Differentially Private Estimation of Heterogeneous Causal Effects

Fengshi Niu, Harsha Nori, Brian Quistorff, Rich Caruana, Donald Ngwe, Aadharsh Kannan

Keywords: causal inference, differential privacy, interpretability, generalized additive models

TL;DR: We introduce a general meta-algorithm for estimating conditional average treatment effects with differential privacy guarantees.

Abstract: Estimating heterogeneous treatment effects in domains such as healthcare or social science often involves sensitive data where protecting privacy is important. We introduce a general meta-algorithm for estimating conditional average treatment effects (CATE) with differential privacy guarantees. Our meta-algorithm can work with simple, single-stage CATE estimators such as S-learner and more complex multi-stage estimators such as DR and R-learner. We perform a tight privacy analysis by taking advantage of sample splitting in our meta-algorithm and the parallel composition property of differential privacy. In this paper, we implement our approach using DP-EBMs as the base learner. DP-EBMs are interpretable, high-accuracy models with privacy guarantees, which allow us to directly observe the impact of DP noise on the learned causal model. Our experiments show that multi-stage CATE estimators incur larger accuracy loss than single-stage CATE or ATE estimators and that most of the accuracy loss from differential privacy is due to an increase in variance, not biased estimates of treatment effects.

Community Implementations: [ 2 code implementations](https://www.catalyzex.com/paper/arxiv:2202.11043/code)