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Contrastive Balancing Representation Learning for Heterogeneous Dose-Response Curves Estimation
Mar 21, 2024
Estimating the individuals' potential response to varying treatment doses is crucial for decision-making in areas such as precision medicine and management science. Most recent studies predict counterfactual outcomes by learning a covariate representation that is independent of the treatment variable. However, such independence constraints neglect much of the covariate information that is useful for counterfactual prediction, especially when the treatment variables are continuous. To tackle the above issue, in this paper, we first theoretically demonstrate the importance of the balancing and prognostic representations for unbiased estimation of the heterogeneous dose-response curves, that is, the learned representations are constrained to satisfy the conditional independence between the covariates and both of the treatment variables and the potential responses. Based on this, we propose a novel Contrastive balancing Representation learning Network using a partial distance measure, called CRNet, for estimating the heterogeneous dose-response curves without losing the continuity of treatments. Extensive experiments are conducted on synthetic and real-world datasets demonstrating that our proposal significantly outperforms previous methods.
Pareto-Optimal Estimation and Policy Learning on Short-term and Long-term Treatment Effects
Mar 12, 2024
This paper focuses on developing Pareto-optimal estimation and policy learning to identify the most effective treatment that maximizes the total reward from both short-term and long-term effects, which might conflict with each other. For example, a higher dosage of medication might increase the speed of a patient's recovery (short-term) but could also result in severe long-term side effects. Although recent works have investigated the problems about short-term or long-term effects or the both, how to trade-off between them to achieve optimal treatment remains an open challenge. Moreover, when multiple objectives are directly estimated using conventional causal representation learning, the optimization directions among various tasks can conflict as well. In this paper, we systematically investigate these issues and introduce a Pareto-Efficient algorithm, comprising Pareto-Optimal Estimation (POE) and Pareto-Optimal Policy Learning (POPL), to tackle them. POE incorporates a continuous Pareto module with representation balancing, enhancing estimation efficiency across multiple tasks. As for POPL, it involves deriving short-term and long-term outcomes linked with various treatment levels, facilitating an exploration of the Pareto frontier emanating from these outcomes. Results on both the synthetic and real-world datasets demonstrate the superiority of our method.
Hierarchical Topological Ordering with Conditional Independence Test for Limited Time Series
Aug 16, 2023
Learning directed acyclic graphs (DAGs) to identify causal relations underlying observational data is crucial but also poses significant challenges. Recently, topology-based methods have emerged as a two-step approach to discovering DAGs by first learning the topological ordering of variables and then eliminating redundant edges, while ensuring that the graph remains acyclic. However, one limitation is that these methods would generate numerous spurious edges that require subsequent pruning. To overcome this limitation, in this paper, we propose an improvement to topology-based methods by introducing limited time series data, consisting of only two cross-sectional records that need not be adjacent in time and are subject to flexible timing. By incorporating conditional instrumental variables as exogenous interventions, we aim to identify descendant nodes for each variable. Following this line, we propose a hierarchical topological ordering algorithm with conditional independence test (HT-CIT), which enables the efficient learning of sparse DAGs with a smaller search space compared to other popular approaches. The HT-CIT algorithm greatly reduces the number of edges that need to be pruned. Empirical results from synthetic and real-world datasets demonstrate the superiority of the proposed HT-CIT algorithm.
Instrumental Variables in Causal Inference and Machine Learning: A Survey
Dec 12, 2022
Causal inference is the process of using assumptions, study designs, and estimation strategies to draw conclusions about the causal relationships between variables based on data. This allows researchers to better understand the underlying mechanisms at work in complex systems and make more informed decisions. In many settings, we may not fully observe all the confounders that affect both the treatment and outcome variables, complicating the estimation of causal effects. To address this problem, a growing literature in both causal inference and machine learning proposes to use Instrumental Variables (IV). This paper serves as the first effort to systematically and comprehensively introduce and discuss the IV methods and their applications in both causal inference and machine learning. First, we provide the formal definition of IVs and discuss the identification problem of IV regression methods under different assumptions. Second, we categorize the existing work on IV methods into three streams according to the focus on the proposed methods, including two-stage least squares with IVs, control function with IVs, and evaluation of IVs. For each stream, we present both the classical causal inference methods, and recent developments in the machine learning literature. Then, we introduce a variety of applications of IV methods in real-world scenarios and provide a summary of the available datasets and algorithms. Finally, we summarize the literature, discuss the open problems and suggest promising future research directions for IV methods and their applications. We also develop a toolkit of IVs methods reviewed in this survey at https://github.com/causal-machine-learning-lab/mliv.
