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arXiv 2001.10652cs.LGstat.ML

Treatment effect estimation with disentangled latent factors

University of South Australia(南澳大利亚大学)

Weijia Zhang, Lin Liu, Jiuyong Li

英文摘要:

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 outcome. Unfortunately, this assumption is frequently violated in real-world applications, since some variables only affect the treatment but not the outcome, and vice versa. Moreover, in many cases only the proxy variables of the underlying confounding factors can be observed. In this work, we first show the importance of differentiating confounding factors from instrumental and risk factors for both average and conditional average treatment effect estimation, and then we propose a variational inference approach to simultaneously infer latent factors from the observed variables, disentangle the factors into three disjoint sets corresponding to the instrumental, confounding, and risk factors, and use the disentangled factors for treatment effect estimation. Experimental results demonstrate the effectiveness of the proposed method on a wide range of synthetic, benchmark, and real-world datasets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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