Abstract
Estimating individualized treatment effects (ITEs) from observational data is crucial for decision-making. In order to obtain unbiased ITE estimates, a common assumption is that all confounders are observed. However, in practice, it is unlikely that we observe these confounders directly. Instead, we often observe noisy measurements of true confounders, which can serve as valid proxies. In this paper, we address the problem of estimating ITE in the longitudinal setting where we observe noisy proxies instead of true confounders. To this end, we develop the Deconfounding Temporal Autoencoder (DTA), a novel method that leverages observed noisy proxies to learn a hidden embedding that reflects the true hidden confounders. In particular, the DTA combines a long short-term memory autoencoder with a causal regularization penalty that renders the potential outcomes and treatment assignment conditionally independent given the learned hidden embedding. Once the hidden embedding is learned via DTA, state-of-the-art outcome models can be used to control for it and obtain unbiased estimates of ITE. Using synthetic and real-world medical data, we demonstrate the effectiveness of our DTA by improving over state-of-the-art benchmarks by a substantial margin.
Item Type: | Conference or Workshop Item (Paper) |
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Keywords: | individualized treatment effects; time-varying hidden confounders; noisy proxies; causal machine learning; artificial intelligence; KI, Künstliche Intelligenz, KI |
Faculties: | Munich School of Management > Institute of Artificial Intelligence (AI) in Management |
Subjects: | 000 Computer science, information and general works > 000 Computer science, knowledge, and systems |
ISSN: | 2640-3498 |
Place of Publication: | Cambridge, MA |
Language: | English |
Item ID: | 94988 |
Date Deposited: | 09. Mar 2023, 09:59 |
Last Modified: | 09. Mar 2023, 09:59 |