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Time Series Deconfounder: Estimating Treatment Effects over Time in the Presence of Hidden Confounders

ICML 2020 · Probabilistic and scientific modeling › Causal discovery · approach: Causal discovery from time series · 14 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add inferred latent confounders (D_Z = 1) to MSMMSM · MIMIC III, white blood cell countRMSE × 10^2: 3.90 ± 0.00 -> 3.55 ± 0.05Helped
Add inferred latent confounders (D_Z = 1) to R-MSNR-MSN · MIMIC III, blood pressureRMSE × 10^2: 10.29 ± 0.05 -> 9.35 ± 0.11Helped
Add inferred latent confounders (D_Z = 1) to MSMMSM · MIMIC III, oxygen saturationRMSE × 10^2: 2.92 ± 0.00 -> 2.42 ± 0.02Helped
Add inferred latent confounders (D_Z = 1) to MSMMSM · Tumor growth simulation, tumor volumeRMSE × 10^2: 7.29 ± 0.14 -> 6.47 ± 0.16Helped
Add inferred latent confounders (D_Z = 10) to R-MSNR-MSN · Tumor growth simulation, tumor volumeRMSE × 10^2: 5.31 ± 0.16 -> 4.54 ± 0.17Helped
Use an MLP factor model instead of an RNN to infer latent confounders (ablation)Time Series Deconfounder factor model · Synthetic data, treatment-assignment predictive checks over timePredictive p-value closeness to 0.5Hurt
Remove multitask output from the RNN factor model (ablation)Time Series Deconfounder factor model · Synthetic data, treatment-assignment predictive checksPredictive p-value closeness to 0.5No clear effect
Increase inferred confounder dimension from D_Z = 1 to D_Z = 5 (ablation)Time Series Deconfounder · Synthetic one-step-ahead treatment response estimationRMSEMixed
Remove the observed single-cause confounder X_1 (ablation)Time Series Deconfounder · Synthetic one-step-ahead treatment response estimationRMSEHurt
Add inferred latent confounders when there are no hidden confounders (ablation)Time Series Deconfounder · Synthetic one-step-ahead treatment response estimation, γ = 0RMSENo clear effect

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