Generative Learner for Distributional Causal Effects
Maria Nareklishvili, Nicholas Polson, Vadim Sokolov
We propose a generative learner for estimating conditional average treatment effects and characterizing the full distribution of these effects. The learner takes the form of a multi-head feed-forward neural network with three jointly estimated subnetworks: the propensity score, the conditional quantile function of the baseline outcome, and the conditional quantile treatment effect. Each quantile-indexed subnetwork combines a covariate representation with cosine quantile embeddings through element-wise multiplication. We then recover the conditional average treatment effect as an integral over conditional quantile treatment effects. Under the classical causal assumptions within the Neyman--Rubin potential outcomes framework, we find that the proposed generative learner reduces out-of-sample mean squared error relative to the generalized random forest, double machine learning, and generative adversarial networks, with gains ranging from 5.4% to 93.5% on average across experimental designs. In an empirical application, we formalize the Stefan--Boltzmann law within a unidirectional causal model and apply the method to publicly available stellar data. The estimated effects satisfy the restrictions the law implies.
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