Self-Supervised Learning for Temporal Counterfactual Estimation
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United States of America
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Apr 3, 2025
app pub date -
Sep 30, 2024
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Sep 30, 2024
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Abstract
A machine-learned model includes an encoder having a feature block configured to embed input data into a plurality of features in an embedding space. The input data includes multiple components such as covariate, treatment, and output components. The encoder includes one or more encoding layers, each including a temporal attention block and a feature-wise attention block. The temporal attention block is configured to obtain the embedded input data and apply temporal causal attention along a time dimension in parallel for each feature of the plurality of features to generate temporal embeddings. The feature-wise attention block is configured to obtain the temporal embeddings and generate component representations such as a covariate representation, a treatment representation, and an output representation.
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