Deep propensity network using a sparse autoencoder for estimation of treatment effects

Abstract

Objective: Drawing causal estimates from observational data is problematic, because datasets often contain underlying bias (eg, discrimination in treatment assignment). To examine causal effects, it is important to evaluate what-if scenarios-the so-called "counterfactuals."We propose a novel deep learning architecture for propensity score matching and counterfactual prediction-the deep propensity network using a sparse autoencoder (DPN-SA)-to tackle the problems of high dimensionality, nonlinear/nonparallel treatment assignment, and residual confounding when estimating treatment effects. Materials and Methods: We used 2 randomized prospective datasets, a semisynthetic one with nonlinear/nonparallel treatment selection bias and simulated counterfactual outcomes from the Infant Health and Development Program and a real-world dataset from the LaLonde's employment training program. We compared different configurations of the DPN-SA against logistic regression and LASSO as well as deep counterfactual networks with propensity dropout (DCN-PD). Models' performances were assessed in terms of average treatment effects, mean squared error in precision on effect's heterogeneity, and average treatment effect on the treated, over multiple training/test runs. Results: The DPN-SA outperformed logistic regression and LASSO by 36%-63%, and DCN-PD by 6%-10% across all datasets. All deep learning architectures yielded average treatment effects close to the true ones with low variance. Results were also robust to noise-injection and addition of correlated variables. Code is publicly available at https://github.com/Shantanu48114860/DPN-SAz. Discussion and Conclusion: Deep sparse autoencoders are particularly suited for treatment effect estimation studies using electronic health records because they can handle high-dimensional covariate sets, large sample sizes, and complex heterogeneity in treatment assignments.