seminars:stat:mar212024
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| + | One fundamental problem in causal inference is the treatment | ||
| + | effect estimation in obser- vational studies, and its key challenge is | ||
| + | to handle the confounding bias induced by the associations between | ||
| + | covariates and treatment variable. This paper study the prob- lem of | ||
| + | effect estimation on continuous treatment from observational data, going | ||
| + | beyond previous work on binary treatments. Previous work for binary | ||
| + | treatment focuses on de- confounding by balancing the distribution of | ||
| + | covariates between the treated and control groups with either propensity | ||
| + | score or confounder balancing techniques. In the continuous setting, | ||
| + | those methods would fail as we can hardly evaluate the distribution of | ||
| + | covariates under each treatment status. To tackle the case of continuous | ||
| + | treatments, this paper propose a novel Generative Adversarial | ||
| + | De-confounding (GAD) algorithm to eliminate the associa- tions between | ||
| + | covariates and treatment variable with two main steps: (1) generating an | ||
| + | “calibration” distribution without associations between covariates and | ||
| + | treatment by ran- dom perturbation; | ||
| + | transfer the distribution of observed data to the “calibration” | ||
| + | distribution for de-confounding with a Generative Adversarial Network. | ||
| + | Extensive experiments on both synthetic and real-world datasets | ||
| + | demonstrate that our algorithm outperforms the state-of-the-art methods | ||
| + | for effect estimation of con- tinuous treatment with observational data. | ||
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