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Identifiable Energy-based Representations: An Application to Estimating Heterogeneous Causal Effects
Yao Zhang*, Jeroen Berrevoets*, Mihaela van der Schaar [AISTATS, 2022 (forthcoming)]

In this repository we provide code for our paper on EBMs for CATE estimation. The structure of this repository is as follows:

src/
|_ models/
  |_ benchmarks.py
  |_ cate_model.py
  |_ nce_ite.py
|_ data/
  |_ data_module.py
notebooks/
  |_ CATE tests.ipynb     # notebook to generate results related to CATE
  |_ Covar.ipnyb          # notebook to generate Figure 1 (right)

Learning our proposed model amounts to using the CLI provided in src/models/nce_ite.py, which is easily done using the following:

python -m src.models.nce_ite

the provided CLI has following options:

Options:
  --lr FLOAT                                    (learning rate)
  --epochs INTEGER                              (maximum amount of epochs)
  --batch_size INTEGER                          (batch size)
  --K INTEGER                                   (representation size)
  --b INTEGER                                   (amount of noisy samples)
  --wb_run TEXT                                 (weights and biases run to upload model/logs to)
  --data TEXT                                   (data to be used, one of: 'ihdp', 'synth', or 'twins')
  --perturbation_method TEXT                    (type of perturbation, one of: 'binomial', 'fix')
  --_noise_prob FLOAT                           (when perturbation method is 'binomial', this is the probability of being perturbed)
  --_noise_count INTEGER                        (when perturbation method is 'fix', these are the mount of perturbed columns)
  --n_layers INTEGER                            (amount of hidden leayers in the EBM)
  --layer_width INTEGER                         (width of the hidden layers)
  --data_location TEXT                          (location of the data; default values provided in data_module.py)
  --load_synth BOOLEAN                          (when a synth dataset is generated, it is also saved locally, this avoids regeneration)
  --test_cate BOOLEAN                           (if true, the EBM training will end with placeholder CATE learner -> only indicative and not used to generate experimental results in our paper)
  --train_size INTEGER                          (amount of samples to train on)
  --scale_treatment_balance FLOAT               (when data is 'synth', this can increase or decrease treatment imbalance, we do not use this to generate results in our paper)
  --fix_dim BOOLEAN                             (when data is 'synth', a true value fixes the dimension count to 100)
  --fix_contrastive_learning_seed BOOLEAN       (when true, the same noisy samples are sampled for each learning iteration, this is not used to generate results in our paper)

Our code relies on the following packages:

  • to build models, we use
    • scikit-learn 0.24.2
    • econml 0.11.0
    • pytorch 1.8.1
    • pytorch-lightning 1.3.1
    • scipy 1.4.1
    • numpy 1.20.3
  • to handle data, we use
    • pandas 1.2.4
  • to log and present results we use
    • wandb 0.10.30
    • matplotlib 3.4.2

Note that we have not provided an end-to-end scheme to generate results directly from training. This is due to our use of weights and biases, which we use to save model weights.

*Equal contribution