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Ran Chen

The Wharton School, University of Pennsylvania



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Hanzhong Liu

Tsinghua University



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487 – Neural Networks, Deep Learning, and RKHS

Heterogeneous Treatment Effect Estimation through Deep Learning

Sponsor: Section on Statistical Learning and Data Science
Keywords: Heterogeneous Treatment Effect, Causal Inference, Machine Learning, Deep Learning, Neural Networks

Ran Chen

The Wharton School, University of Pennsylvania

Hanzhong Liu

Tsinghua University

Estimating heterogeneous treatment effect is an important task in causal inference with wide application fields. It has also attracted increasing attention from machine learning community in recent years. In this work, we reinterpret the heterogeneous treatment effect estimation and propose ways to borrow strength from neural networks. We analyze the strengths and drawbacks of integrating neural networks into heterogeneous treatment effect estimation and clarify the aspects that need to be taken into consideration when designing a specific network. We proposed a specific network under our guidelines. In simulations, we show that our network performs better when the structure of data is complex, and reach a draw under the cases where other methods could be proved to be optimal.

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