ABSTRACT The estimation of the heterogeneous treatment effect (HTE) is critical in medical research. It provides insights into how treatment effects vary among individuals, which can provide statistical evidence for precision medicine. While most existing methods focus on binary treatment situations, real‐world applications often involve multiple interventions. However, current HTE estimation methods are designed primarily for binary comparisons and often rely on black‐box models, which limits their applicability and interpretability in multi‐arm settings. To address these challenges, we propose an interpretable machine learning framework for HTE estimation in multi‐arm trials. Our method employs a rule‐based ensemble approach consisting of rule generation, rule ensembling, and HTE estimation, ensuring both predictive accuracy and interpretability. Through extensive simulation studies and real data applications, the performance of our method was evaluated against that of state‐of‐the‐art multi‐arm HTE estimation approaches. The results indicate that our approach achieves lower bias and higher estimation accuracy than existing methods. Furthermore, the interpretability of our framework allows clearer insights into how covariates influence treatment effects, facilitating clinical decision‐making. By bridging the gap between accuracy and interpretability, our study contributes a valuable tool for multi‐arm HTE estimation, supporting precision medicine.
Wan et al. (Sun,) studied this question.