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2022-06-28-guo22a.md

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abstract booktitle title year layout series publisher issn id month tex_title firstpage lastpage page order cycles bibtex_author author date address container-title volume genre issued pdf extras
Causal inference from observational datasets often relies on measuring and adjusting for covariates. In practice, measurements of the covariates can often be noisy and/or biased, or only measurements of their proxies may be available. Directly adjusting for these imperfect measurements of the covariates can lead to biased causal estimates. Moreover, without additional assumptions, the causal effects are not point-identifiable due to the noise in these measurements. To this end, we study the partial identification of causal effects given noisy covariates, under a user-specified assumption on the noise level. The key observation is that we can formulate the identification of the average treatment effects (ATE) as a robust optimization problem. This formulation leads to an efficient robust optimization algorithm that bounds the ATE with noisy covariates. We show that this robust optimization approach can extend a wide range of causal adjustment methods to perform partial identification, including backdoor adjustment, inverse propensity score weighting, double machine learning, and front door adjustment. Across synthetic and real datasets, we find that this approach provides ATE bounds with a higher coverage probability than existing methods.
First Conference on Causal Learning and Reasoning
Partial Identification with Noisy Covariates: A Robust Optimization Approach
2022
inproceedings
Proceedings of Machine Learning Research
PMLR
2640-3498
guo22a
0
Partial Identification with Noisy Covariates: A Robust Optimization Approach
318
335
318-335
318
false
Guo, Wenshuo and Yin, Mingzhang and Wang, Yixin and Jordan, Michael
given family
Wenshuo
Guo
given family
Mingzhang
Yin
given family
Yixin
Wang
given family
Michael
Jordan
2022-06-28
Proceedings of the First Conference on Causal Learning and Reasoning
177
inproceedings
date-parts
2022
6
28