arXiv:2411.01250stat.MEcs.LG2024-11NeurIPS被引 8

提出新型因果聚类方法,无需强假设即可识别治疗效果异质性子群。

Hierarchical and Density-based Causal Clustering

  • 融合层次与密度聚类,改进传统因果k均值方法。
  • 在最小正则条件下,聚类误差仅增额外回归函数估计误差。
  • 适用于无先验子群结构的政策评估与个性化干预研究。

理解治疗效果异质性对科学和政策研究至关重要。然而,由于子群结构通常未知,识别与评估异质性治疗效应面临重大挑战。近期提出的因果k均值聚类方法通过将k均值算法应用于未知反事实回归函数来评估治疗效应异质性。本文在此框架基础上,引入层次与密度依赖的聚类算法,提出可直接使用现成工具实现的插件估计器。与需边际条件的k均值不同,所提估计器不依赖结果过程的强结构假设。我们研究其收敛速率,表明在最小正则条件下,因果聚类的额外代价基本等于结果回归函数的估计误差。研究结果显著拓展了因果聚类框架的能力,推动了治疗响应同质子群识别方法的发展,从而促进更精细、精准的干预策略。所提方法也为通用伪结果聚类开辟新路径。通过模拟考察有限样本性质,并在投票与就业预测数据集中展示应用效果。

原文摘要 · Abstract (English)

Understanding treatment effect heterogeneity is vital for scientific and policy research. However, identifying and evaluating heterogeneous treatment effects pose significant challenges due to the typically unknown subgroup structure. Recently, a novel approach, causal k-means clustering, has emerged to assess heterogeneity of treatment effect by applying the k-means algorithm to unknown counterfactual regression functions. In this paper, we expand upon this framework by integrating hierarchical and density-based clustering algorithms. We propose plug-in estimators that are simple and readily implementable using off-the-shelf algorithms. Unlike k-means clustering, which requires the margin condition, our proposed estimators do not rely on strong structural assumptions on the outcome process. We go on to study their rate of convergence, and show that under the minimal regularity conditions, the additional cost of causal clustering is essentially the estimation error of the outcome regression functions. Our findings significantly extend the capabilities of the causal clustering framework, thereby contributing to the progression of methodologies for identifying homogeneous subgroups in treatment response, consequently facilitating more nuanced and targeted interventions. The proposed methods also open up new avenues for clustering with generic pseudo-outcomes. We explore finite sample properties via simulation, and illustrate the proposed methods in voting and employment projection datasets.

因果推断聚类分析异质性

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