Progressive Generalization Risk Reduction for Data-Efficient Causal Effect Estimation

Causal effect estimation (CEE) provides a crucial tool for predicting the unobserved counterfactual outcome for an entity. As CEE relaxes the requirement for "perfect'' counterfactual samples (e.g., patients with identical attributes and only differ in treatments received) that are impractical to obtain and can instead operate on observational data, it is usually used in high-stake domains like medical treatment effect prediction. Nevertheless, in those high-stake domains, gathering a decently sized, fully labelled observational dataset remains challenging due to hurdles associated with costs, ethics, expertise and time needed, etc., of which medical treatment surveys are a typical example. Consequently, if the training dataset is small in scale, low generalization risks can hardly be achieved on any CEE algorithms.