based Estimation with Temporal-Difference Heterogeneous Transformer
You are all invited to an exciting summer seminar at Biostats on Monday, July 29 @ 15:15:
Speaker: Toru Shirakawa, Osaka University Graduate School of Medicine, Japan, and The Center for Targeted Machine Learning and Causal Inference at UC Berkeley, USA
Title: Deep LTMLE: Longitudinal Targeted Minimum Loss-based Estimation with Temporal-Difference Heterogeneous Transformer
Abstract:
We propose Deep Longitudinal Targeted Minimum Loss-based Estimation (Deep LTMLE), a novel approach to estimate the mean of counterfactual outcome under dynamic treatment policies in longitudinal problem settings. Our approach utilizes a transformer architecture with heterogeneous type embedding trained using temporal-difference learning. After obtaining an initial estimate using the transformer, following the targeted minimum loss-based likelihood estimation (TMLE) framework, we statistically corrected for the bias commonly associated with machine learning algorithms. Furthermore, our method also facilitates statistical inference by enabling the provision of 95% confidence intervals grounded in asymptotic statistical theory. Simulation results demonstrate our method's competitive performance with existing approaches for simple settings and superior computational performance, particularly in complex, long time-horizon scenarios. It remains effective in small-sample, short-duration contexts, matching the performance of asymptotically efficient estimators. To demonstrate our method in practice, we applied our method to estimate counterfactual mean outcomes for standard versus intensive blood pressure management strategies in a real-world cardiovascular epidemiology cohort study. I will also present the continuous-time extension of the Deep LTMLE.
Room: Biostat library (5.2.46)
For more information and to see the abstracts go to https://biostatistics.dk/seminars/
Unless otherwise stated, seminars will be held at CSS (det gamle Kommunehospital), Øster Farimagsgade 5, 1353 Copenhagen K, room 5.2.46. Tea will be served in the library of the section of Biostatistics half an hour before the seminar starts.