Uncertainty Quantification for Conditional Treatment Effect Estimation under Dynamic Treatment Regimes.

Abstract

In medical decision-making, clinicians must choose between different time-varying treatment strategies. Counterfactual prediction via g-computation enables comparison of alternative outcome distributions under such treatment strategies. While deep learning can better model high-dimensional data with complex temporal dependencies, incorporating model uncertainty into predicted conditional counterfactual distributions remains challenging. We propose a principled approach to model uncertainty in deep learning implementations of g-computations using approximate Bayesian posterior predictive distributions of counterfactual outcomes via variational dropout and deep ensembles. We evaluate these methods by comparing their counterfactual predictive calibration and performance in decision-making tasks, using two simulated datasets from mechanistic models and a real-world sepsis dataset. Our findings suggest that the proposed uncertainty quantification approach improves both calibration and decision-making performance, particularly in minimizing risks of worst-case adverse clinical outcomes under alternative dynamic treatment regimes. To our knowledge, this is the first work to propose and compare multiple uncertainty quantification methods in machine learning models of g-computation in estimating conditional treatment effects under dynamic treatment regimes.