A causal fused lasso for interpretable heterogeneous treatment effects estimation

Understand

We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso.

• By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups.
• We then run the fused lasso to obtain piecewise constant treatment effects with respect to the ordering defined by the score.
• Similar to the existing methods based on discretizing the score, our methods yield interpretable subgroup effects.