Optimal Transport for Treatment Effect Estimation

Hao Wang, Jiajun Fan, Zhichao Chen, Haoxuan Li, Weiming Liu, Tianqiao Liu, Quanyu Dai, Yichao Wang, Zhenhua Dong, Ruiming Tang

Keywords: treatment effect estimation, optimal transport, wasserstein, causal inference, counterfactual

TL;DR: A new take on OT technology in the context of causal inference, alleviating two issues that impede the effectiveness of backdoor adjustment approaches.

Abstract:

Estimating individual treatment effects from observational data is challenging due to treatment selection bias. Prevalent methods mainly mitigate this issue by aligning different treatment groups in the latent space, the core of which is the calculation of distribution discrepancy. However, two issues that are often overlooked can render these methods invalid:
(1) mini-batch sampling effects (MSE), where the calculated discrepancy is erroneous in non-ideal mini-batches with outcome imbalance and outliers;
(2) unobserved confounder effects (UCE), where the unobserved confounders are not considered in the discrepancy calculation.
Both of these issues invalidate the calculated discrepancy, mislead the training of estimators, and thus impede the handling of treatment selection bias.
To tackle these issues, we propose Entire Space CounterFactual Regression (ESCFR), which is a new take on optimal transport technology in the context of causality.
Specifically, based on the canonical optimal transport framework, we propose a relaxed mass-preserving regularizer to address the MSE issue and design a proximal factual outcome regularizer to handle the UCE issue.
Extensive experiments demonstrate that ESCFR estimates distribution discrepancy accurately, handles the treatment selection bias effectively, and outperforms prevalent competitors significantly.

Submission Number: 10721