Counterfactual mean embeddings

Kanagawa, Motonobu; Muandet, Krikamol; Saengkyongam, Sorawit; Marukatat, Sanparith
ECOSTA 2021, 4th International Conference on Econometrics and Statistics, 24-26 June 2021, HKUST, Hong Kong (Virtual Conference)

The counterfactual inference has become a ubiquitous tool in online advertisement, recommendation systems, medical diagnosis, and econometrics. Accurate modeling of outcome distributions associated with different interventions -- known as counterfactual distributions -- is crucial for the success of these applications. We propose to model counterfactual distributions using a novel Hilbert space representation called counterfactual mean embedding (CME). The CME embeds the associated counterfactual distribution into a reproducing kernel Hilbert space (RKHS) endowed with a positive definite kernel, which allows us to perform causal inference over the entire landscape of the counterfactual distribution. Based on this representation, we propose a distributional treatment effect (DTE) that can quantify the causal effect over entire outcome distributions. Our approach is nonparametric as the CME can be estimated under the unconfoundedness assumption from observational data without requiring any parametric assumption about the underlying distributions. We also establish a rate of convergence of the proposed estimator, which depends on the smoothness of the conditional mean and the Radon-Nikodym derivative of the underlying marginal distributions. Furthermore, our framework allows for more complex outcomes such as images, sequences, and graphs. Our experimental results on synthetic data and off-policy evaluation tasks demonstrate the advantages of the proposed estimator.


Type:
Talk
City:
Hong-Kong
Date:
2021-06-23
Department:
Data Science
Eurecom Ref:
6597
Copyright:
© Elsevier. Personal use of this material is permitted. The definitive version of this paper was published in ECOSTA 2021, 4th International Conference on Econometrics and Statistics, 24-26 June 2021, HKUST, Hong Kong (Virtual Conference) and is available at :
See also:

PERMALINK : https://www.eurecom.fr/publication/6597