Differentially Private Learners for Heterogeneous Treatment Effects

Fuente: arXiv
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Main Authors: Schröder, Maresa, Melnychuk, Valentyn, Feuerriegel, Stefan
Format: Preprint
Published: 2025
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author Schröder, Maresa
Melnychuk, Valentyn
Feuerriegel, Stefan
author_facet Schröder, Maresa
Melnychuk, Valentyn
Feuerriegel, Stefan
contents Patient data is widely used to estimate heterogeneous treatment effects and thus 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 Neyman-orthogonal and further ensures differential privacy of the estimates. Our framework is highly general: it applies to any two-stage CATE meta-learner with a Neyman-orthogonal loss function, and any machine learning model can be used for nuisance estimation. We further provide an extension of our DP-CATE, where we employ RKHS regression to release the complete CATE function while ensuring differential privacy. We demonstrate our 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 Neyman-orthogonal and differentially private.
format Preprint
id arxiv_https___arxiv_org_abs_2503_03486
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Differentially Private Learners for Heterogeneous Treatment Effects
Schröder, Maresa
Melnychuk, Valentyn
Feuerriegel, Stefan
Machine Learning
Cryptography and Security
Patient data is widely used to estimate heterogeneous treatment effects and thus 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 Neyman-orthogonal and further ensures differential privacy of the estimates. Our framework is highly general: it applies to any two-stage CATE meta-learner with a Neyman-orthogonal loss function, and any machine learning model can be used for nuisance estimation. We further provide an extension of our DP-CATE, where we employ RKHS regression to release the complete CATE function while ensuring differential privacy. We demonstrate our 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 Neyman-orthogonal and differentially private.
title Differentially Private Learners for Heterogeneous Treatment Effects
topic Machine Learning
Cryptography and Security
url https://arxiv.org/abs/2503.03486