Estimating individual treatment effects by gradient boosting trees.

The development of molecular diagnostic tools to achieve individualized medicine requires accurate estimation of individual treatment effects (ITEs). Although several effective data analytic strategies have been proposed for this purpose, they have limitations when it comes to flexibly capturing the complex relationships between clinical outcome and possibly high-dimensional covariates. In this article, we propose an effective machine learning method to estimate ITEs using the gradient boosting trees (GBT). GBT is a powerful nonparametric regression tool in machine learning, and its outstanding performance has been widely recognized for various applications. We use GBT to develop an estimation method for the ITE that is formulated under the potential outcome model framework. Our method can flexibly capture the relationship between clinical outcome and possibly high-dimensional covariates, and it would also be useful for identifying subpopulations of patients who would benefit from the treatment. Results of simulation studies and a real-data analysis of a breast cancer clinical study show that the proposed method can precisely estimate ITEs, and these estimates possibly identify the subgroup of patients who can benefit from treatment.