C-HDNet: A Fast Hyperdimensional Computing Based Method for Causal Effect Estimation from Networked Observational Data

We consider the problem of estimating causal effects from observational data in the presence of network confounding. In this context, an individual's treatment assignment and outcomes may be affected by their neighbors within the network. We propose a novel matching technique which leverages hyperdimensional computing to model network information and improve predictive performance. We present results of extensive experiments which show that the proposed method outperforms or is competitive with the state-of-the-art methods for causal effect estimation from network data, including advanced computationally demanding deep learning methods. Further, our technique benefits from simplicity and speed, with roughly an order of magnitude lower runtime compared to state-of-the-art methods, while offering similar causal effect estimation error rates.

Causal Effect Estimation Using Random Hyperplane Tessellations

Matching is one of the simplest approaches for estimating causal effects from observational data. Matching techniques compare the observed outcomes across pairs of individuals with similar covariate values but different treatment statuses in order to estimate causal effects. However, traditional matching techniques are unreliable given high-dimensional covariates due to the infamous curse of dimensionality. To overcome this challenge, we propose a simple, fast, yet highly effective approach to matching using Random Hyperplane Tessellations (RHPT). First, we prove that the RHPT representation is an approximate balancing score -- thus maintaining the strong ignorability assumption -- and provide empirical evidence for this claim. Second, we report results of extensive experiments showing that matching using RHPT outperforms traditional matching techniques and is competitive with state-of-the-art deep learning methods for causal effect estimation. In addition, RHPT avoids the need for computationally expensive training of deep neural networks.

One-Shot Graph Representation Learning Using Hyperdimensional Computing

We present a novel, simple, fast, and efficient approach for semi-supervised learning on graphs. The proposed approach takes advantage of hyper-dimensional computing which encodes data samples using random projections into a high dimensional space (HD space for short). Specifically, we propose a Hyper-dimensional Graph Learning (HDGL) algorithm that leverages the injectivity property of the node representations of a family of graph neural networks. HDGL maps node features to the HD space and then uses HD operators such as bundling and binding to aggregate information from the local neighborhood of each node. Results of experiments with widely used benchmark data sets show that HDGL achieves predictive performance that is competitive with the state-of-the-art deep learning methods, without the need for computationally expensive training.