Identifying Treatment Effects under Unobserved Confounding by Causal Representation Learning

Pengzhou Abel Wu, Kenji Fukumizu

Keywords: VAE, variational autoencoder, Representation Learning, treatment effects, causal inference, Unobserved Confounding, identifiability, CATE, ATE

Abstract: As an important problem of causal inference, we discuss the estimation of treatment effects under the existence of unobserved confounding. By representing the confounder as a latent variable, we propose Counterfactual VAE, a new variant of variational autoencoder, based on recent advances in identifiability of representation learning. Combining the identifiability and classical identification results of causal inference, under mild assumptions on the generative model and with small noise on the outcome, we theoretically show that the confounder is identifiable up to an affine transformation and then the treatment effects can be identified. Experiments on synthetic and semi-synthetic datasets demonstrate that our method matches the state-of-the-art, even under settings violating our formal assumptions.

One-sentence Summary: A new VAE architecture is proposed for estimating causal effects under unobserved confounding, with theoretical analysis and state-of-the-art performance.

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