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Learning Representations for Counterfactual Inference

About

Observational studies are rising in importance due to the widespread accumulation of data in fields such as healthcare, education, employment and ecology. We consider the task of answering counterfactual questions such as, "Would this patient have lower blood sugar had she received a different medication?". We propose a new algorithmic framework for counterfactual inference which brings together ideas from domain adaptation and representation learning. In addition to a theoretical justification, we perform an empirical comparison with previous approaches to causal inference from observational data. Our deep learning algorithm significantly outperforms the previous state-of-the-art.

Fredrik D. Johansson, Uri Shalit, David Sontag• 2016

Related benchmarks

TaskDatasetResultRank
CATE estimationIHDP 100 train test splits (out-sample)
ERout2.29
53
Individual Treatment Effect EstimationIHDP (within-sample)
Sqrt PEHE2.2
49
Individual Treatment Effect EstimationIHDP (out-of-sample)
sqrt(PEHE)2.1
45
Policy Error Rate EstimationHC-MNIST (out-sample)
Error Rate (Out-Sample)11.37
33
Individual Treatment Effect EstimationJobs (out-of-sample)
R_pol0.25
32
CATE estimationIHDP (In-sample)
PEHE0.709
22
CATE estimationACIC 2016 (Out-sample)
PEHE3.368
22
CATE estimationIHDP (Out-sample)
PEHE1.806
22
Individual Treatment Effect EstimationJobs (within-sample)
R_pol0.22
18
Counterfactual error estimationJobs (in-sample)
R_pol0.232
15
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