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The choice of making an intervention depends on its potential benefit or harm in comparison to alternatives. Estimating the likely outcome of alternatives from observational data is a challenging problem as all outcomes are never observed, and selection bias precludes the direct comparison of differently intervened groups. Despite their empirical success, we show that algorithms that learn domain-invariant representations of inputs (on which to make predictions) are often inappropriate, and develop generalization bounds that demonstrate the dependence on domain overlap and highlight the need for invertible latent maps. Based on these results, we develop a deep kernel regression algorithm and posterior regularization framework that substantially outperforms the state-of-the-art on a variety of benchmarks data sets.
Recent development in the data-driven decision science has seen great advances in individualized decision making. Given data with individual covariates, treatment assignments and outcomes, policy makers best individualized treatment rule (ITR) that m
Data-driven individualized decision making has recently received increasing research interests. Most existing methods rely on the assumption of no unmeasured confounding, which unfortunately cannot be ensured in practice especially in observational s
Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification (posterior credible sets). We investigate Bayesian inference for avera
The goal of many scientific experiments including A/B testing is to estimate the average treatment effect (ATE), which is defined as the difference between the expected outcomes of two or more treatments. In this paper, we consider a situation where
We investigate how to exploit structural similarities of an individuals potential outcomes (POs) under different treatments to obtain better estimates of conditional average treatment effects in finite samples. Especially when it is unknown whether a