Debiased Machine Learning for Conformal Prediction of Counterfactual Outcomes Under Runtime ConfoundingKeith Barnatchez, Kevin P. Josey, Rachel C. Nethery et al.
Data-driven decision making frequently relies on predicting counterfactual outcomes. In practice, researchers commonly train counterfactual prediction models on a source dataset to inform decisions on a possibly separate target population. Conformal prediction has arisen as a popular method for producing assumption-lean prediction intervals for counterfactual outcomes that would arise under different treatment decisions in the target population of interest. However, existing methods require that every confounding factor of the treatment-outcome relationship used for training on the source data is additionally measured in the target population, risking miscoverage if important confounders are unmeasured in the target population. In this paper, we introduce a computationally efficient debiased machine learning framework that allows for valid prediction intervals when only a subset of confounders is measured in the target population, a common challenge referred to as runtime confounding. Grounded in semiparametric efficiency theory, we show the resulting prediction intervals achieve desired coverage rates with faster convergence compared to standard methods. Through numerous synthetic and semi-synthetic experiments, we demonstrate the utility of our proposed method.
Causal Estimation of Exposure Shifts with Neural NetworksMauricio Tec, Kevin Josey, Oladimeji Mudele et al.
A fundamental task in causal inference is estimating the effect of distribution shift in the treatment variable. We refer to this problem as shift-response function (SRF) estimation. Existing neural network methods for causal inference lack theoretical guarantees and practical implementations for SRF estimation. In this paper, we introduce Targeted Regularization for Exposure Shifts with Neural Networks (TRESNET), a method to estimate SRFs with robustness and efficiency guarantees. Our contributions are twofold. First, we propose a targeted regularization loss for neural networks with theoretical properties that ensure double robustness and asymptotic efficiency specific to SRF estimation. Second, we extend targeted regularization to support loss functions from the exponential family to accommodate non-continuous outcome distributions (e.g., discrete counts). We conduct benchmark experiments demonstrating TRESNET's broad applicability and competitiveness. We then apply our method to a key policy question in public health to estimate the causal effect of revising the US National Ambient Air Quality Standards (NAAQS) for PM 2.5 from 12 $μg/m^3$ to 9 $μg/m^3$. This change has been recently proposed by the US Environmental Protection Agency (EPA). Our goal is to estimate the reduction in deaths that would result from this anticipated revision using data consisting of 68 million individuals across the U.S.