arXiv:2410.08976cs.LGcs.AI2024-10ICML被引 4

用高维工具变量推导治疗效应的可靠边界,提升真实场景决策可信度。

Learning Representations of Instruments for Partial Identification of Treatment Effects

  • 将工具变量映射到离散表示空间,实现对条件平均治疗效应的局部识别
  • 通过两步神经分区法学习紧致边界,降低有限样本下的估计方差
  • 适用于高维工具变量场景,如孟德尔随机化研究,适合因果推断实践者

从观察数据中可靠估计治疗效应在医学等多个领域至关重要。然而,当因果推断文献中的无混杂性假设不成立时,估计变得困难。本文利用任意(可能高维)工具变量来估计条件平均治疗效应(CATE)的边界。贡献有三:(1)提出一种新方法,通过将工具变量映射至离散表示空间,获得有效的CATE边界,这对实际应用中的可靠决策至关重要。(2)设计了一种两步程序,通过定制化的神经分区方法学习紧致边界,避免数值近似或对抗训练带来的不稳定性,同时在有限样本下减少估计方差,提升估计可靠性。(3)理论上证明该方法可获得有效边界并降低方差。通过大量实验验证了其在多种设置下的有效性。整体上,该方法为实践者利用高维工具变量(如孟德尔随机化)提供了新路径。

原文摘要 · Abstract (English)

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is violated. In this work, we leverage arbitrary (potentially high-dimensional) instruments to estimate bounds on the conditional average treatment effect (CATE). Our contributions are three-fold: (1) We propose a novel approach for partial identification through a mapping of instruments to a discrete representation space so that we yield valid bounds on the CATE. This is crucial for reliable decision-making in real-world applications. (2) We derive a two-step procedure that learns tight bounds using a tailored neural partitioning of the latent instrument space. As a result, we avoid instability issues due to numerical approximations or adversarial training. Furthermore, our procedure aims to reduce the estimation variance in finite-sample settings to yield more reliable estimates. (3) We show theoretically that our procedure obtains valid bounds while reducing estimation variance. We further perform extensive experiments to demonstrate the effectiveness across various settings. Overall, our procedure offers a novel path for practitioners to make use of potentially high-dimensional instruments (e.g., as in Mendelian randomization).

因果推断工具变量治疗效应神经分区

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