Abstract
We develop new algorithms for estimating heterogeneous treatment effects,
combining recent developments in transfer learning for neural networks with
insights from the causal inference literature. By taking advantage of transfer
learning, we are able to efficiently use different data sources that are
related to the same underlying causal mechanisms. We compare our algorithms
with those in the extant literature using extensive simulation studies based on
large-scale voter persuasion experiments and the MNIST database. Our methods
can perform an order of magnitude better than existing benchmarks while using a
fraction of the data.
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