Causal Risk Minimization for High-Dimensional Treatments
For researchers and practitioners needing causal effect estimation with high-dimensional treatments (e.g., text, discrete), providing a method that avoids exhaustive observation of all interventions.
The paper adapts causal inference to high-dimensional treatments (e.g., text) by decomposing causal error into moment-balancing errors and designing objectives to improve estimation. Experiments on synthetic and semi-synthetic data show benefits of higher-order balance error optimization and competitive performance of projected causal estimates.
Predicting the effect of interventions with many possible variations, e.g., therapeutic content that affects mental health outcomes or an earnings call transcript that drives movement in share price, is useful across several domains. However, classical causal estimators tend to assume that all possible interventions are observed, which is infeasible when interventions vary widely, for instance, in the space of all text strings. We adapt a well-known approach of recasting causal inference as a learning problem, to address high-dimensional treatment spaces. Specifically, under standard assumptions like no unobserved confounding, we show that causal error decomposes into a series of moment-balancing errors of increasing order, and design objectives that directly improve causal estimation. We also show how to project the effect of a high-dimensional treatment onto lower-dimensional treatment attributes, which allows a single model to answer several causal questions without additional attribute-specific training. We empirically evaluate our estimators in settings with high-dimensional continuous, discrete, and text treatments, the last of which used a semi-synthetic dataset of Amazon Reviews. Our experiments demonstrate the benefit of higher-order balance error optimization and competitive performance of projected causal estimates with attribute-specific estimators.