Hierarchical Bias-Driven Stratification for Interpretable Causal Effect Estimation

Fuente: arXiv
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Main Authors: Ter-Minassian, Lucile, Szlak, Liran, Karavani, Ehud, Holmes, Chris, Shimoni, Yishai
Format: Preprint
Published: 2024
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author Ter-Minassian, Lucile
Szlak, Liran
Karavani, Ehud
Holmes, Chris
Shimoni, Yishai
author_facet Ter-Minassian, Lucile
Szlak, Liran
Karavani, Ehud
Holmes, Chris
Shimoni, Yishai
contents Interpretability and transparency are essential for incorporating causal effect models from observational data into policy decision-making. They can provide trust for the model in the absence of ground truth labels to evaluate the accuracy of such models. To date, attempts at transparent causal effect estimation consist of applying post hoc explanation methods to black-box models, which are not interpretable. Here, we present BICauseTree: an interpretable balancing method that identifies clusters where natural experiments occur locally. Our approach builds on decision trees with a customized objective function to improve balancing and reduce treatment allocation bias. Consequently, it can additionally detect subgroups presenting positivity violations, exclude them, and provide a covariate-based definition of the target population we can infer from and generalize to. We evaluate the method's performance using synthetic and realistic datasets, explore its bias-interpretability tradeoff, and show that it is comparable with existing approaches.
format Preprint
id arxiv_https___arxiv_org_abs_2401_17737
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Hierarchical Bias-Driven Stratification for Interpretable Causal Effect Estimation
Ter-Minassian, Lucile
Szlak, Liran
Karavani, Ehud
Holmes, Chris
Shimoni, Yishai
Methodology
Machine Learning
Interpretability and transparency are essential for incorporating causal effect models from observational data into policy decision-making. They can provide trust for the model in the absence of ground truth labels to evaluate the accuracy of such models. To date, attempts at transparent causal effect estimation consist of applying post hoc explanation methods to black-box models, which are not interpretable. Here, we present BICauseTree: an interpretable balancing method that identifies clusters where natural experiments occur locally. Our approach builds on decision trees with a customized objective function to improve balancing and reduce treatment allocation bias. Consequently, it can additionally detect subgroups presenting positivity violations, exclude them, and provide a covariate-based definition of the target population we can infer from and generalize to. We evaluate the method's performance using synthetic and realistic datasets, explore its bias-interpretability tradeoff, and show that it is comparable with existing approaches.
title Hierarchical Bias-Driven Stratification for Interpretable Causal Effect Estimation
topic Methodology
Machine Learning
url https://arxiv.org/abs/2401.17737