Balance Regularized Neural Network Models for Causal Effect Estimation
Abstract
Estimating individual and average treatment effects from observational data is an important problem in many domains such as healthcare and e-commerce. In this paper, we advocate balance regularization of multi-head neural network architectures. Our work is motivated by representation learning techniques to reduce differences between treated and untreated distributions that potentially arise due to confounding factors. We further regularize the model by encouraging it to predict control outcomes for individuals in the treatment group that are similar to control outcomes in the control group. We empirically study the bias-variance trade-off between different weightings of the regularizers, as well as between inductive and transductive inference.
Cite
@article{arxiv.2011.11199,
title = {Balance Regularized Neural Network Models for Causal Effect Estimation},
author = {Mehrdad Farajtabar and Andrew Lee and Yuanjian Feng and Vishal Gupta and Peter Dolan and Harish Chandran and Martin Szummer},
journal= {arXiv preprint arXiv:2011.11199},
year = {2020}
}
Comments
Causal Discovery & Causality-Inspired Machine Learning Workshop at Neural Information Processing Systems, 2020