Slide-DML: sliding-window-based estimation of heterogeneous treatment effects

Objective.Heterogeneous treatment effect (HTE) estimation is essential for understanding individual differences in physiological responses and supporting personalized healthcare. However, existing non-parametric HTE estimation methods often rely on complex partition strategies and may have limited interpretability when applied to physiological measurements with continuous variations and non-uniform data distributions. This study aims to develop an adaptive and interpretable framework for HTE estimation in physiological measurement systems.Approach.We propose a sliding-window-based double machine learning framework (Slide-DML) for non-parametric HTE estimation. Slide-DML adaptively constructs quasi-homogeneous local windows based on treatment effect variation and estimates local linear HTE within each selected window. The local estimates are subsequently aggregated using adaptive weighting to obtain a smooth global HTE function while preserving interpretability.Main results.The performance of Slide-DML was evaluated using synthetic data, semi-synthetic clinical data, and real physiological measurements. In synthetic experiments, Slide-DML achieved a mean squared error (MSE) of 0.006, outperforming existing machine learning-based HTE estimation methods. In semi-synthetic experiments, Slide-DML achieved a root MSE of 3.526, demonstrating superior performance compared with both machine learning-based and deep learning-based approaches. Experiments on real photoplethysmogram and electrocardiogram data further showed that the estimated treatment effect curves were consistent with established cardiovascular knowledge and provided improved interpretability.Significance.Slide-DML provides an effective and interpretable approach for estimating HTE in physiological measurement systems. By capturing continuous variations in physiological states, the proposed framework may facilitate individualized analysis of cardiovascular responses and support personalized healthcare applications, such as cuffless blood pressure monitoring using wearable physiological devices.