Statistics > Machine Learning
[Submitted on 30 Sep 2021 (v1), last revised 1 Nov 2021 (this version, v2)]
Title:Towards Principled Causal Effect Estimation by Deep Identifiable Models
View PDFAbstract:As an important problem in causal inference, we discuss the estimation of treatment effects (TEs). Representing the confounder as a latent variable, we propose Intact-VAE, a new variant of variational autoencoder (VAE), motivated by the prognostic score that is sufficient for identifying TEs. Our VAE also naturally gives representations balanced for treatment groups, using its prior. Experiments on (semi-)synthetic datasets show state-of-the-art performance under diverse settings, including unobserved confounding. Based on the identifiability of our model, we prove identification of TEs under unconfoundedness, and also discuss (possible) extensions to harder settings.
Submission history
From: Pengzhou (Abel) Wu [view email][v1] Thu, 30 Sep 2021 12:19:45 UTC (5,809 KB)
[v2] Mon, 1 Nov 2021 10:57:46 UTC (5,826 KB)
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