Mastouri, Afsaneh;
Zhu, Yuchen;
Gultchin, Limor;
Korba, Anna;
Silva, Ricardo;
Kusner, Matt J;
Gretton, Arthur;
(2021)
Proximal Causal Learning with Kernels: Two-Stage Estimation and Moment Restriction.
In: Meila, M and Zhang, T, (eds.)
Proceedings of the 38 th International Conference on Machine Learning.
(pp. pp. 1-12).
PMLR
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Abstract
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.
| Type: | Proceedings paper |
|---|---|
| Title: | Proximal Causal Learning with Kernels: Two-Stage Estimation and Moment Restriction |
| Event: | 38th International Conference on Machine Learning, |
| Location: | Virtual |
| Dates: | 18th-24th July 2021 |
| Open access status: | An open access version is available from UCL Discovery |
| Publisher version: | https://proceedings.mlr.press/v139/mastouri21a.htm... |
| Language: | English |
| Additional information: | This version is the version of record. For information on re-use, please refer to the publisher's terms and conditions. |
| UCL classification: | UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences > Gatsby Computational Neurosci Unit UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences UCL |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10148213 |
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