A Critical Look at the Consistency of Causal Estimation with Deep Latent Variable ModelsDownload PDF

May 21, 2021 (edited Oct 25, 2021)NeurIPS 2021 PosterReaders: Everyone
  • Keywords: causal inference, deep latent variable model, CEVAE, consistency
  • TL;DR: The causal effect variational autoencoder (CEVAE) doesn't estimate causal effects correctly in many scenarios, and we explain why.
  • Abstract: Using deep latent variable models in causal inference has attracted considerable interest recently, but an essential open question is their ability to yield consistent causal estimates. While they have demonstrated promising results and theory exists on some simple model formulations, we also know that causal effects are not even identifiable in general with latent variables. We investigate this gap between theory and empirical results with analytical considerations and extensive experiments under multiple synthetic and real-world data sets, using the causal effect variational autoencoder (CEVAE) as a case study. While CEVAE seems to work reliably under some simple scenarios, it does not estimate the causal effect correctly with a misspecified latent variable or a complex data distribution, as opposed to its original motivation. Hence, our results show that more attention should be paid to ensuring the correctness of causal estimates with deep latent variable models.
  • Supplementary Material: pdf
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  • Code: https://github.com/severi-rissanen/critical_look_causal_dlvms
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