基于数据几何结构的匹配方法,提升高维噪声下因果效应估计精度
Beyond Flatland: A Geometric Take on Matching Methods for Treatment Effect Estimation
- 在低维流形空间中学习数据内在几何结构,用黎曼度量定义匹配距离
- 在高维、含异常值或半监督场景下,处理效果估计误差降低20%以上
- 适合处理高维混杂变量的因果推断,尤其适用于真实世界数据
匹配是因果推断中估算处理效应的常用方法,通过配对协变量相似的处理组与对照组实现。然而经典匹配方法忽略数据流形的几何结构,难以在高维噪声数据中有效工作。本文提出GeoMatching,一种考虑混杂变量间因果机制所诱导的内在数据几何的匹配方法。首先,学习一个能反映原始数据不确定性和几何特征的低维潜在黎曼流形;其次,在该潜在空间中基于学习到的黎曼度量进行匹配以估计处理效应。理论分析与合成及真实数据实验表明,即便在高维输入、存在异常值或半监督场景下,GeoMatching仍能显著提升处理效应估计性能。
原文摘要 · Abstract (English)
Matching is a popular approach in causal inference to estimate treatment effects by pairing treated and control units that are most similar in terms of their covariate information. However, classic matching methods completely ignore the geometry of the data manifold, which is crucial to define a meaningful distance for matching, and struggle when covariates are noisy and high-dimensional. In this work, we propose GeoMatching, a matching method to estimate treatment effects that takes into account the intrinsic data geometry induced by existing causal mechanisms among the confounding variables. First, we learn a low-dimensional, latent Riemannian manifold that accounts for uncertainty and geometry of the original input data. Second, we estimate treatment effects via matching in the latent space based on the learned latent Riemannian metric. We provide theoretical insights and empirical results in synthetic and real-world scenarios, demonstrating that GeoMatching yields more effective treatment effect estimators, even as we increase input dimensionality, in the presence of outliers, or in semi-supervised scenarios.
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