Teaching deep learning causal effects improves predictive performance

Causal inference is a powerful statistical methodology for explanatory analysis and individualized treatment effect (ITE) estimation, a prominent causal inference task that has become a fundamental research problem. ITE estimation, when performed naively, tends to produce biased estimates. To obtain unbiased estimates, counterfactual information is needed, which is not directly observable from data. Based on mature domain knowledge, reliable traditional methods to estimate ITE exist. In recent years, neural networks have been widely used in clinical studies. Specifically, recurrent neural networks (RNN) have been applied to temporal Electronic Health Records (EHR) data analysis. However, RNNs are not guaranteed to automatically discover causal knowledge, correctly estimate counterfactual information, and thus correctly estimate the ITE. This lack of correct ITE estimates can hinder the performance of the model. In this work we study whether RNNs can be guided to correctly incorporate ITE-related knowledge and whether this improves predictive performance. Specifically, we first describe a Causal-Temporal Structure for temporal EHR data; then based on this structure, we estimate sequential ITE along the timeline, using sequential Propensity Score Matching (PSM); and finally, we propose a knowledge-guided neural network methodology to incorporate estimated ITE. We demonstrate on real-world and synthetic data (where the actual ITEs are known) that the proposed methodology can significantly improve the prediction performance of RNN.