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 | ||
IEEE Xplore Open Preview | Click here to view in IEEE Xplore | ||
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. |