Orthogonal Representation Learning for Estimating Causal Quantities
- URL: http://arxiv.org/abs/2502.04274v1
- Date: Thu, 06 Feb 2025 18:18:48 GMT
- Title: Orthogonal Representation Learning for Estimating Causal Quantities
- Authors: Valentyn Melnychuk, Dennis Frauen, Jonas Schweisthal, Stefan Feuerriegel,
- Abstract summary: We propose a class of Neyman-orthogonal learners for causal quantities defined at the representation level, which we call OR-learners.
Our OR-learners have several practical advantages: they allow for consistent estimation of causal quantities based on any learned representation, while offering favorable theoretical properties including double robustness and quasi-oracle efficiency.
- Score: 25.068617118126824
- License:
- Abstract: Representation learning is widely used for estimating causal quantities (e.g., the conditional average treatment effect) from observational data. While existing representation learning methods have the benefit of allowing for end-to-end learning, they do not have favorable theoretical properties of Neyman-orthogonal learners, such as double robustness and quasi-oracle efficiency. Also, such representation learning methods often employ additional constraints, like balancing, which may even lead to inconsistent estimation. In this paper, we propose a novel class of Neyman-orthogonal learners for causal quantities defined at the representation level, which we call OR-learners. Our OR-learners have several practical advantages: they allow for consistent estimation of causal quantities based on any learned representation, while offering favorable theoretical properties including double robustness and quasi-oracle efficiency. In multiple experiments, we show that, under certain regularity conditions, our OR-learners improve existing representation learning methods and achieve state-of-the-art performance. To the best of our knowledge, our OR-learners are the first work to offer a unified framework of representation learning methods and Neyman-orthogonal learners for causal quantities estimation.
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