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Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Normalized Augmented Inverse Probability Weighting with N...
Mehdi Rostami, Olli Saarela · 2021-08-04 · via stat.ML updates on arXiv.org

The estimation of Average Treatment Effect (ATE) as a causal parameter is carried out in two steps, where in the first step, the treatment and outcome are modeled to incorporate the potential confounders, and in the second step, the predictions are inserted into the ATE estimators such as the Augmented Inverse Probability Weighting (AIPW) estimator. Due to the concerns regarding the nonlinear or unknown relationships between confounders and the treatment and outcome, there has been an interest in applying non-parametric methods such as Machine Learning (ML) algorithms instead. Some literature proposes to use two separate Neural Networks (NNs) where there's no regularization on the network's parameters except the Stochastic Gradient Descent (SGD) in the NN's optimization. Our simulations indicate that the AIPW estimator suffers extensively if no regularization is utilized. We propose the normalization of AIPW (referred to as nAIPW) which can be helpful in some scenarios. nAIPW, provably, has the same properties as AIPW, that is, the double-robustness and orthogonality properties. Further, if the first step algorithms converge fast enough, under regulatory conditions, nAIPW will be asymptotically normal. We also compare the performance of AIPW and nAIPW in terms of the bias and variance when small to moderate L1 regularization is imposed on the NNs.