Event Details:
Tuesday, April 19, 2022
8:30am - 9:30am PDT
This event is open to:
General Public
Free and open to the public
Tuesday, April 19, 2022 [Link to join] (ID: 996 2837 2037, Password: 386638)
- Speaker: Alex Luedtke (University of Washington)
- Title: Adversarial Monte Carlo Meta-Learning of Conditional Average Treatment Effects
- Abstract: We frame the meta-learning of conditional average treatment effect estimators as a search for an optimal strategy in a two-player game. In this game, Nature selects a prior over distributions that generate labeled data consisting of covariates, treatment, and an associated outcome, and the Estimator observes data sampled from a distribution drawn from this prior. The Estimator's objective is to learn a function that maps from a new feature to an estimate of the conditional average treatment effect. We establish that, under reasonable conditions, the Estimator's has an optimal strategy that is equivariant to shifts and rescalings of the outcome and is invariant to permutations of the observations and to shifts, rescalings, and permutations of the features. We introduce a neural network architecture that satisfies these properties.
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