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Towards Causal Foundation Model: on Duality between Optimal Balancing and Attention

ICML 2024 · Probabilistic and scientific modeling › Treatment effects · approach: Proximal and deep causal effect estimation

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Proposes CInA, a transformer whose last self-attention layer is shown to recover optimal covariate balancing weights via a primal-dual (SVM) connection, enabling zero-shot average treatment effect estimation on unseen datasets.

Problem

Foundation models struggle with causal inference tasks such as treatment effect estimation, which need intricate reasoning and high numerical precision, and per-dataset estimators must be re-fit on every new dataset.

Approach

Shows that optimal adversarial covariate balancing is the dual of an SVM whose primal solution is a support-vector expansion equivalent to self-attention, so a transformer trained with a penalized hinge loss on multiple unlabeled datasets yields balancing weights (and ATEs) zero-shot by reading the last attention layer's values and kernel normalizer.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use CInA instead of RieszNetCInA on Simulation-A · Simulation-AATE MAE: 0.045 ± 0.01 -> 0.126 ± 0.02Hurt
Use zero-shot CInA instead of SVMCInA (ZS) on ER-5000 · ER-5000ATE MAE: 11.09 ± 3.13 -> 11.50 ± 1.85Hurt
Add supervised ATE training signals (ablation)CInA (ZS) on ER-5000 · ER-5000ATE MAE: 11.50 ± 1.85 -> 2.66 ± 0.33Helped
Use CInA instead of RieszNetCInA on IHDP · IHDPATE MAE: 0.110 ± 0.01 -> 0.114 ± 0.01Mixed
Use CInA (ZS) instead of DMLCInA on 10k ACIC 2018 · 10k ACIC 2018ATE MAE: 8.572 ± 8.96 -> 1.460 ± 0.48Helped
Add supervised ATE training signals (ablation)CInA (ZS) on 10k ACIC 2018 · 10k ACIC 2018ATE MAE: 1.460 ± 0.48 -> 1.361 ± 0.42Helped
Pretrain on ER-5000 instead of ACIC datasets (ablation)CInA (ZS) on 10k ACIC 2018 · 10k ACIC 2018ATE MAE: 1.460 ± 0.48 -> 1.718 ± 0.74Hurt
Pretrain on ER-5000 and add supervised ATE training signals (ablation)CInA (ZS) on 10k ACIC 2018 · 10k ACIC 2018ATE MAE: 1.361 ± 0.42 -> 1.702 ± 0.74Hurt

Surprising findings

Limitations

Experimental setup

Datasets: Simulation A synthetic ER-5000 synthetic Twins IHDP IHDP-resampled ACIC 2018 LaLonde CPS LaLonde PSID

Benchmarks: Simulation A ER-5000 IHDP IHDP-resampled Twins LaLonde CPS LaLonde PSID ACIC 2018

Metrics: mean absolute error of ATE run-time

Baselines: Naive IPW Self-normalized IPW DML SVM DragonNet RieszNet

Builds on: Tarr & Imai (2021) dual SVM balancing Nguyen et al. (2022) attention as kernel Kallus adversarial covariate balancing double machine learning

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