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TCFimt: Temporal Counterfactual Forecasting from Individual Multiple Treatment Perspective

arXiv 2212.08890 ↗First posted 17 Dec 2022cs.LG stat.MLcited by 0

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Abstract (arXiv)

Determining causal effects of temporal multi-intervention assists decision-making. Restricted by time-varying bias, selection bias, and interactions of multiple interventions, the disentanglement and estimation of multiple treatment effects from individual temporal data is still rare. To tackle these challenges, we propose a comprehensive framework of temporal counterfactual forecasting from an individual multiple treatment perspective (TCFimt). TCFimt constructs adversarial tasks in a seq2seq framework to alleviate selection and time-varying bias and designs a contrastive learning-based block to decouple a mixed treatment effect into separated main treatment effects and causal interactions which further improves estimation accuracy. Through implementing experiments on two real-world datasets from distinct fields, the proposed method shows satisfactory performance in predicting future outcomes with specific treatments and in choosing optimal treatment type and timing than state-of-the-art methods.

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References · 11

  1. 2018Representation Learning with Contrastive Predictive Codingcited by 7,662
  2. 2014Unsupervised Domain Adaptation by Backpropagationcited by 1,906
  3. 2018An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modelingcited by 1,447
  4. 2016Learning Representations for Counterfactual Inferencecited by 327
  5. 2017Bayesian Inference of Individualized Treatment Effects using Multi-task Gaussian Processescited by 156
  6. 2020Estimating Counterfactual Treatment Outcomes over Time Through Adversarially Balanced Representationscited by 154
  7. 2017Deep Counterfactual Networks with Propensity-Dropoutcited by 30
  8. 2017Estimation of causal effects with multiple treatments: a review and new ideascited by 29
  9. 2017Estimating Individual Treatment Effect in Observational Data Using Random Forest Methodscited by 21
  10. 2020Estimation of Causal Effects of Multiple Treatments in Observational Studies with a Binary Outcomecited by 13
  11. 2019Estimating Individual Advertising Effect in E-Commercecited by 3

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