Moderately-Balanced Representation Learning for Treatment Effects with Orthogonality Information

Autor: Huang, Yiyan, Leung, Cheuk Hang, Ma, Shumin, Wu, Qi, Wang, Dongdong, Huang, Zhixiang
Rok vydání: 2022
Předmět:
Druh dokumentu: Working Paper
Popis: Estimating the average treatment effect (ATE) from observational data is challenging due to selection bias. Existing works mainly tackle this challenge in two ways. Some researchers propose constructing a score function that satisfies the orthogonal condition, which guarantees that the established ATE estimator is "orthogonal" to be more robust. The others explore representation learning models to achieve a balanced representation between the treated and the controlled groups. However, existing studies fail to 1) discriminate treated units from controlled ones in the representation space to avoid the over-balanced issue; 2) fully utilize the "orthogonality information". In this paper, we propose a moderately-balanced representation learning (MBRL) framework based on recent covariates balanced representation learning methods and orthogonal machine learning theory. This framework protects the representation from being over-balanced via multi-task learning. Simultaneously, MBRL incorporates the noise orthogonality information in the training and validation stages to achieve a better ATE estimation. The comprehensive experiments on benchmark and simulated datasets show the superiority and robustness of our method on treatment effect estimations compared with existing state-of-the-art methods.
Comment: This paper was accepted and will be published at the 19th Pacific Rim International Conference on Artificial Intelligence (PRICAI2022)
Databáze: arXiv