arXiv:2411.00945cs.LGecon.EM2024-11NeurIPS被引 8

提出高阶因果消息传递方法,精准估计复杂干扰下的处理效应。

Higher-Order Causal Message Passing for Experimentation with Complex Interference

  • 基于因果消息传递,利用单位结果与处理的均值方差动态建模
  • 在多种真实与合成网络数据中实现非单调干扰下总处理效应的准确估计
  • 适合社交网络、在线市场等存在广泛未知干扰的研究场景

准确估计处理效应对科学决策至关重要。然而,在社会科学和在线市场等领域,对一个实验单元的处理可能通过直接或间接交互影响其他单元的结果,导致干扰,从而产生偏差估计,尤其当交互结构未知时更为严重。本文提出一类基于因果消息传递的新估计器,专为普遍存在且结构未知的干扰场景设计。该估计器利用单位结果与处理随时间变化的样本均值和方差信息,高效利用观测数据估计系统状态演化过程。具体而言,从单位结果与处理的矩构造非线性特征,并学习映射函数以预测未来结果的均值与方差,进而实现处理效应的时间动态估计。在多个领域、使用合成与真实网络数据的大量模拟实验表明,该方法即使在处理概率呈现非单调干扰行为时,仍能有效估计总处理效应的动态变化。

原文摘要 · Abstract (English)

Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit can influence outcomes for others through direct or indirect interactions. Such interference can lead to biased treatment effect estimates, particularly when the structure of these interactions is unknown. We address this challenge by introducing a new class of estimators based on causal message-passing, specifically designed for settings with pervasive, unknown interference. Our estimator draws on information from the sample mean and variance of unit outcomes and treatments over time, enabling efficient use of observed data to estimate the evolution of the system state. Concretely, we construct non-linear features from the moments of unit outcomes and treatments and then learn a function that maps these features to future mean and variance of unit outcomes. This allows for the estimation of the treatment effect over time. Extensive simulations across multiple domains, using synthetic and real network data, demonstrate the efficacy of our approach in estimating total treatment effect dynamics, even in cases where interference exhibits non-monotonic behavior in the probability of treatment.

因果推断干扰估计消息传递

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