Double/Debiased Machine Learning for Time-to-Event Outcomes Under Poor Overlap

ICLR 2026 Conference Submission15403 Authors

Keywords: causal machine learning, double/debiased machine learning, survival analysis, influence function, limited overlap

TL;DR: We develop double/debiased machine learning estimators for censored outcomes that address poor overlap between treatment groups and model misspecification, enabling robust causal inference when standard methods fail due to extreme propensity scores.

Abstract: In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of overlap are common issues in observational studies, and they often lead to inconsistent and inefficient estimators of the average treatment effect. Estimators targeting overlap weighted effects have been proposed to address the challenge of poor overlap, and methods enabling flexible machine learning for nuisance models address model misspecification. However, the approaches that allow machine learning for nuisance models have not been extended to the setting of weighted average treatment effects for time-to-event outcomes. In this work, we propose a class of one-step cross-fitted double/debiased machine learning estimators for the weighted cumulative causal effect as a function of restriction time. We prove that the proposed estimators are consistent, asymptotically linear, and reach semiparametric efficiency bounds under regularity conditions. Our simulations show that the proposed estimators using nonparametric machine learning nuisance models perform as well as established methods given access to correctly-specified parametric nuisance models, illustrating that our estimators mitigate the need for oracle parametric nuisance models. We apply the proposed methods to real-world observational data from a UK primary care database to compare the effects of anti-diabetic drugs on cancer clinical outcomes.

Primary Area: causal reasoning

Submission Number: 15403