DR-VIDAL -- Doubly Robust Variational Information-theoretic Deep Adversarial Learning for Counterfactual Prediction and Treatment Effect Estimation on Real World Data

Abstract: Determining causal effects of interventions onto outcomes from real-world, observational (non-randomized) data, e.g., treatment repurposing using electronic health records, is challenging due to underlying bias. Causal deep learning has improved over traditional techniques for estimating individualized treatment effects (ITE). We present the Doubly Robust Variational Information-theoretic Deep Adversarial Learning (DR-VIDAL), a novel generative framework that combines two joint models of treatment and outcome, ensuring an unbiased ITE estimation even when one of the two is misspecified. DR-VIDAL integrates: (i) a variational autoencoder (VAE) to factorize confounders into latent variables according to causal assumptions; (ii) an information-theoretic generative adversarial network (Info-GAN) to generate counterfactuals; (iii) a doubly robust block incorporating treatment propensities for outcome predictions. On synthetic and real-world datasets (Infant Health and Development Program, Twin Birth Registry, and National Supported Work Program), DR-VIDAL achieves better performance than other non-generative and generative methods. In conclusion, DR-VIDAL uniquely fuses causal assumptions, VAE, Info-GAN, and doubly robustness into a comprehensive, performant framework. Code is available at: https://github.com/Shantanu48114860/DR-VIDAL-AMIA-22 under MIT license.