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propensity score

A propensity score is the probability that an individual receives a particular treatment or exposure, given their observed characteristics. In causal inference, it is used to account for differences in those characteristics between treated and untreated groups, helping make their outcomes more comparable.

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Estimating individual treatment effect: generalization bounds and algorithms

Estimating individual treatment effect: generalization bounds and algorithms

Uri Shalit, Fredrik D. Johansson, David Sontag

OrganizationsMassachusetts Institute of TechnologyNew York University

Why you should read this

Establishes generalization error bounds for individual treatment effect estimation and introduces algorithms that learn balanced representations by minimizing distribution discrepancies between treated and control groups.

There is intense interest in applying machine learning to problems of causal inference in fields such as healthcare, economics and education. In particular, individual-level causal inference has important applications such as precision medicine. We give a new theoretical analysis and family of algorithms for predicting individual treatment effect (ITE) from observational data, under the assumption known as strong ignorability. The algorithms learn a "balanced" representation such that the induced treated and control distributions look similar. We give a novel, simple and intuitive generalization-error bound showing that the expected ITE estimation error of a representation is bounded by a sum of the standard generalization-error of that representation and the distance between the treated and control distributions induced by the representation. We use Integral Probability Metrics to measure distances between distributions, deriving explicit bounds for the Wasserstein and Maximum Mean Discrepancy (MMD) distances. Experiments on real and simulated data show the new algorithms match or outperform the state-of-the-art.

Added

2026-09-25