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Learning Shadow Variable Representation for Treatment Effect Estimation under Collider Bias
Proceedings of the 41st International Conference on Machine Learning, PMLR 235:28146-28163, 2024.
Abstract
One of the significant challenges in treatment effect estimation is collider bias, a specific form of sample selection bias induced by the common causes of both the treatment and outcome. Identifying treatment effects under collider bias requires well-defined shadow variables in observational data, which are assumed to be related to the outcome and independent of the sample selection mechanism, conditional on the other observed variables. However, finding a valid shadow variable is not an easy task in real-world scenarios and requires domain-specific knowledge from experts. Therefore, in this paper, we propose a novel method that can automatically learn shadow-variable representations from observational data without prior knowledge. To ensure the learned representations satisfy the assumptions of the shadow variable, we introduce a tester to perform hypothesis testing in the representation learning process. We iteratively generate representations and test whether they satisfy the shadow-variable assumptions until they pass the test. With the help of the learned shadow-variable representations, we propose a novel treatment effect estimator to address collider bias. Experiments show that the proposed methods outperform existing treatment effect estimation methods under collider bias and prove their potential application value.