Proximal Causal Learning with Kernels: Two-Stage Estimation and Moment Restriction
Proceedings of the 38th International Conference on Machine Learning, PMLR 139:7512-7523, 2021.
We address the problem of causal effect estima-tion in the presence of unobserved confounding,but where proxies for the latent confounder(s) areobserved. We propose two kernel-based meth-ods for nonlinear causal effect estimation in thissetting: (a) a two-stage regression approach, and(b) a maximum moment restriction approach. Wefocus on the proximal causal learning setting, butour methods can be used to solve a wider classof inverse problems characterised by a Fredholmintegral equation. In particular, we provide a uni-fying view of two-stage and moment restrictionapproaches for solving this problem in a nonlin-ear setting. We provide consistency guaranteesfor each algorithm, and demonstrate that these ap-proaches achieve competitive results on syntheticdata and data simulating a real-world task. In par-ticular, our approach outperforms earlier methodsthat are not suited to leveraging proxy variables.