Papers › Variable Importance Matching for Causal Inference
Variable Importance Matching for Causal Inference
Quinn Lanners, Harsh Parikh, Alexander Volfovsky, Cynthia Rudin, David Page
Our goal is to produce methods for observational causal inference that are auditable, easy to troubleshoot, accurate for treatment effect estimation, and scalable to high-dimensional data. We describe a general framework called Model-to-Match that achieves these goals by (i) learning a distance metric via outcome modeling, (ii) creating matched groups using the distance metric, and (iii) using the matched groups to estimate treatment effects. Model-to-Match uses variable importance measurements to construct a distance metric, making it a flexible framework that can be adapted to various applications. Concentrating on the scalability of the problem in the number of potential confounders, we operationalize the Model-to-Match framework with LASSO. We derive performance guarantees for settings where LASSO outcome modeling consistently identifies all confounders (importantly without requiring the linear model to be correctly specified). We also provide experimental results demonstrating the method's auditability, accuracy, and scalability as well as extensions to more general nonparametric outcome modeling.
Code
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
Not run by Syntology. Nothing on this page verifies that the listed code works.
Tasks
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections