Papers › B-Learner: Quasi-Oracle Bounds on Heterogeneous Causal Effects Under Hidden Confounding

B-Learner: Quasi-Oracle Bounds on Heterogeneous Causal Effects Under Hidden Confounding

20 Apr 2023arXiv:2304.10577archive 2025-07-28

Miruna Oprescu, Jacob Dorn, Marah Ghoummaid, Andrew Jesson, Nathan Kallus, Uri Shalit

Estimating heterogeneous treatment effects from observational data is a crucial task across many fields, helping policy and decision-makers take better actions. There has been recent progress on robust and efficient methods for estimating the conditional average treatment effect (CATE) function, but these methods often do not take into account the risk of hidden confounding, which could arbitrarily and unknowingly bias any causal estimate based on observational data. We propose a meta-learner called the B-Learner, which can efficiently learn sharp bounds on the CATE function under limits on the level of hidden confounding. We derive the B-Learner by adapting recent results for sharp and valid bounds of the average treatment effect (Dorn et al., 2021) into the framework given by Kallus & Oprescu (2023) for robust and model-agnostic learning of conditional distributional treatment effects. The B-Learner can use any function estimator such as random forests and deep neural networks, and we prove its estimates are valid, sharp, efficient, and have a quasi-oracle property with respect to the constituent estimators under more general conditions than existing methods. Semi-synthetic experimental comparisons validate the theoretical findings, and we use real-world data to demonstrate how the method might be used in practice.

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CATE_Nuisance_Model causalml/sharpcate/models/blearner/BLearner.py official repository ran MIT (permissive) · 2e6166fbb9322905 · report
_BaseBLearner causalml/sharpcate/models/blearner/BLearner.py official repository ran MIT (permissive) · a9b9a3081d49e4a6 · report
_crossfit causalml/sharpcate/models/blearner/BLearner.py official repository ran · fixture could not drive it MIT (permissive) · 6db45bd36ef43af0 · report
alpha_fn CausalML/BLearner/datasets/synthetic.py official repository ran · honoured contract MIT (permissive) · 8213ae45a499f100 · report
prop_func causalml/blearner/rates.py official repository ran · honoured contract fingerprinted MIT (permissive) · 2a508e3b8855be19 · report
BLearner causalml/sharpcate/models/blearner/BLearner.py official repository unverified MIT (permissive) · 05b8892e2a53b93e · report
complete_propensity CausalML/BLearner/datasets/synthetic.py official repository unverified MIT (permissive) · b9c5e0ef90e67f9e · report
f_mu CausalML/BLearner/datasets/synthetic.py official repository unverified MIT (permissive) · b268ef6df3cac3cd · report
ggplot_style_grid CausalML/BLearner/401k.py official repository unverified MIT (permissive) · ccb05d4c3a4796e2 · report

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