Representation Learning for Sample-Efficient CATE Estimation by Leveraging Multiple Outcomes

2026-09-05

AI Summary

该研究通过利用多种结果学习低维表示来解决在样本有限情况下有效估计条件平均治疗效应(CATE)的问题，从而提高估计效率。

Abstract

Estimating conditional average treatment effects (CATE) enables efficient targeting of interventions, but many applications have limited experimental samples, making it difficult to estimate heterogeneous effects from high-dimensional covariates. In such settings, policymakers and medical practitioners often succumb to the curse of dimensionality or apply off-the-shelf dimension reduction methods that may not preserve treatment heterogeneity. Yet these domains often come with large historical datasets measuring a wide range of outcomes -- a source of supervision that is rarely exploited in practice. Following causal representation learning, we hypothesize that such domains with high-dimensional covariates have lower-dimensional underlying dynamics. We can thus leverage the diverse outcomes measured in historical data to learn a lower-dimensional representation of the covariates. Theoretically, we prove that when the auxiliary outcomes satisfy a set of surrogacy conditions and the representation retains relevant covariate information, the original CATE is identified when the high-dimensional covariates are replaced by the learned representation. Combined with existing dimension-dependent rates for CATE estimation, the result implies greater sample-efficiency on the same experimental sample. Additionally, we characterize the bias-variance tradeoff when the assumptions do not hold perfectly, and show that the representation-based estimator can still achieve lower error when the reduction in estimator variance outweighs the bias due to compression. Empirically, we evaluate the method on synthetic data and semi-synthetic medical data.

Problem

• CATE Estimation
• High-dimensional Covariates
• Sample Efficiency
• Representation Learning

Innovation

• Representation Learning
• Sample-Efficient CATE Estimation
• Multiple Outcomes
• Dimension Reduction
• Bias-Variance Tradeoff