Papers › Spectral Representation for Causal Estimation with Hidden Confounders

Spectral Representation for Causal Estimation with Hidden Confounders

15 Jul 2024arXiv:2407.10448archive 2025-07-28

Tongzheng Ren, Haotian Sun, Antoine Moulin, Arthur Gretton, Bo Dai

We address the problem of causal effect estimation where hidden confounders are present, with a focus on two settings: instrumental variable regression with additional observed confounders, and proxy causal learning. Our approach uses a singular value decomposition of a conditional expectation operator, followed by a saddle-point optimization problem, which, in the context of IV regression, can be thought of as a neural net generalization of the seminal approach due to Darolles et al. [2011]. Saddle-point formulations have gathered considerable attention recently, as they can avoid double sampling bias and are amenable to modern function approximation methods. We provide experimental validation in various settings, and show that our approach outperforms existing methods on common benchmarks.

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