Confounder Balancing for Instrumental Variable Regression with Latent Variable
Nov 18, 2022
This paper studies the confounding effects from the unmeasured confounders and the imbalance of observed confounders in IV regression and aims at unbiased causal effect estimation. Recently, nonlinear IV estimators were proposed to allow for nonlinear model in both stages. However, the observed confounders may be imbalanced in stage 2, which could still lead to biased treatment effect estimation in certain cases. To this end, we propose a Confounder Balanced IV Regression (CB-IV) algorithm to jointly remove the bias from the unmeasured confounders and the imbalance of observed confounders. Theoretically, by redefining and solving an inverse problem for potential outcome function, we show that our CB-IV algorithm can unbiasedly estimate treatment effects and achieve lower variance. The IV methods have a major disadvantage in that little prior or theory is currently available to pre-define a valid IV in real-world scenarios. Thus, we study two more challenging settings without pre-defined valid IVs: (1) indistinguishable IVs implicitly present in observations, i.e., mixed-variable challenge, and (2) latent IVs don't appear in observations, i.e., latent-variable challenge. To address these two challenges, we extend our CB-IV by a latent-variable module, namely CB-IV-L algorithm. Extensive experiments demonstrate that our CB-IV(-L) outperforms the existing approaches.
Treatment Effect Estimation with Unmeasured Confounders in Data Fusion
Aug 23, 2022
In the presence of unmeasured confounders, we address the problem of treatment effect estimation from data fusion, that is, multiple datasets collected under different treatment assignment mechanisms. For example, marketers may assign different advertising strategies to the same products at different times/places. To handle the bias induced by unmeasured confounders and data fusion, we propose to separate the observational data into multiple groups (each group with an independent treatment assignment mechanism), and then explicitly model the group indicator as a Latent Group Instrumental Variable (LatGIV) to implement IV-based Regression. In this paper, we conceptualize this line of thought and develop a unified framework to (1) estimate the distribution differences of observed variables across groups; (2) model the LatGIVs from the different treatment assignment mechanisms; and (3) plug LatGIVs to estimate the treatment-response function. Empirical results demonstrate the advantages of the LatGIV compared with state-of-the-art methods.
Edge-Cloud Polarization and Collaboration: A Comprehensive Survey
Nov 12, 2021
Influenced by the great success of deep learning via cloud computing and the rapid development of edge chips, research in artificial intelligence (AI) has shifted to both of the computing paradigms, i.e., cloud computing and edge computing. In recent years, we have witnessed significant progress in developing more advanced AI models on cloud servers that surpass traditional deep learning models owing to model innovations (e.g., Transformers, Pretrained families), explosion of training data and soaring computing capabilities. However, edge computing, especially edge and cloud collaborative computing, are still in its infancy to announce their success due to the resource-constrained IoT scenarios with very limited algorithms deployed. In this survey, we conduct a systematic review for both cloud and edge AI. Specifically, we are the first to set up the collaborative learning mechanism for cloud and edge modeling with a thorough review of the architectures that enable such mechanism. We also discuss potentials and practical experiences of some on-going advanced edge AI topics including pretraining models, graph neural networks and reinforcement learning. Finally, we discuss the promising directions and challenges in this field.
Auto IV: Counterfactual Prediction via Automatic Instrumental Variable Decomposition
Jul 13, 2021
Instrumental variables (IVs), sources of treatment randomization that are conditionally independent of the outcome, play an important role in causal inference with unobserved confounders. However, the existing IV-based counterfactual prediction methods need well-predefined IVs, while it's an art rather than science to find valid IVs in many real-world scenes. Moreover, the predefined hand-made IVs could be weak or erroneous by violating the conditions of valid IVs. These thorny facts hinder the application of the IV-based counterfactual prediction methods. In this paper, we propose a novel Automatic Instrumental Variable decomposition (AutoIV) algorithm to automatically generate representations serving the role of IVs from observed variables (IV candidates). Specifically, we let the learned IV representations satisfy the relevance condition with the treatment and exclusion condition with the outcome via mutual information maximization and minimization constraints, respectively. We also learn confounder representations by encouraging them to be relevant to both the treatment and the outcome. The IV and confounder representations compete for the information with their constraints in an adversarial game, which allows us to get valid IV representations for IV-based counterfactual prediction. Extensive experiments demonstrate that our method generates valid IV representations for accurate IV-based counterfactual prediction.
Learning Decomposed Representation for Counterfactual Inference
Jun 12, 2020
One fundamental problem in the learning treatment effect from observational data is confounder identification and balancing. Most of the previous methods realized confounder balancing by treating all observed variables as confounders, ignoring the identification of confounders and non-confounders. In general, not all the observed variables are confounders which are the common causes of both the treatment and the outcome, some variables only contribute to the treatment and some contribute to the outcome. Balancing those non-confounders would generate additional bias for treatment effect estimation. By modeling the different relations among variables, treatment and outcome, we propose a synergistic learning framework to 1) identify and balance confounders by learning decomposed representation of confounders and non-confounders, and simultaneously 2) estimate the treatment effect in observational studies via counterfactual inference. Our empirical results demonstrate that the proposed method can precisely identify and balance confounders, while the estimation of the treatment effect performs better than the state-of-the-art methods on both synthetic and real-world datasets.