Advancing Counterfactual Inference through Quantile Regression

Shaoan Xie, Biwei Huang, Bin Gu, Tongliang Liu, Kun Zhang

Primary Area: causal reasoning

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Keywords: Counterfactual Inference, Quantile Regression, Individual Treatment Effect Estimation

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TL;DR: We reformulate the counterfactual inference problem as a bi-level quantile regression problem

Abstract: The capacity to address counterfactual "what if" inquiries is crucial for understanding and making use of causal influences. Traditional counterfactual inference usually assumes a structural causal model is available. However, in practice, such a causal model is often unknown and may not be identifiable. This paper aims to perform reliable counterfactual inference based on the (learned) qualitative causal structure and observational data, without a given causal model or even directly estimating conditional distributions. We re-cast counterfactual reasoning as an extended quantile regression problem using neural networks. The approach is statistically more efficient than existing ones, and further makes it possible to develop the generalization ability of the estimated counterfactual outcome to unseen data and provide an upper bound on the generalization error. Experiment results on multiple datasets strongly support our theoretical claims.

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Submission Number: 1129