Structure-Adaptive Estimation of Heterogeneous Treatment Effects with Kernel Methods

원문 초록

We study conditional average treatment effect (CATE) estimation from observational data in regimes with potentially weak overlap, when the nuisance response functions lie in a reproducing kernel Hilbert space (RKHS), but the contrast function is structurally simpler. We consider three forms of such simplicity: (i) membership in a lower-complexity RKHS with faster eigenvalue decay, (ii) a source condition relative to the nuisance kernel, or (iii) dependence on a known low-dimensional covariate representation. We develop a unified two-stage kernel ridge regression procedure that remains valid under weak overlap and attains minimax rates determined by the complexity of the contrast function. The procedure avoids propensity-score estimation and separate nuisance convergence-rate assumptions. We also show that a simple model-selection step over candidate contrast spaces and regularization levels satisfies an oracle inequality, enabling adaptation to unknown CATE regularity.