Towards Principled Causal Effect Estimation by Deep Identifiable Models
- URL: http://arxiv.org/abs/2109.15062v1
- Date: Thu, 30 Sep 2021 12:19:45 GMT
- Title: Towards Principled Causal Effect Estimation by Deep Identifiable Models
- Authors: Pengzhou Wu and Kenji Fukumizu
- Abstract summary: We discuss the estimation of treatment effects (TEs) under unobserved confounding.
We propose Intact-VAE, a new variant of variational autoencoder (VAE), motivated by the prognostic score that is sufficient for identifying TEs.
- Score: 21.33872753593482
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: As an important problem of causal inference, we discuss the estimation of
treatment effects (TEs) under unobserved confounding. 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 representation
balanced for treatment groups, using its prior. Experiments on (semi-)synthetic
datasets show state-of-the-art performance under diverse settings. Based on the
identifiability of our model, further theoretical developments on
identification and consistent estimation are also discussed. This paves the way
towards principled causal effect estimation by deep neural networks.
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