Tree-based ensemble methods for individualized treatment rules

There is a growing interest in the development of statistical methods for personalized medicine or precision medicine, especially for deriving optimal individualized treatment rules (ITRs). An ITR recommends a patient to a treatment based on the patient's characteristics. The common parametric methods for deriving an optimal ITR, which model the clinical endpoint as a function of the patient's characteristics, can have suboptimal performance when the conditional mean model is misspecified. Recent methodology development has cast the problem of deriving optimal ITR under a weighted classification framework. Under this weighted classification framework, we develop a weighted random forests (W-RF) algorithm that derives an optimal ITR nonparametrically. In addition, with the W-RF algorithm, we propose the variable importance measures for quantifying relative relevance of the patient's characteristics to treatment selection, and the out-of-bag estimator for the population average outcome under the estimated optimal ITR. Our proposed methods are evaluated through intensive simulation studies. We illustrate the application of our methods using data from Clinical Antipsychotic Trials of Intervention Effectiveness Alzheimer's Disease Study.