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Conditional Average Treatment Effects (CATE) estimation is one of the main challenges in causal inference with observational data. In addition to Machine Learning based-models, nonparametric estimators called meta-learners have been developed to estimate the CATE with the main advantage of not restraining the estimation to a specific supervised learning method. This task becomes, however, more complicated when the treatment is not binary as some limitations of the naive extensions emerge. This paper looks into meta-learners for estimating the heterogeneous effects of multi-valued treatments. We consider different meta-learners, and we carry out a theoretical analysis of their error upper bounds as functions of important parameters such as the number of treatment levels, showing that the naive extensions do not always provide satisfactory results. We introduce and discuss meta-learners that perform well as the number of treatments increases. We empirically confirm the strengths and weaknesses of those methods with synthetic and semi-synthetic datasets.

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This paper investigates the case of interference, when a unit's treatment also affects other units' outcome. When interference is at work, policy evaluation mostly relies on the use of randomized experiments under cluster interference and binary treatment. Instead, we consider a non-experimental setting under continuous treatment and network interference. In particular, we define spillover effects by specifying the exposure to network treatment as a weighted average of the treatment received by units connected through physical, social or economic interactions. We provide a generalized propensity score-based estimator to estimate both direct and spillover effects of a continuous treatment. Our estimator also allows to consider asymmetric network connections characterized by heterogeneous intensities. To showcase this methodology, we investigate whether and how spillover effects shape the optimal level of policy interventions in agricultural markets. Our results show that, in this context, neglecting interference may underestimate the degree of policy effectiveness.

Correlated data are ubiquitous in today's data-driven society. While regression models for analyzing means and variances of responses of interest are relatively well-developed, the development of these models for analyzing the correlations is largely confined to longitudinal data, a special form of sequentially correlated data. This paper proposes a new method for the analysis of correlations to fully exploit the use of covariates for general correlated data. In a renewed analysis of the Classroom data, a highly unbalanced multilevel clustered data with within-class and within-school correlations, our method reveals informative insights on these structures not previously known. In another analysis of the malaria immune response data in Benin, a longitudinal study with time-dependent covariates where the exact times of the observations are not available, our approach again provides promising new results. At the heart of our approach is a new generalized z-transformation that converts correlation matrices constrained to be positive definite to vectors with unrestricted support, and is order-invariant. These two properties enable us to develop regression analysis incorporating covariates for the modelling of correlations via the use of maximum likelihood.

We conduct a non asymptotic study of the Cross Validation (CV) estimate of the generalization risk for learning algorithms dedicated to extreme regions of the covariates space. In this Extreme Value Analysis context, the risk function measures the algorithm's error given that the norm of the input exceeds a high quantile. The main challenge within this framework is the negligible size of the extreme training sample with respect to the full sample size and the necessity to re-scale the risk function by a probability tending to zero. We open the road to a finite sample understanding of CV for extreme values by establishing two new results: an exponential probability bound on the \Kfold CV error and a polynomial probability bound on the leave-\textrm{p}-out CV. Our bounds are sharp in the sense that they match state-of-the-art guarantees for standard CV estimates while extending them to encompass a conditioning event of small probability. We illustrate the significance of our results regarding high dimensional classification in extreme regions via a Lasso-type logistic regression algorithm. The tightness of our bounds is investigated in numerical experiments.

We study collaborative normal mean estimation, where $m$ strategic agents collect i.i.d samples from a normal distribution $\mathcal{N}(\mu, \sigma^2)$ at a cost. They all wish to estimate the mean $\mu$. By sharing data with each other, agents can obtain better estimates while keeping the cost of data collection small. To facilitate this collaboration, we wish to design mechanisms that encourage agents to collect a sufficient amount of data and share it truthfully, so that they are all better off than working alone. In naive mechanisms, such as simply pooling and sharing all the data, an individual agent might find it beneficial to under-collect and/or fabricate data, which can lead to poor social outcomes. We design a novel mechanism that overcomes these challenges via two key techniques: first, when sharing the others' data with an agent, the mechanism corrupts this dataset proportional to how much the data reported by the agent differs from the others; second, we design minimax optimal estimators for the corrupted dataset. Our mechanism, which is incentive compatible and individually rational, achieves a social penalty (sum of all agents' estimation errors and data collection costs) that is at most a factor 2 of the global minimum. When applied to high dimensional (non-Gaussian) distributions with bounded variance, this mechanism retains these three properties, but with slightly weaker results. Finally, in two special cases where we restrict the strategy space of the agents, we design mechanisms that essentially achieve the global minimum.

