Variational Causal Inference

Yulun Wu, Layne C Price, Zichen Wang, Vassilis N. Ioannidis, Rob Barton, George Karypis

Keywords: variational bayes, causal inference, deep neural network, graphical model, probabilistic model, asymptotic statistics, high-dimensional statistics, single-cell perturbation

TL;DR: We developed a variational Bayesian causal inference framework for high-dimensional individualized treatment effect prediction.

Abstract: Estimating an individual's potential outcomes under counterfactual treatments is a challenging task for traditional causal inference and supervised learning approaches when the outcome is high-dimensional (e.g. gene expressions, impulse responses, human faces) and covariates are relatively limited. In this case, to construct one's outcome under a counterfactual treatment, it is crucial to leverage individual information contained in its observed factual outcome on top of the covariates. We propose a deep variational Bayesian framework that rigorously integrates two main sources of information for outcome construction under a counterfactual treatment: one source is the individual features embedded in the high-dimensional factual outcome; the other source is the response distribution of similar subjects (subjects with the same covariates) that factually received this treatment of interest.