Targeted learning represents a general statistical framework that connects different fields such as machine learning and causal inference. It is often used to estimate causal effects in both experimental and observational studies. There are three important tools in this framework: 1) targeted maximum likelihood estimation (TMLE), 2) super learning (SL) and 3) highly adaptive lasso (HAL). Among them, TMLE is the core estimation methodology; SL is an ensemble learning algorithm which can serve for the initial estimation step of TMLE; HAL is a powerful nonparametric loss-based estimator which can be included into a SL library as a candidate learner.
This thesis comprises three cases studies demostrating the method advancement and applications of these targeted learning tools in treatment heterogeneity, adaptive design and realistic simulations. Chapter 1 describes a new TMLE for a treatment effect variable importance parameter. This target parameter can be used to identify potential driven factors for treatment heterogeneity. A robust estimate reveals details on the importance of different covariates and how they lead to different treatment impacts. Chapter 2 introduces a SL algorithm that aims to select the best treatment policy at each time point in an adaptive group sequential design by maximizing the average cumulative reward. In chapter 3, we benchmark multiple widely used methods for estimation of the average treatment effect using ten different nutrition intervention studies data. A nonparametric regression method, undersmoothed HAL, is used to generate the simulated distribution which preserves important features from the observed data and reproduces a set of true target parameters.
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