Representation Learning for Sample-Efficient CATE Estimation by Leveraging Multiple Outcomes
- URL: http://arxiv.org/abs/2609.06294v1
- Date: Sat, 05 Sep 2026 23:04:53 GMT
- Title: Representation Learning for Sample-Efficient CATE Estimation by Leveraging Multiple Outcomes
- Abstract summary: Estimating conditional average treatment effects (CATE) enables efficient targeting of interventions.<n>We show that a representation-based estimator can still achieve lower error when the reduction in estimator variance outweighs the bias due to compression.
- Score: 12.645802071976638
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Estimating conditional average treatment effects (CATE) enables efficient targeting of interventions, but many applications have limited experimental samples, making it difficult to estimate heterogeneous effects from high-dimensional covariates. In such settings, policymakers and medical practitioners often succumb to the curse of dimensionality or apply off-the-shelf dimension reduction methods that may not preserve treatment heterogeneity. Yet these domains often come with large historical datasets measuring a wide range of outcomes -- a source of supervision that is rarely exploited in practice. Following causal representation learning, we hypothesize that such domains with high-dimensional covariates have lower-dimensional underlying dynamics. We can thus leverage the diverse outcomes measured in historical data to learn a lower-dimensional representation of the covariates. Theoretically, we prove that when the auxiliary outcomes satisfy a set of surrogacy conditions and the representation retains relevant covariate information, the original CATE is identified when the high-dimensional covariates are replaced by the learned representation. Combined with existing dimension-dependent rates for CATE estimation, the result implies greater sample-efficiency on the same experimental sample. Additionally, we characterize the bias-variance tradeoff when the assumptions do not hold perfectly, and show that the representation-based estimator can still achieve lower error when the reduction in estimator variance outweighs the bias due to compression. Empirically, we evaluate the method on synthetic data and semi-synthetic medical data.
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