Toward Fair and Robust Optimal Treatment Regimes

Kwangho Kim, Jose R Zubizarreta

Keywords: Doubly robust estimator, Causal Inference, Observational Studies, Stochastic Optimization

Abstract:

We propose a new framework for robust nonparametric estimation of optimal treatment regimes under flexible fairness constraints.
Under standard regularity conditions we show that the resulting estimators possess the double robustness property. We use this framework to characterize the trade-off between fairness and the maximum welfare that is achievable by the optimal treatment policy.