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Differentially Private Learners for Heterogeneous Treatment Effects

MCML Authors

Maresa Schröder

→ Group Stefan Feuerriegel
Artificial Intelligence in Management

Valentyn Melnychuk

→ Group Stefan Feuerriegel
Artificial Intelligence in Management

Stefan Feuerriegel

Prof. Dr.

Principal Investigator

Artificial Intelligence in Management

Abstract

Patient data is widely used to estimate heterogeneous treatment effects and understand the effectiveness and safety of drugs. Yet, patient data includes highly sensitive information that must be kept private. In this work, we aim to estimate the conditional average treatment effect (CATE) from observational data under differential privacy. Specifically, we present DP-CATE, a novel framework for CATE estimation that is doubly robust and ensures differential privacy of the estimates. For this, we build upon non-trivial tools from semi-parametric and robust statistics to exploit the connection between privacy and model robustness. Our framework is highly general and applies to any two-stage CATE meta-learner with a Neyman-orthogonal loss function. It can be used with all machine learning models employed for nuisance estimation. We further provide an extension of DP-CATE where we employ RKHS regression to release the complete doubly robust CATE function while ensuring differential privacy. We demonstrate the effectiveness of DP-CATE across various experiments using synthetic and real-world datasets. To the best of our knowledge, we are the first to provide a framework for CATE estimation that is doubly robust and differentially private.

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