arXiv:2409.05665stat.MLcs.LG2024-09被引 1

提出K-Fold因果BART模型,挑战现有因果推断认知。

K-Fold Causal BART for CATE Estimation

  • 用K折交叉验证增强因果BART模型稳定性
  • ps-BART在异质处理效应下表现更优且更鲁棒
  • 揭示现有模型在低异质性下过度自信问题

本研究提出并评估一种新型模型——K-Fold因果贝叶斯加性回归树(K-Fold Causal BART),以改进平均处理效应(ATE)和条件平均处理效应(CATE)的估计。研究使用合成数据与半合成数据集(包括广受认可的IHDP基准数据集)验证模型性能。尽管在合成场景中表现良好,但在IHDP数据集上,该模型并非当前最优。研究发现:1. ps-BART模型在泛化能力上优于其他基准模型(包括被广泛认为最佳的贝叶斯因果森林BCF);2. BCF模型在处理效应异质性增加时性能显著下降,而ps-BART保持稳健;3. 当处理效应异质性较低时,模型对CATE不确定性估计往往过度自信;4. 在CATE估计中,第二层K折方法非必要,仅增加计算成本而无性能提升;5. 需深入理解数据特征并采用精细评估方法;6. 本研究结果反驳了Curth等(2021)关于间接策略在IHDP上更优的结论。这些发现挑战现有假设,为未来因果推断方法优化提供方向。

原文摘要 · Abstract (English)

This research aims to propose and evaluate a novel model named K-Fold Causal Bayesian Additive Regression Trees (K-Fold Causal BART) for improved estimation of Average Treatment Effects (ATE) and Conditional Average Treatment Effects (CATE). The study employs synthetic and semi-synthetic datasets, including the widely recognized Infant Health and Development Program (IHDP) benchmark dataset, to validate the model's performance. Despite promising results in synthetic scenarios, the IHDP dataset reveals that the proposed model is not state-of-the-art for ATE and CATE estimation. Nonetheless, the research provides several novel insights: 1. The ps-BART model is likely the preferred choice for CATE and ATE estimation due to better generalization compared to the other benchmark models - including the Bayesian Causal Forest (BCF) model, which is considered by many the current best model for CATE estimation, 2. The BCF model's performance deteriorates significantly with increasing treatment effect heterogeneity, while the ps-BART model remains robust, 3. Models tend to be overconfident in CATE uncertainty quantification when treatment effect heterogeneity is low, 4. A second K-Fold method is unnecessary for avoiding overfitting in CATE estimation, as it adds computational costs without improving performance, 5. Detailed analysis reveals the importance of understanding dataset characteristics and using nuanced evaluation methods, 6. The conclusion of Curth et al. (2021) that indirect strategies for CATE estimation are superior for the IHDP dataset is contradicted by the results of this research. These findings challenge existing assumptions and suggest directions for future research to enhance causal inference methodologies.

因果推断CATE估计贝叶斯模型IHDP数据集

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