We introduce efficient plug-in (EP) learning, a novel framework for the estimation of heterogeneous causal contrasts, such as the conditional average treatment effect and conditional relative risk. The EP-learning framework enjoys the same oracle efficiency as Neyman-orthogonal learning strategies, such as DR-learning and R-learning, while addressing some of their primary drawbacks: (i) their practical applicability can be hindered by non-convex loss functions; and (ii) they may suffer from poor performance and instability due to inverse probability weighting and pseudo-outcomes that violate bounds. To overcome these issues, the EP-learner leverages an efficient plug-in estimator of the population risk function for the causal contrast. In doing so, it inherits the stability of plug-in strategies such as T-learning, while improving on their efficiency. Under reasonable conditions, EP-learners based on empirical risk minimization are oracle-efficient, exhibiting asymptotic equivalence to the minimizer of an oracle-efficient one-step debiased estimator of the population risk function. In simulation experiments, we show that EP-learners of the conditional average treatment effect and conditional relative risk outperform state-of-the-art competitors, including the T-learner, R-learner, and DR-learner. Open-source implementations of the proposed methods are available in our \texttt{R} package \texttt{hte3}.
B-Learner: Quasi-Oracle Bounds on Heterogeneous Causal Effects Under Hidden Confounding
Cornell University(康奈尔大学);Cornell Tech(康奈尔科技校区);Princeton University(普林斯顿大学);Technion, Israel Institute of Technology(以色列理工学院);University of Oxford(牛津大学)
ProximalFM: Amortized Proximal Causal Inference under Hidden Confounding
University of Oxford(牛津大学);Harvard University(哈佛大学);University of Illinois Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校);Perelman School of Medicine, University of Pennsylvania(宾夕法尼亚大学佩雷尔曼医学院);Vector Institute(向量研究所);University College London(伦敦大学学院)
Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes
Technical University of Munich(慕尼黑工业大学);Helmholtz Munich(慕尼黑亥姆霍兹中心);Munich Center for Machine Learning(慕尼黑机器学习中心);University of Oxford(牛津大学);Lund University(隆德大学);Imperial College London(伦敦帝国学院)