diff --git a/causal-inference-for-the-brave-and-true/21-Meta-Learners.ipynb b/causal-inference-for-the-brave-and-true/21-Meta-Learners.ipynb index 24305e1..a3dfceb 100644 --- a/causal-inference-for-the-brave-and-true/21-Meta-Learners.ipynb +++ b/causal-inference-for-the-brave-and-true/21-Meta-Learners.ipynb @@ -48,7 +48,17 @@ "cell_type": "markdown", "metadata": {}, "source": [ - "Here, we will use the same data we had before, regathing investment advertisement emails. Again, the goal here is to figure out who will respond better to the email. There is a little twist, though. This time, we will use non-random data to train the models and random data to validate them. Dealing with-non random data is a much harder task, because the meta learners will need to debias the data **AND** estimate the CATE." + "Here, we will use the same data we had before, regarding investment advertisement emails. Again, the goal here is to figure out who will respond better to the email. There is a little twist, though. This time, we will use non-random data to train the models and random data to validate them. Dealing with non-random data is a much harder task because the meta-learners must adjust for observed confounding **AND** estimate the CATE.\n", + "\n", + "It is important to be precise about what makes that adjustment causal. Meta-learners do not remove confounding merely because their component models are flexible. For the S-, T-, and X-learners below to identify $\\tau(x)$ from observational training data, we need the usual assumptions:\n", + "\n", + "1. **Consistency and no interference:** the observed outcome is the potential outcome under the treatment actually received, $Y_i=Y_i(T_i)$, and one unit's treatment does not change another unit's outcome.\n", + "2. **Conditional exchangeability:** all variables needed to control confounding are measured before treatment and included in $X$, so $(Y_i(0),Y_i(1)) \\perp T_i \\mid X_i$.\n", + "3. **Overlap:** both treatment levels are possible for the covariate profiles where we estimate effects, $0