Learning to Infer Counterfactuals: Meta-Learning for Estimating Multiple Imbalanced Treatment Effects

TL;DR

This paper introduces a meta-learning framework for counterfactual inference that effectively handles multiple imbalanced treatments, improving estimation accuracy and generalization in observational studies.

Contribution

It proposes a novel meta-learning approach for counterfactual inference with imbalanced treatments, incorporating distribution alignment and demonstrating superior performance.

Findings

MetaITE outperforms existing methods on real-world datasets.

The approach effectively handles imbalanced treatment sample sizes.

Experimental results show improved inference accuracy and generalization.

Abstract

We regularly consider answering counterfactual questions in practice, such as "Would people with diabetes take a turn for the better had they choose another medication?". Observational studies are growing in significance in answering such questions due to their widespread accumulation and comparatively easier acquisition than Randomized Control Trials (RCTs). Recently, some works have introduced representation learning and domain adaptation into counterfactual inference. However, most current works focus on the setting of binary treatments. None of them considers that different treatments' sample sizes are imbalanced, especially data examples in some treatment groups are relatively limited due to inherent user preference. In this paper, we design a new algorithmic framework for counterfactual inference, which brings an idea from Meta-learning for Estimating Individual Treatment Effects (MetaITE) to fill the above research gaps, especially considering multiple imbalanced treatments. Specifically, we regard data episodes among treatment groups in counterfactual inference as meta-learning tasks. We train a meta-learner from a set of source treatment groups with sufficient samples and update the model by gradient descent with limited samples in target treatment. Moreover, we introduce two complementary losses. One is the supervised loss on multiple source treatments. The other loss which aligns latent distributions among various treatment groups is proposed to reduce the discrepancy. We perform experiments on two real-world datasets to evaluate inference accuracy and generalization ability. Experimental results demonstrate that the model MetaITE matches/outperforms state-of-the-art methods.