Doubly Robust Learning of Heterogeneous Survival Treatment Effects under Time-Varying Treatments
Organizations: Novartis · Barcelona Supercomputing Center · Universitat Politècnica de Catalunya · University of Oxford
Abstract
Estimating heterogeneous survival treatment effects (HSTEs) from time-to-event data under time-varying treatments is important in fields such as medicine (e.g., to decide which sequence of treatments is better in terms of survival probability). However, this task is challenging because treatment decisions, patient characteristics, and censoring probability often evolve together, requiring sequential adjustment for both treatments and censoring. Existing survival learners mostly consider a single baseline treatment assignment, while longitudinal treatment-effect learners typically assume uncensored outcomes. In this paper, we introduce a novel doubly robust learner for heterogeneous survival treatment effects under time-varying treatments and history-dependent censoring. Our framework separates the intervention window from the survival horizon, with treatment prescribed for a finite period, after which care follows its natural course. We further establish the favorable theoretical properties of Neyman-orthogonality, rate double robustness and quasi-oracle efficiency. The framework accommodates flexible machine learning models for nuisance estimation and treatment-effect regression. We evaluate our learners through several numerical experiments, demonstrating their effectiveness.
Figures & tables
| Method | ||||
| PI | 0.058 0.002 | 0.054 0.005 | 0.047 0.011 | 0.047 0.020 |
| RA | 0.063 0.009 | 0.055 0.008 | 0.048 0.011 | 0.050 0.021 |
| IPW | 0.081 0.013 | 0.086 0.029 | 0.084 0.023 | 0.237 0.073 |
| TV-SurvCaus | 0.058 0.003 | 0.054 0.003 | 0.049 0.003 | 0.051 0.005 |
| DR | 0.030 0.008 | 0.037 0.013 | 0.031 0.011 | 0.043 0.008 |
| DR improvement (%) | 48.3 | 31.5 | 34.0 | 8.5 |
| Method | ||||
| PI | 0.073 0.007 | 0.069 0.011 | 0.063 0.007 | 0.071 0.014 |
| RA | 0.074 0.012 | 0.068 0.011 | 0.065 0.007 | 0.071 0.014 |
| IPW | 0.099 0.007 | 0.116 0.034 | 0.105 0.048 | 0.327 0.044 |
| TV-SurvCaus | 0.073 0.001 | 0.071 0.003 | 0.066 0.002 | 0.074 0.004 |
| DR | 0.046 0.008 | 0.048 0.008 | 0.047 0.006 | 0.055 0.011 |
| DR improvement (%) | 37.0 | 29.4 | 25.4 | 22.5 |
| Method | ( ) | ( ) |
| PI | 0.0552 0.0010 | 0.0841 0.0014 |
| RA | 0.0598 0.0025 | 0.0882 0.0029 |
| IPW | 0.0589 0.0013 | 0.0836 0.0031 |
| TV-SurvCaus | 0.0634 0.0006 | 0.0945 0.0027 |
| DR | 0.0552 0.0020 | 0.0788 0.0015 |
| DR improvement (%) | 0.0 | 5.7 |
Appendix figures & tables5 assets
Supplementary material from the paper’s appendix.
Appendix
| Symbol | Description | Value |
| decision times | 32 | |
| overlap strength | 0.75 | |
| effect heterogeneity strength | 3.0 | |
| treatment–confounder feedback strength | 0.8 | |
| event intercept | ||
| censoring intercept | 5.2 |
| Best competitor | DR best competitor | Paired 95% interval | |
| TV-SurvCaus | |||
| PI | |||
| PI | |||
| PI |
| Best competitor | DR best competitor | Paired 95% interval | |
| TV-SurvCaus | |||
| RA | |||
| PI | |||
| PI |
| Setting | Cens. | PI | RA | IPW | TV-SurvCaus | DR | Rel. improv. | DR best competitor |
| Short horizon: | ||||||||
| Default | 0% | 0.069 | 0.071 | 0.141 | 0.073 | 0.041 | +40.6% | (PI) |
| 20% | 0.071 | 0.074 | 0.131 | 0.073 | 0.042 | +40.8% | (PI) | |
| 40% | 0.073 | 0.075 | 0.178 | 0.073 | 0.041 | +43.8% | (TV) | |
| Sharp | 0% | 0.074 | 0.078 | 0.293 | 0.073 | 0.044 | +39.7% | (TV) |
| 20% | 0.071 | 0.074 | 0.311 | 0.073 | 0.041 | +42.3% | (PI) | |
| Horizon | Best competitor | DR best competitor | Paired 95% interval |
| 24 hours ( ) | PI | ||
| 48 hours ( ) | IPW |
Causal Effect Estimation
Causal effect estimation measures how outcomes would change under interventions, using experiments or observational data and explicit assumptions.
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