Estimation of individual treatment effect in latent confounder models via adversarial learning

C Lee, N Mastronarde, M van der Schaar - arXiv preprint arXiv …, 2018 - arxiv.org
arXiv preprint arXiv:1811.08943, 2018arxiv.org
Estimating the individual treatment effect (ITE) from observational data is essential in
medicine. A central challenge in estimating the ITE is handling confounders, which are
factors that affect both an intervention and its outcome. Most previous work relies on the
unconfoundedness assumption, which posits that all the confounders are measured in the
observational data. However, if there are unmeasurable (latent) confounders, then
confounding bias is introduced. Fortunately, noisy proxies for the latent confounders are …
Estimating the individual treatment effect (ITE) from observational data is essential in medicine. A central challenge in estimating the ITE is handling confounders, which are factors that affect both an intervention and its outcome. Most previous work relies on the unconfoundedness assumption, which posits that all the confounders are measured in the observational data. However, if there are unmeasurable (latent) confounders, then confounding bias is introduced. Fortunately, noisy proxies for the latent confounders are often available and can be used to make an unbiased estimate of the ITE. In this paper, we develop a novel adversarial learning framework to make unbiased estimates of the ITE using noisy proxies.
arxiv.org
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