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Orthogonal Learner for Estimating Heterogeneous Long-Term...
Haorui Ma, Dennis Frauen, Valentyn Melnychuk, Stefan Feuerriegel · 2026-04-01 · via stat.ML updates on arXiv.org

Estimation of heterogeneous long-term treatment effects (HLTEs) is relevant for personalized decision-making in marketing, economics, and medicine, where short-term observational datasets are often combined with long-term observational datasets. However, HLTE estimation is challenging due to limited overlap in treatment assignments or in long-term outcomes for certain subpopulations, which can lead to unstable HLTE estimates with large finite-sample variance. To address this challenge, we introduce the LT-O-learners (Long-Term Orthogonal Learners), a set of novel orthogonal learners for HLTE estimation in the canonical HLTE setting with surrogacy. The key idea of our LT-O-learners is to retarget the loss via custom overlap weights that downweight low-overlap samples. We show that the retargeted loss recovers the true HLTE pointwise and satisfies Neyman-orthogonality. We further prove two key theoretical results: (i) The nuisance error enters the error bound only through higher-order terms, which means our learners are robust to nuisance estimation error. (ii) Under a linear function class, the retargeting effectively controls the asymptotic variance of the HLTE estimator via the overlap weights in low-overlap regimes. We conduct experiments on synthetic and real-world datasets to confirm the theoretical properties of our LT-O-learners, particularly robustness in low-overlap regimes. To our knowledge, ours are the first orthogonal learners for HLTE estimation robust to low overlap in long-term settings.