Causal inference from observational data lies at the heart of education, healthcare, optimal resource allocation and many other decision-making processes. Most of existing methods estimate the target treatment effect indirectly by inferring the underlying treatment response functions or the unobserved counterfactual outcome for every individual. These learning methods are subject to issues of model misspecification and high variability. As a complement of existing indirect learning methods, we propose a direct learning framework, called HTENet, for causal inference using deep multi-task learning. It is based on a novel empirical -risk for learning the causal effect model of direct interest in a supervised learning scheme. In our proposed framework, the target treatment effect model is parametrized as a neural network and learned jointly with other auxiliary models in an end-to-end manner. Moreover, we extend the nave HTENet into other two variants, HTENet-Simple and HTENet-Reg, by further incorporating shared representation learning layers and a propensity prediction regularizer. Experiments on simulated and real data demonstrate that the performances of the proposed methods match or are better than that of existing state-of-arts. Moreover, by learning the target treatment effect function directly, the proposed methods tend to obtain more stable estimates than existing methods.

Causal inference aims to estimate the treatment effect of an intervention on the target outcome variable and has received great attention across fields ranging from economics and statistics to machine learning . Observational causal inference is challenging because the pre-treatment variables may influence both the treatment and the outcome, resulting in confounding bias. The classic inverse propensity weighting (IPW) estimator is theoretically able to eliminate the confounding bias. However, in observational studies, the propensity scores used in the IPW estimator must be estimated from finite observational data and may be subject to extreme values, leading to the problem of highly variable importance weights, which consequently makes the estimated causal effect unstable or even misleading. In this paper, by reframing the IPW estimator in the importance sampling framework, we propose a Pareto-smoothing method to tackle this problem. The generalized Pareto distribution (GPD) from extreme value theory is used to fit the upper tail of the estimated importance weights and to replace them using the order statistics of the fitted GPD. To validate the performance of the new method, we conducted extensive experiments on simulated and semi-simulated datasets. Compared with two existing methods for importance weight stabilization, i.e., weight truncation and self-normalization, the proposed method generally achieves better performance in settings with a small sample size and high-dimensional covariates . Its application on a real-world heath dataset indicates its utility in estimating causal effects for program evaluation.

Estimating causal effects by making causal inferences from observational data is common practice in scientific studies, business decision-making, and daily life. In today’s data-driven world, causal inference has become a key part of the evaluation process for many purposes, such as examining the effects of medicine or the impact of an economic policy on society. However, although the literature contains some excellent models, there is room to improve their representation power and their ability to capture complex relationships. For these reasons, we propose a novel prior called Causal DP and a model called CDP. The prior captures the complex relationships between covariates, treatments, and outcomes in observational data using a rational probabilistic dependency structure. The model is Bayesian, nonparametric, and generative and is not based on the assumption of any parametric distribution. CDP is designed to estimate various kinds of causal effects—average, conditional average, average treated, quantile, and so on. It performs well with missing covariates and does not suffer from overfitting. Comparative experiments on synthetic datasets against several state-of-the-art methods demonstrate that CDP has a superior ability to capture complex relationships. Further, a simple evaluation to infer the effect of a job training program on trainee earnings from real-world data shows that CDP is both effective and useful for causal inference.

Causal inference from observational data aims to estimate causal effects when controlled experimentation is not feasible, but it faces challenges when unobserved confounders exist. The instrumental variable method resolves this problem by introducing a variable that is correlated with the treatment and affects the outcome only through the treatment. However, existing instrumental variable methods require two stages to separately estimate the conditional treatment distribution and the outcome generating function, which is not sufficiently effective. This paper presents a one-stage approach to jointly estimate the treatment distribution and the outcome generating function through a cleverly designed deep neural network structure. This study is the first to merge the two stages to leverage the outcome to the treatment distribution estimation. Further, the new deep neural network architecture is designed with two strategies (i.e., shared and separate) of learning a confounder representation account for different observational data. Such network architecture can unveil complex relationships between confounders, treatments, and outcomes. Experimental results show that our proposed method outperforms the state-of-the-art methods. It has a wide range of applications, from medical treatment design to policy making, population regulation and beyond.