Paper ID | SPTM-2.2 |
Paper Title |
TREATMENT EFFECT ESTIMATION USING INVARIANT RISK MINIMIZATION |
Authors |
Abhin Shah, IBM Research / Massachusetts Institute of Technology, United States; Kartik Ahuja, Karthikeyan Shanmugam, Dennis Wei, Kush Varshney, Amit Dhurandhar, IBM Research, United States |
Session | SPTM-2: Detection Theory and Methods 2 |
Location | Gather.Town |
Session Time: | Tuesday, 08 June, 13:00 - 13:45 |
Presentation Time: | Tuesday, 08 June, 13:00 - 13:45 |
Presentation |
Poster
|
Topic |
Signal Processing Theory and Methods: [SSP] Statistical Signal Processing |
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Virtual Presentation |
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Abstract |
Inferring causal individual treatment effect (ITE) from observational data is a challenging problem whose difficulty is exacerbated by the presence of treatment assignment bias. In this work, we propose a new way to estimate the ITE using the domain generalization framework of invariant risk minimization (IRM). IRM uses data from multiple domains, learns predictors that do not exploit spurious domain-dependent factors, and generalizes better to unseen domains. We propose an IRM-based ITE estimator aimed at tackling treatment assignment bias when there is little support overlap between the control group and the treatment group. We accomplish this by creating diversity: given a single dataset, we split the data into multiple domains artificially. These diverse domains are then exploited by IRM to more effectively generalize regression-based models to data regions that lack support overlap. We show gains over classical regression approaches to ITE estimation in settings when support mismatch is more pronounced. |