Targeted Optimal Treatment Regime Learning Using Summary Statistics

Abstract: Personalized decision-making, aiming to derive optimal treatment regimes based on individual characteristics, has recently attracted increasing attention in many fields, such as medicine, social services, and economics. Current literature mainly focuses on estimating treatment regimes from a single source population. In real-world applications, the distribution of a target population can be different from that of the source population. Therefore, treatment regimes learned by existing methods may not generalize well to the target population. Due to privacy concerns and other practical issues, individual-level data from the target population is often not available, which makes treatment regime learning more challenging. We consider the problem of treatment regime estimation when the source and target populations may be heterogeneous, individual-level data is available from the source population, and only the summary information of covariates, such as moments, is accessible from the target population. We develop a weighting framework that tailors a treatment regime for a given target population by leveraging the available summary statistics. Specifically, we propose a calibrated augmented inverse probability weighted estimator of the value function for the target population and estimate an optimal treatment regime by maximizing this estimator within a class of pre-specified regimes. We show that the proposed calibrated estimator is consistent and asymptotically normal even with flexible semi/nonparametric models for nuisance function approximation, and the variance of the value estimator can be consistently estimated. We demonstrate the empirical performance of the proposed method using simulation studies and a real application to an eICU dataset as the source sample and a MIMIC-III dataset as the target sample.