Stabilized Neural Prediction of Potential Outcomes in Continuous Time
<|reference_start|>Stabilized Neural Prediction of Potential Outcomes in Continuous Time: Patient trajectories from electronic health records are widely used to predict potential outcomes of treatments over time, which then allows to personalize care. Yet, existing neural methods for this purpose have a key limitation: while some adjust for time-varying confounding, these methods assume that the time series are recorded in discrete time. In other words, they are constrained to settings where measurements and treatments are conducted at fixed time steps, even though this is unrealistic in medical practice. In this work, we aim to predict potential outcomes in continuous time. The latter is of direct practical relevance because it allows for modeling patient trajectories where measurements and treatments take place at arbitrary, irregular timestamps. We thus propose a new method called stabilized continuous time inverse propensity network (SCIP-Net). For this, we further derive stabilized inverse propensity weights for robust prediction of the potential outcomes. To the best of our knowledge, our SCIP-Net is the first neural method that performs proper adjustments for time-varying confounding in continuous time.<|reference_end|>
@article{hess2024stabilized,
    title={Stabilized Neural Prediction of Potential Outcomes in Continuous Time},
    author={Konstantin Hess and Stefan Feuerriegel},
    journal={arXiv preprint arXiv:2410.03514},
    year={2024},
    archivePrefix={arXiv},
    eprint={2410.03514},
    primaryClass={cs.LG}
}