Papers › Measuring Variable Importance in Heterogeneous Treatment Effects with Confidence

Measuring Variable Importance in Heterogeneous Treatment Effects with Confidence

23 Aug 2024arXiv:2408.13002archive 2025-07-28

Joseph Paillard, Angel Reyero Lobo, Vitaliy Kolodyazhniy, Bertrand Thirion, Denis A. Engemann

Causal machine learning holds promise for estimating individual treatment effects from complex data. For successful real-world applications of machine learning methods, it is of paramount importance to obtain reliable insights into which variables drive heterogeneity in the response to treatment. We propose PermuCATE, an algorithm based on the Conditional Permutation Importance (CPI) method, for statistically rigorous global variable importance assessment in the estimation of the Conditional Average Treatment Effect (CATE). Theoretical analysis of the finite sample regime and empirical studies show that PermuCATE has lower variance than the Leave-One-Covariate-Out (LOCO) reference method and provides a reliable measure of variable importance. This property increases statistical power, which is crucial for causal inference in the limited-data regime common to biomedical applications. We empirically demonstrate the benefits of PermuCATE in simulated and real-world health datasets, including settings with up to hundreds of correlated variables.

Code

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Methods

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections