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
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Individual Treatment Effect Estimation | IHDP (within-sample) | Sqrt PEHE2.2 | 49 | |
| Individual Treatment Effect Estimation | Jobs (out-of-sample) | R_pol0.25 | 32 | |
| Individual Treatment Effect Estimation | IHDP (out-of-sample) | sqrt(PEHE)2.1 | 32 | |
| Individual Treatment Effect Estimation | Jobs (within-sample) | R_pol0.22 | 18 | |
| Counterfactual error estimation | Jobs (in-sample) | R_pol0.232 | 15 | |
| CATE estimation | IHDP (In-sample) | PEHE0.709 | 13 | |
| CATE estimation | ACIC 2016 (In-sample) | PEHE3.345 | 13 | |
| CATE estimation | IHDP (Out-sample) | PEHE1.806 | 13 | |
| CATE estimation | ACIC 2016 (Out-sample) | PEHE3.368 | 13 | |
| Counterfactual error estimation | Twins (out-sample) | AUC67.6 | 13 |
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