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Stochastic Treatment TMLE #52

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pzivich opened this issue Jan 4, 2019 · 4 comments
Closed

Stochastic Treatment TMLE #52

pzivich opened this issue Jan 4, 2019 · 4 comments
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Causal inference Updates for the causal inference branch enhancement Intermediate Issues/additions that will be completed relatively soon

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@pzivich
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pzivich commented Jan 4, 2019

This is another valuable addition to TMLE (that I also need as part of a project I am working on). Essentially, this would allow more complex treatments than treat-all vs. treat-none, similar to custom treatments in the g-formula.

What it does is shift the probability of A distribution. However, the single-step convergence of TMLE is no longer valid. I would need to iteratively estimate Q* until it epsilon converges to 0. This should be easy enough. After convergence, follows the remainder of the TMLE procedure

Likely best if I make this separate from TMLE

Starting points;
https://github.com/tlverse/tmle3shift
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4117410/#SD1

@pzivich pzivich added enhancement Intermediate Issues/additions that will be completed relatively soon labels Jan 4, 2019
@pzivich
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pzivich commented Jan 12, 2019

A heuristic for how to approach IPW estimation for stochastic treatments. (1) Weight the population to the all vs none comparisons (standard procedure), then (2) reweight again to the intervention targeted.

This was referenced Jan 23, 2019
@pzivich
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pzivich commented Feb 2, 2019

General reminder to myself: stochastic treatment TMLE is no longer a one-step fit. There has to be an interative process of estimating Q* until convergence criteria is met. This means repeating the targeting step several times. while loop for this with either a convergence criteria or max_iters criteria should be the solution

@pzivich pzivich added the Causal inference Updates for the causal inference branch label Apr 18, 2019
@pzivich pzivich mentioned this issue Apr 26, 2019
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pzivich commented Aug 26, 2019

For comparisons, I can use R'stmlenet which defaults to the standard TMLE when no network is provided

@pzivich pzivich mentioned this issue Nov 18, 2019
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pzivich commented Jul 12, 2020

Added as part of 0.8.2

@pzivich pzivich closed this as completed Jul 12, 2020
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