We consider the problem of estimating the causal effect of a treatment on an outcome in linear structural causal models (SCM) with latent confounders when we have access to a single proxy variable. Several methods (such as difference-in-difference (DiD) estimator or negative outcome control) have been proposed in this setting in the literature. However, these approaches require either restrictive assumptions on the data generating model or having access to at least two proxy variables. We propose a method to estimate the causal effect using cross moments between the treatment, the outcome, and the proxy variable. In particular, we show that the causal effect can be identified with simple arithmetic operations on the cross moments if the latent confounder in linear SCM is non-Gaussian. In this setting, DiD estimator provides an unbiased estimate only in the special case where the latent confounder has exactly the same direct causal effects on the outcomes in the pre-treatment and post-treatment phases. This translates to the common trend assumption in DiD, which we effectively relax. Additionally, we provide an impossibility result that shows the causal effect cannot be identified if the observational distribution over the treatment, the outcome, and the proxy is jointly Gaussian. Our experiments on both synthetic and real-world datasets showcase the effectiveness of the proposed approach in estimating the causal effect.

We study an abstract framework for interactive learning called interactive estimation in which the goal is to estimate a target from its "similarity'' to points queried by the learner. We introduce a combinatorial measure called dissimilarity dimension which largely captures learnability in our model. We present a simple, general, and broadly-applicable algorithm, for which we obtain both regret and PAC generalization bounds that are polynomial in the new dimension. We show that our framework subsumes and thereby unifies two classic learning models: statistical-query learning and structured bandits. We also delineate how the dissimilarity dimension is related to well-known parameters for both frameworks, in some cases yielding significantly improved analyses.

Understanding causality should be a core requirement of any attempt to build real impact through AI. Due to the inherent unobservability of counterfactuals, large randomised trials (RCTs) are the standard for causal inference. But large experiments are generically expensive, and randomisation carries its own costs, e.g. when suboptimal decisions are trialed. Recent work has proposed more sample-efficient alternatives to RCTs, but these are not adaptable to the downstream application for which the causal effect is sought. In this work, we develop a task-specific approach to experimental design and derive sampling strategies customised to particular downstream applications. Across a range of important tasks, real-world datasets, and sample sizes, our method outperforms other benchmarks, e.g. requiring an order-of-magnitude less data to match RCT performance on targeted marketing tasks.

The estimation of causal effects is a primary goal of behavioral, social, economic and biomedical sciences. Under the unconfoundedness condition, adjustment for confounders requires estimating the nuisance functions relating outcome and/or treatment to confounders. This paper considers a generalized optimization framework for efficient estimation of general treatment effects using feedforward artificial neural networks (ANNs) when the number of covariates is allowed to increase with the sample size. We estimate the nuisance function by ANNs, and develop a new approximation error bound for the ANNs approximators when the nuisance function belongs to a mixed Sobolev space. We show that the ANNs can alleviate the curse of dimensionality under this circumstance. We further establish the consistency and asymptotic normality of the proposed treatment effects estimators, and apply a weighted bootstrap procedure for conducting inference. The proposed methods are illustrated via simulation studies and a real data application.

Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing research direction owing to the large amount of available data and low budget requirement, compared with randomized controlled trials. Embraced with the rapidly developed machine learning area, various causal effect estimation methods for observational data have sprung up. In this survey, we provide a comprehensive review of causal inference methods under the potential outcome framework, one of the well known causal inference framework. The methods are divided into two categories depending on whether they require all three assumptions of the potential outcome framework or not. For each category, both the traditional statistical methods and the recent machine learning enhanced methods are discussed and compared. The plausible applications of these methods are also presented, including the applications in advertising, recommendation, medicine and so on. Moreover, the commonly used benchmark datasets as well as the open-source codes are also summarized, which facilitate researchers and practitioners to explore, evaluate and apply the causal inference methods.

While it is nearly effortless for humans to quickly assess the perceptual similarity between two images, the underlying processes are thought to be quite complex. Despite this, the most widely used perceptual metrics today, such as PSNR and SSIM, are simple, shallow functions, and fail to account for many nuances of human perception. Recently, the deep learning community has found that features of the VGG network trained on the ImageNet classification task has been remarkably useful as a training loss for image synthesis. But how perceptual are these so-called "perceptual losses"? What elements are critical for their success? To answer these questions, we introduce a new Full Reference Image Quality Assessment (FR-IQA) dataset of perceptual human judgments, orders of magnitude larger than previous datasets. We systematically evaluate deep features across different architectures and tasks and compare them with classic metrics. We find that deep features outperform all previous metrics by huge margins. More surprisingly, this result is not restricted to ImageNet-trained VGG features, but holds across different deep architectures and levels of supervision (supervised, self-supervised, or even unsupervised). Our results suggest that perceptual similarity is an emergent property shared across deep visual representations.

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