# Robust Causal Learning for the Estimation of Average Treatment Effects

arXiv: https://arxiv.org/abs/2209.01805 · HTML: https://mlsanity.com/paper/2209.01805/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 8 of its 35 references that are in the map.
- First posted on arXiv 5 Sep 2022.

## Builds on (most cited first, 8 of 8)

- [Causal Effect Inference with Deep Latent-Variable Models](https://mlsanity.com/paper/1705.08821/) (2017)
- [Adapting Neural Networks for the Estimation of Treatment Effects](https://mlsanity.com/paper/1906.02120/) (2019)
- [A Survey on Causal Inference](https://mlsanity.com/paper/2002.02770/) (2020)
- [Bayesian Inference of Individualized Treatment Effects using Multi-task Gaussian Processes](https://mlsanity.com/paper/1704.02801/) (2017)
- [Balancing Covariates via Propensity Score Weighting](https://mlsanity.com/paper/1609.07494/) (2016)
- [Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations](https://mlsanity.com/paper/1309.4686/) (2013)
- [Orthogonal Machine Learning: Power and Limitations](https://mlsanity.com/paper/1711.00342/) (2017)
- [Higher Order Tangent Spaces and Influence Functions](https://mlsanity.com/paper/1502.00812/) (2015)

## Built on by (most cited first, 2 of 2)

- [Unveiling the Potential of Robustness in Selecting Conditional Average Treatment Effect Estimators](https://mlsanity.com/paper/2402.18392/) (2024)
- [Integrating Active Learning in Causal Inference with Interference: A Novel Approach in Online Experiments](https://mlsanity.com/paper/2402.12710/) (2024)

## Abstract (arXiv)

Many practical decision-making problems in economics and healthcare seek to estimate the average treatment effect (ATE) from observational data. The Double/Debiased Machine Learning (DML) is one of the prevalent methods to estimate ATE in the observational study. However, the DML estimators can suffer an error-compounding issue and even give an extreme estimate when the propensity scores are misspecified or very close to 0 or 1. Previous studies have overcome this issue through some empirical tricks such as propensity score trimming, yet none of the existing literature solves this problem from a theoretical standpoint. In this paper, we propose a Robust Causal Learning (RCL) method to offset the deficiencies of the DML estimators. Theoretically, the RCL estimators i) are as consistent and doubly robust as the DML estimators, and ii) can get rid of the error-compounding issue. Empirically, the comprehensive experiments show that i) the RCL estimators give more stable estimations of the causal parameters than the DML estimators, and ii) the RCL estimators outperform the traditional estimators and their variants when applying different machine learning models on both simulation and benchmark datasets.
