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Research map / Probabilistic and scientific modeling / Treatment effects

Deep IV: A Flexible Approach for Counterfactual Prediction

ICML 2017 · Probabilistic and scientific modeling › Treatment effects · approach: Proximal and deep causal effect estimation

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use upper-bound (Jensen) loss with a single sample instead of unbiased two-sample gradient (ablation)DeepIV second stage · Image task (MNIST-based), 20000 training pointsout-of-sample counterfactual MSE: 0.32 vs 0.39-0.50 for unbiased variants; differences not statistically significantNo clear effect
Replace the unbiased loss with the cheaper upper bound loss (ablation)DeepIV second stage · Image task (MNIST-based)out-of-sample counterfactual MSENo clear effect
Use causal validation loss (second-stage held-out loss) for hyperparameter selectionDeepIV · Image task (MNIST-based)counterfactual test lossHelped
Replace the standard feed-forward network with DeepIV (IV-based loss with instruments)Simulated airline pricing (low-dimensional) · Simulation, out-of-sample structural MSEstructural MSEHelped
Use DeepIV on real Bing advertiser data with text features and experiment-ID instruments instead of naive regressionSearch-advertisement position effect · Bing click data, ATE click drop position 1 to 2ATE drop in click rate: 70% naive vs 12% causalHelped

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