PyTMLE: A Flexible Python Library for Targeted Estimation of Survival and Competing Risks using Causal Machine Learning
Guski, J.; Aborageh, M.; Fröhlich, H.
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BackgroundTargeted estimation offers a robust and unbiased approach for causal inference of the average treatment effect (ATE) from observational data, even with confounding, dependent censoring, and competing risks. Its advantages include double robustness, statistical rigor, and flexible data-adaptive modeling, potentially leveraging machine/deep learning. However, existing implementations lack model selection flexibility and are R-based, hindering adoption by the Python-focused machine learning community. ResultsWe propose PyTMLE, a flexible Python package for causal machine learning-based targeted estimation with survival outcomes and competing risks. PyTMLE supports scikit-survival and pycox, and inbuilt robustness checks based on E-values. PyTMLE is easy to use with initial estimation of nuisance parameters that are obtained via super learning by default. We showcase its basic usage on the established Hodgkins disease dataset, where our package reveals the protective effect of chemotherapy on relapse risk. ConclusionsThis package promotes targeted estimation in time-to-event analysis for applied machine learning, enabling fully data-adaptive nuisance parameter estimation, potentially with deep learning. Future enhancements may include time-dependent confounders and dynamic treatment regimes.
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