Deconfounding Scores and Representation Learning for Causal Effect Estimation with Weak Overlap
Organizations: University of California, Berkeley
Abstract
Overlap, also known as positivity, is a key condition for causal treatment effect estimation. Many popular estimators suffer from high variance and become brittle when features differ strongly across treatment groups. This is especially challenging in high dimensions: the curse of dimensionality can make overlap implausible. To address this, we propose a class of feature representations called deconfounding scores, which preserve both identification and the target of estimation; the classical propensity and prognostic scores are two special cases. We characterize the problem of finding a representation with better overlap as minimizing an overlap divergence under a deconfounding score constraint. We then derive closed-form expressions for a class of deconfounding scores under a broad family of generalized linear models with Gaussian features and show that prognostic scores are overlap-optimal within this class. We conduct extensive experiments to assess this behavior empirically.
Figures & tables
| Overlap | High | Low | ||
|---|---|---|---|---|
| SNR | Low | High | Low | High |
| LASSO outcome and propensity | ||||
| IPW | 0.98 | 2.45 | 1.45 | 3.59 |
| AIPW | 0.35 | 0.39 | 0.79 | 1.04 |
| Regr | 0.4 | 0.43 | 1 | 1.26 |
| IPW- | 0.66 | 1.58 | 1.1 | 2.46 |
| Dataset | IHDP | ACIC2016 | HC-MNIST |
|---|---|---|---|
| LASSO outcome and propensity | |||
| IPW | 2.35 | 2.29 | 0.2 |
| AIPW | 2.41 | 2.09 | 0.22 |
| Regr | 2.41 | 0.62 | 0.22 |
| IPW- | 2.46 | 2.48 | 0.18 |
| AIPW- | 2.43 | 2.41 | 0.22 |
Causal Effect Estimation
Causal effect estimation measures how outcomes would change under interventions, using experiments or observational data and explicit assumptions.
See all 264 papers