ucate icon indicating copy to clipboard operation
ucate copied to clipboard

Published 20 hours ago • verified publisher icon OATML
→

Metadata

Uncertainty in Conditional Average Treatment Effect Estimation

Introduction

This repository contains the code to replicate the results reported in Identifying Causal Effect Inference Failure with Uncertainty-Aware Models.

Intuitive Uncertainty for CATE

Installation

$ git clone [email protected]:OATML/ucate.git
$ cd ucate
$ conda env create -f environment.yml
$ conda activate ucate

Download data

$ mkdir data

To run the following experiments, the IHDP train, test, and ACIC2016 datasets must be downloaded into the folder created above. The datasets will need to be uncompressed.

BTLearner Experiment

IHDP

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name ihdp \
    --data-dir data/ \
    --num-trials 1000 \
    tlearner
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/ihdp/tlearner/bf-200_dp-5_dr-0.5_bs-100_lr-0.001_ep-False

IHDP Covariate Shift

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name ihdp \
    --data-dir data/ \
    --num-trials 1000 \
    --exclude-population True
    tlearner
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/ihdp/tlearner/bf-200_dp-5_dr-0.5_bs-100_lr-0.001_ep-False

CEMNIST

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name cemnist \
    --data-dir data/ \
    --num-trials 20
    tlearner
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/cemnist/tlearner/bf-200_dp-5_dr-0.5_bs-100_lr-0.001_ep-False

ACIC

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name acic \
    --data-dir data/data_cf_all/ \
    --num-trials 77
    tlearner
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/acic/tlearner/bf-200_dp-5_dr-0.5_bs-100_lr-0.001_ep-False

BTARNet Experiment

IHDP

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name ihdp \
    --data-dir data/ \
    --num-trials 1000 \
    tarnet
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/ihdp/tarnet/md-tarnet_bf-200_dr-0.5_beta-1.0_bs-100_lr-0.001_ep-False

IHDP Covariate Shift

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name ihdp \
    --data-dir data/ \
    --num-trials 1000 \
    --exclude-population True
    tarnet
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/ihdp/tarnet/md-tarnet_bf-200_dr-0.5_beta-1.0_bs-100_lr-0.001_ep-True

CEMNIST

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name cemnist \
    --data-dir data/ \
    --num-trials 20
    tarnet
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/cemnist/tarnet/md-tarnet_bf-200_dr-0.5_beta-1.0_bs-100_lr-0.001_ep-False

ACIC

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name acic \
    --data-dir data/data_cf_all/ \
    --num-trials 77
    tarnet
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/acic/tarnet/md-tarnet_bf-200_dr-0.5_beta-1.0_bs-100_lr-0.001_ep-False

BCFR-MMD Experiment

IHDP

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name ihdp \
    --data-dir data/ \
    --num-trials 1000 \
    tarnet \
    --mode mmd
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/ihdp/tarnet/md-mmd_bf-200_dr-0.5_beta-1.0_bs-100_lr-0.001_ep-False

IHDP Covariate Shift

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name ihdp \
    --data-dir data/ \
    --num-trials 1000 \
    --exclude-population True
    tarnet \
    --mode mmd
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/ihdp/tarnet/md-mmd_bf-200_dr-0.5_beta-1.0_bs-100_lr-0.001_ep-True

CEMNIST

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name cemnist \
    --data-dir data/ \
    --num-trials 20
    tarnet \
    --mode mmd
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/cemnist/tarnet/md-mmd_bf-200_dr-0.5_beta-1.0_bs-100_lr-0.001_ep-False

ACIC

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name acic \
    --data-dir data/data_cf_all/ \
    --num-trials 77
    tarnet \
    --mode mmd
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/acic/tarnet/md-mmd_bf-200_dr-0.5_beta-1.0_bs-100_lr-0.001_ep-False

BDragonnet Experiment

IHDP

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name ihdp \
    --data-dir data/ \
    --num-trials 1000 \
    tarnet \
    --mode dragon
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/ihdp/tarnet/md-dragon_bf-200_dr-0.5_beta-1.0_bs-100_lr-0.001_ep-False

IHDP Covariate Shift

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name ihdp \
    --data-dir data/ \
    --num-trials 1000 \
    --exclude-population True
    tarnet \
    --mode dragon
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/ihdp/tarnet/md-dragon_bf-200_dr-0.5_beta-1.0_bs-100_lr-0.001_ep-True

CEMNIST

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name cemnist \
    --data-dir data/ \
    --num-trials 20
    tarnet \
    --mode dragon
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/cemnist/tarnet/md-dragon_bf-200_dr-0.5_beta-1.0_bs-100_lr-0.001_ep-False

ACIC

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name acic \
    --data-dir data/data_cf_all/ \
    --num-trials 77
    tarnet \
    --mode dragon
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/acic/tarnet/md-dragon_bf-200_dr-0.5_beta-1.0_bs-100_lr-0.001_ep-False

BCEVAE Experiment

IHDP

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name ihdp \
    --data-dir data/ \
    --num-trials 1000 \
    cevae
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/ihdp/cevae/dl-32_bf-200_dr-0.1_beta-0.1_ns-True_bs-100_lr-0.001_ep-False

IHDP Covariate Shift

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name ihdp \
    --data-dir data/ \
    --num-trials 1000 \
    --exclude-population True
    cevae
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/ihdp/cevae/dl-32_bf-200_dr-0.1_beta-0.1_ns-True_bs-100_lr-0.001_ep-True

CEMNIST

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name cemnist \
    --data-dir data/ \
    --num-trials 20
    cevae
    --learning-rate 2e-4
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/cemnist/cevae/dl-32_bf-200_dr-0.1_beta-0.1_ns-True_bs-100_lr-0.0002_ep-False

ACIC

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name acic \
    --data-dir data/data_cf_all/ \
    --num-trials 77
    cevae
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/acic/cevae/dl-32_bf-200_dr-0.1_beta-0.1_ns-True_bs-100_lr-0.001_ep-False

BART Experiment

IHDP

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name ihdp \
    --data-dir data/ \
    --num-trials 1000 \
    bart
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/ihdp/bart/ep-False

IHDP Covariate Shift

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name ihdp \
    --data-dir data/ \
    --num-trials 1000 \
    --exclude-population True
    bart
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/ihdp/bart/ep-True

CEMNIST

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name cemnist \
    --data-dir data/ \
    --num-trials 20
    bart
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/cemnist/bart/ep-False

ACIC

$ ucate train \
    --job-dir ~/experiments/ucate \
    --dataset-name acic \
    --data-dir data/data_cf_all/ \
    --num-trials 77
    bart
$ ucate evaluate \
    --experiment-dir ~/experiments/ucate/acic/bart/ep-False

← Metadata

25
Stars
10
Forks
Watchers

Owner

verified publisher icon OATML

Metadata

Uncertainty in Conditional Average Treatment Effect Estimation

Back