Random forests of interaction trees for estimating individualized treatment effects in randomized trials.

Assessing heterogeneous treatment effects is a growing interest in advancing precision medicine. Individualized treatment effects (ITEs) play a critical role in such an endeavor. Concerning experimental data collected from randomized trials, we put forward a method, termed random forests of interaction trees (RFIT), for estimating ITE on the basis of interaction trees. To this end, we propose a smooth sigmoid surrogate method, as an alternative to greedy search, to speed up tree construction. The RFIT outperforms the "separate regression" approach in estimating ITE. Furthermore, standard errors for the estimated ITE via RFIT are obtained with the infinitesimal jackknife method. We assess and illustrate the use of RFIT via both simulation and the analysis of data from an acupuncture headache trial.