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Causal analysis for time series data, in particular estimating individualized treatment effect (ITE), is a key task in many real-world applications, such as finance, retail, healthcare, etc. Real-world time series can include large-scale,…

Machine Learning · Computer Science 2023-03-07 Defu Cao , James Enouen , Yujing Wang , Xiangchen Song , Chuizheng Meng , Hao Niu , Yan Liu

Individual treatment effect (ITE) represents the expected improvement in the outcome of taking a particular action to a particular target, and plays important roles in decision making in various domains. However, its estimation problem is…

Machine Learning · Computer Science 2020-05-12 Shonosuke Harada , Hisashi Kashima

One of the central goals of causal machine learning is the accurate estimation of heterogeneous treatment effects from observational data. In recent years, meta-learning has emerged as a flexible, model-agnostic paradigm for estimating…

Artificial Intelligence · Computer Science 2024-11-14 Henri Arno , Paloma Rabaey , Thomas Demeester

Given only data generated by a standard confounding graph with unobserved confounder, the Average Treatment Effect (ATE) is not identifiable. To estimate the ATE, a practitioner must then either (a) collect deconfounded data;(b) run a…

Machine Learning · Statistics 2021-03-09 Kyra Gan , Andrew A. Li , Zachary C. Lipton , Sridhar Tayur

We propose a model-free framework for sensitivity analysis of individual treatment effects (ITEs), building upon ideas from conformal inference. For any unit, our procedure reports the $\Gamma$-value, a number which quantifies the minimum…

Methodology · Statistics 2022-04-26 Ying Jin , Zhimei Ren , Emmanuel J. Candès

The treatment effects of medications play a key role in guiding medical prescriptions. They are usually assessed with randomized controlled trials (RCTs), which are expensive. Recently, large-scale electronic health records (EHRs) have…

Machine Learning · Statistics 2019-08-20 Linying Zhang , Yixin Wang , Anna Ostropolets , Jami J. Mulgrave , David M. Blei , George Hripcsak

Convenient access to observational data enables us to learn causal effects without randomized experiments. This research direction draws increasing attention in research areas such as economics, healthcare, and education. For example, we…

Social and Information Networks · Computer Science 2019-12-03 Ruocheng Guo , Jundong Li , Huan Liu

The heterogeneity of treatment effect (HTE) lies at the heart of precision medicine. Randomized controlled trials are gold-standard for treatment effect estimation but are typically underpowered for heterogeneous effects. In contrast, large…

Methodology · Statistics 2024-11-14 Shu Yang , Siyi Liu , Donglin Zeng , Xiaofei Wang

Learning Interpretable representation in medical applications is becoming essential for adopting data-driven models into clinical practice. It has been recently shown that learning a disentangled feature representation is important for a…

Machine Learning · Computer Science 2019-04-19 Mhd Hasan Sarhan , Abouzar Eslami , Nassir Navab , Shadi Albarqouni

Measuring treatment effects in observational studies is challenging because of confounding bias. Confounding occurs when a variable affects both the treatment and the outcome. Traditional methods such as propensity score matching estimate…

Methodology · Statistics 2021-12-23 Bevan I. Smith , Charles Chimedza

Individual Treatment Effect (ITE) estimation is an extensively researched problem, with applications in various domains. We model the case where there exists heterogeneous non-compliance to a randomly assigned treatment, a typical situation…

Machine Learning · Statistics 2020-10-26 Thibaud Rahier , Amélie Héliou , Matthieu Martin , Christophe Renaudin , Eustache Diemert

Causal Inference has wide applications in various areas such as E-commerce and precision medicine, and its performance heavily relies on the accurate estimation of the Individual Treatment Effect (ITE). Conventionally, ITE is predicted by…

Machine Learning · Computer Science 2023-10-23 Kailiang Zhong , Fengtong Xiao , Yan Ren , Yaorong Liang , Wenqing Yao , Xiaofeng Yang , Ling Cen

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

Methodology · Statistics 2024-10-10 Xinhai Zhang , Xingye Qiao

NOTE: This preprint has a flawed theoretical formulation. Please avoid it and refer to the ICLR22 publication https://openreview.net/forum?id=q7n2RngwOM. Also, arXiv:2109.15062 contains some new ideas on unobserved Confounding. As an…

Machine Learning · Statistics 2022-04-22 Pengzhou Wu , Kenji Fukumizu

Much research has been devoted to the problem of estimating treatment effects from observational data; however, most methods assume that the observed variables only contain confounders, i.e., variables that affect both the treatment and the…

Machine Learning · Computer Science 2021-04-27 Weijia Zhang , Lin Liu , Jiuyong Li

Treatment effect estimation can assist in effective decision-making in e-commerce, medicine, and education. One popular application of this estimation lies in the prediction of the impact of a treatment (e.g., a promotion) on an outcome…

Machine Learning · Computer Science 2023-09-26 Xiaofeng Lin , Guoxi Zhang , Xiaotian Lu , Han Bao , Koh Takeuchi , Hisashi Kashima

An important aspect of the performance of algorithms that predict individualized treatment effects (ITE) is moderate calibration, i.e., the average treatment effect among individuals with predicted treatment effect of z being equal to z.…

Methodology · Statistics 2025-12-10 Mohsen Sadatsafavi , Jeroen Hoogland , Thomas P. A. Debray , John Petkau

Estimating treatment effects from observational data is challenging due to two main reasons: (a) hidden confounding, and (b) covariate mismatch (control and treatment groups not having identical distributions). Long lines of works exist…

Machine Learning · Computer Science 2025-04-30 Praharsh Nanavati , Ranjitha Prasad , Karthikeyan Shanmugam

Machine learning has shown much promise in helping improve the quality of medical, legal, and financial decision-making. In these applications, machine learning models must satisfy two important criteria: (i) they must be causal, since the…

Machine Learning · Computer Science 2021-10-12 Carolyn Kim , Osbert Bastani

One of the major challenges in estimating conditional potential outcomes and conditional average treatment effects (CATE) is the presence of hidden confounders. Since testing for hidden confounders cannot be accomplished only with…

Machine Learning · Computer Science 2025-06-17 Ahmed Aloui , Juncheng Dong , Ali Hasan , Vahid Tarokh