Doing Great at Estimating CATE? On the Neglected Assumptions in Benchmark Comparisons of Treatment Effect Estimators

• URL: http://arxiv.org/abs/2107.13346v1
• Date: Wed, 28 Jul 2021 13:21:27 GMT
• Title: Doing Great at Estimating CATE? On the Neglected Assumptions in Benchmark Comparisons of Treatment Effect Estimators
• Authors: Alicia Curth and Mihaela van der Schaar
• Abstract summary: We show that even in arguably the simplest setting, estimation under ignorability assumptions can be misleading. We consider two popular machine learning benchmark datasets for evaluation of heterogeneous treatment effect estimators. We highlight that the inherent characteristics of the benchmark datasets favor some algorithms over others.
• Score: 91.3755431537592
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: The machine learning toolbox for estimation of heterogeneous treatment effects from observational data is expanding rapidly, yet many of its algorithms have been evaluated only on a very limited set of semi-synthetic benchmark datasets. In this paper, we show that even in arguably the simplest setting -- estimation under ignorability assumptions -- the results of such empirical evaluations can be misleading if (i) the assumptions underlying the data-generating mechanisms in benchmark datasets and (ii) their interplay with baseline algorithms are inadequately discussed. We consider two popular machine learning benchmark datasets for evaluation of heterogeneous treatment effect estimators -- the IHDP and ACIC2016 datasets -- in detail. We identify problems with their current use and highlight that the inherent characteristics of the benchmark datasets favor some algorithms over others -- a fact that is rarely acknowledged but of immense relevance for interpretation of empirical results. We close by discussing implications and possible next steps.

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