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Paper · 2402.18392 · NeurIPS · 2024

Unveiling the Potential of Robustness in Selecting Conditional Average Treatment Effect Estimators

Qi Wu, Yijun Li, Yiyan Huang, Hang Cheuk, Leung, Siyi Wang

arXiv · PDF · Open in the Atlas

Code that ran

We lifted 10 functions out of this paper's own repositories and ran 7 of them in a sandbox. "Ran" means the function executed on a synthesized input and returned a value. It is not a reproduction of the paper's results.

RepositoryRoleRan
yiyhuang3/CATE_estimator_selection canonical 6 of 9
yiyhuang3/cate_estimator_selection canonical 1 of 1
FunctionStatusWhere it lives
estimate_V Ran yiyhuang3/CATE_estimator_selection/KL_scorer.py
pointer only (licence: NONE) · get_code("c0b7de9f060ca771")
get_one_data_set Ran yiyhuang3/CATE_estimator_selection/util.py
pointer only (licence: NONE) · get_code("91ab40c5f23aebeb")
kl_nn Ran yiyhuang3/cate_estimator_selection/KL_scorer.py
pointer only (licence: NONE) · get_code("14ff1a69483300bd")
load_data Ran yiyhuang3/CATE_estimator_selection/main_experiment.py
pointer only (licence: NONE) · get_code("a8e7bea8c80668de")
load_data_npz Ran yiyhuang3/CATE_estimator_selection/util.py
pointer only (licence: NONE) · get_code("9870ae099452182f")
net_loss Ran yiyhuang3/CATE_estimator_selection/method.py
pointer only (licence: NONE) · get_code("b1e316d75fbfd576")
prepare_ihdp_data Ran yiyhuang3/CATE_estimator_selection/util.py
pointer only (licence: NONE) · get_code("f51d3c9f5f14275f")
generate_inner Not yet run yiyhuang3/CATE_estimator_selection/ACIC_generate.py
pointer only (licence: NONE) · get_code("15d09a2a3ca8871f")
get_acic_covariates Not yet run yiyhuang3/CATE_estimator_selection/ACIC_generate.py
pointer only (licence: NONE) · get_code("2cea308a9e5bdb95")
sigmoid Not yet run yiyhuang3/CATE_estimator_selection/ACIC_generate.py
pointer only (licence: NONE) · get_code("56d252c766b19ec0")

Repositories linked to this paper

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Abstract

The growing demand for personalized decision-making has led to a surge of interest in estimating the Conditional Average Treatment Effect (CATE). Various types of CATE estimators have been developed with advancements in machine learning and causal inference. However, selecting the desirable CATE estimator through a conventional model validation procedure remains impractical due to the absence of counterfactual outcomes in observational data. Existing approaches for CATE estimator selection, such as plug-in and pseudo-outcome metrics, face two challenges. First, they must determine the metric form and the underlying machine learning models for fitting nuisance parameters (e.g., outcome function, propensity function, and plug-in learner). Second, they lack a specific focus on selecting a robust CATE estimator. To address these challenges, this paper introduces a Distributionally Robust Metric (DRM) for CATE estimator selection. The proposed DRM is nuisance-free, eliminating the need to fit models for nuisance parameters, and it effectively prioritizes the selection of a distributionally robust CATE estimator. The experimental results validate the effectiveness of the DRM method in selecting CATE estimators that are robust to the distribution shift incurred by covariate shift and hidden confounders.

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