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Conditional Instrumental Variable Regression with Representation Learning for Causal Inference

ICLR 2024 · Probabilistic and scientific modeling › Treatment effects · approach: Instrumental variable estimation · 0 citations (OpenAlex)

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Proposes CBRL.CIV, a non-linear conditional-instrumental-variable regression method that learns a confounding-balancing representation of observed confounders to jointly balance the CIV-treatment and treatment-outcome distributions under unobserved confounding.

Problem

Estimating average causal effects from observational data with unobserved confounders when only a conditional instrumental variable (CIV) is available and relationships are non-linear, where the observed confounders are imbalanced across both CIV groups and treatment groups.

Approach

Uses a conditional IV (relaxing the unconfounded-instrument condition) and learns a representation of observed confounders with two IPM-based balance terms: one making the representation independent of the sampled CIV value and one making it independent of the estimated treatment, combined with two-stage (CIV, treatment) logistic regressions and separate outcome heads.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use CBRL.CIV instead of CBIVACE estimation · Synthetic datasets, within- and out-of-sampleACE estimation error: 0.48±0.27 -> 0.14±0.05; 0.4±0.19 -> 0.14±0.03; 0.41±0.14 -> 0.12±0.03Helped
Use CBRL.CIV instead of CBIVACE estimation · IHDP and Twins, out-of-sampleACE estimation error: IHDP: 2.312±0.934 -> 0.251±0.082; 1.349±0.452 -> 0.454±0.068; 2.846±0.490 -> 0.108±0.063; Twins: 0.033±0.011 -> 0.030±0.Helped
Add CIV regression balance loss (Eq. 2) (ablation)CBRL.CIV · Synthetic datasets, 6kACE estimation error: 0.48 ± 0.27 -> 0.14 ± 0.05; 0.40 ± 0.19 -> 0.14 ± 0.03; 0.41 ± 0.14 -> 0.12 ± 0.03Helped
Add CIV and treatment regression balance losses (Eqs. 2 and 4) (ablation)CBRL.CIV · Synthetic datasets, 6kACE estimation error: 0.60 ± 0.38 -> 0.14 ± 0.05; 0.58 ± 0.31 -> 0.14 ± 0.03; 0.51 ± 0.25 -> 0.12 ± 0.03Helped
Set α and β to 0.1 rather than 0 (ablation)CBRL.CIV · Syn-4-4, 6k, within-sampleACE estimation error: 0.1594 ± 0.0371 -> 0.1406 ± 0.0533Helped
Set α and β to 1 or 10 rather than 0.1 (ablation)CBRL.CIV · Syn-4-4, 6k, within-sampleACE estimation error: 0.1406 ± 0.0533 -> 0.1877 ± 0.0691; 0.1406 ± 0.0533 -> 0.2198 ± 0.0511Hurt

Surprising findings

Limitations

Experimental setup

Datasets: synthetic data (Syn-4-4, Syn-8-8, Syn-12-12) IHDP Twins

Benchmarks: synthetic Syn-4-4/Syn-8-8/Syn-12-12 IHDP-2-2/4-4/6-6 (semi-synthetic) Twins-2-2/4-4/6-6 (semi-synthetic)

Metrics: absolute ACE estimation error (mean ± STD)

Baselines: CBIV DeepIV OrthIV DMLIV DRIV SDRIV ForestDRIV CFR

Builds on: CBIV CFR DeepIV two-stage least squares

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