Reducing Balancing Error for Causal Inference via Optimal Transport
Forty-first International Conference on Machine Learning•openreview.net
Most studies on causal inference tackle the issue of confounding bias by reducing the
distribution shift between the control and treated groups. However, it remains an open
question to adopt an appropriate metric for distribution shift in practice. In this paper, we
define a generic balancing error on reweighted samples to characterize the confounding
bias, and study the connection between the balancing error and the Wasserstein
discrepancy derived from the theory of optimal transport. We not only regard the Wasserstein …
distribution shift between the control and treated groups. However, it remains an open
question to adopt an appropriate metric for distribution shift in practice. In this paper, we
define a generic balancing error on reweighted samples to characterize the confounding
bias, and study the connection between the balancing error and the Wasserstein
discrepancy derived from the theory of optimal transport. We not only regard the Wasserstein …
Most studies on causal inference tackle the issue of confounding bias by reducing the distribution shift between the control and treated groups. However, it remains an open question to adopt an appropriate metric for distribution shift in practice. In this paper, we define a generic balancing error on reweighted samples to characterize the confounding bias, and study the connection between the balancing error and the Wasserstein discrepancy derived from the theory of optimal transport. We not only regard the Wasserstein discrepancy as the metric of distribution shift, but also explore the association between the balancing error and the underlying cost function involved in the Wasserstein discrepancy. Motivated by this, we propose to reduce the balancing error under the framework of optimal transport with learnable marginal distributions and the cost function, which is implemented by jointly learning weights and representations associated with factual outcomes. The experiments on both synthetic and real-world datasets demonstrate the effectiveness of our proposed method.
openreview.net
Showing the best result for this search. See all results