Proximal Causal Learning with Kernels: Two-Stage Estimation and Moment Restriction

Afsaneh Mastouri · Yuchen Zhu · Limor Gultchin · Anna Korba · Ricardo Silva · Matt J. Kusner · Arthur Gretton · Krikamol Muandet

Keywords: [ Kernel Methods ] [ Algorithms ]

[ Abstract ]
[ Paper ]
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We address the problem of causal effect estima-tion in the presence of unobserved confounding,but where proxies for the latent confounder(s) areobserved. We propose two kernel-based meth-ods for nonlinear causal effect estimation in thissetting: (a) a two-stage regression approach, and(b) a maximum moment restriction approach. Wefocus on the proximal causal learning setting, butour methods can be used to solve a wider classof inverse problems characterised by a Fredholmintegral equation. In particular, we provide a uni-fying view of two-stage and moment restrictionapproaches for solving this problem in a nonlin-ear setting. We provide consistency guaranteesfor each algorithm, and demonstrate that these ap-proaches achieve competitive results on syntheticdata and data simulating a real-world task. In par-ticular, our approach outperforms earlier methodsthat are not suited to leveraging proxy variables.

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