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This paper considers the challenge of estimating treatment effects from observational data in the presence of unmeasured confounders. A popular way to address this challenge is to utilize an instrumental variable (IV) for two-stage regression, i.e., 2SLS and variants, but limited to the linear setting. Recently, many nonlinear IV regression variants were proposed to overcome it by regressing the treatment with IVs and observed confounders in stage 1, leading to the imbalance of the observed confounders in stage 2. In this paper, we propose a Confounder Balanced IV Regression (CB-IV) algorithm to jointly remove the bias from the unmeasured confounders and balance the observed confounders. To the best of our knowledge, this is the first work to combine confounder balancing in IV regression for treatment effect estimation. Theoretically, we re-define and solve the inverse problems for the response-outcome function. Experiments show that our algorithm outperforms the existing approaches.
Author Information
Anpeng Wu (Zhejiang University)
Kun Kuang (Zhejiang University)
Kun Kuang, Associate Professor in the College of Computer Science and Technology, Zhejiang University. He received his Ph.D. in the Department of Computer Science and Technology at Tsinghua University in 2019. He was a visiting scholar at Stanford University. His main research interests include causal inference, Artificial Intelligence, and causally regularized machine learning. He has published over 30 papers in major international journals and conferences, including SIGKDD, ICML, ACM MM, AAAI, IJCAI, TKDE, TKDD, Engineering, and ICDM, etc.
Bo Li (Tsinghua University)
Fei Wu (Zhejiang University, China)
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