PIPCFR: Pseudo-outcome Imputation with Post-treatment Variables for Individual Treatment Effect Estimation

The estimation of individual treatment effects (ITE) focuses on predicting the outcome changes that result from a change in treatment. A fundamental challenge in observational data is that while we need to infer outcome differences under alternative treatments, we can only observe each individual's outcome under a single treatment. Existing approaches address this limitation either by training with inferred pseudo-outcomes or by creating matched instance pairs. However, recent work has largely overlooked the potential impact of post-treatment variables on the outcome. This oversight prevents existing methods from fully capturing outcome variability, resulting in increased variance in counterfactual predictions. This paper introduces Pseudo-outcome Imputation with Post-treatment Variables for Counterfactual Regression (PIPCFR), a novel approach that incorporates post-treatment variables to improve pseudo-outcome imputation. We analyze the challenges inherent in utilizing post-treatment variables and establish a novel theoretical bound for ITE risk that explicitly connects post-treatment variables to ITE estimation accuracy. Unlike existing methods that ignore these variables or impose restrictive assumptions, PIPCFR learns effective representations that preserve informative components while mitigating bias. Empirical evaluations on both real-world and simulated datasets demonstrate that PIPCFR achieves significantly lower ITE errors compared to existing methods.

Sample Dropout: A Simple yet Effective Variance Reduction Technique in Deep Policy Optimization

Recent success in Deep Reinforcement Learning (DRL) methods has shown that policy optimization with respect to an off-policy distribution via importance sampling is effective for sample reuse. In this paper, we show that the use of importance sampling could introduce high variance in the objective estimate. Specifically, we show in a principled way that the variance of importance sampling estimate grows quadratically with importance ratios and the large ratios could consequently jeopardize the effectiveness of surrogate objective optimization. We then propose a technique called sample dropout to bound the estimation variance by dropping out samples when their ratio deviation is too high. We instantiate this sample dropout technique on representative policy optimization algorithms, including TRPO, PPO, and ESPO, and demonstrate that it consistently boosts the performance of those DRL algorithms on both continuous and discrete action controls, including MuJoCo, DMControl and Atari video games. Our code is open-sourced at \url{https://github.com/LinZichuan/sdpo.git}.