提出局部学习方法,在存在潜变量时准确选择协变量以估计因果效应。
Local Learning for Covariate Selection in Nonparametric Causal Effect Estimation with Latent Variables
- 基于可观测变量的独立性关系,局部识别有效调整集
- 在合成与真实数据上验证,可避免潜变量导致的偏差
- 适合关注特定因果关系且存在隐变量的研究场景
从非实验数据中估计因果效应是多个科学领域中的基础问题。关键步骤之一是选择合适的协变量进行混杂因素调整,以避免偏差。现有大多数协变量选择方法通常假设不存在潜变量,并依赖于变量间全局网络结构的学习。然而,当研究重点仅在于处理变量对结果变量的因果效应时,识别全局结构可能不必要且低效。为解决这一局限,本文提出一种新的局部学习方法,用于在存在潜变量的情况下进行非参数因果效应估计中的协变量选择。该方法利用可观测变量间的可检验独立性与依赖关系,识别目标因果关系的有效调整集,在标准假设下保证推理的可靠性和完备性。通过在合成数据和真实世界数据上的大量实验,验证了算法的有效性。
原文摘要 · Abstract (English)
Estimating causal effects from nonexperimental data is a fundamental problem in many fields of science. A key component of this task is selecting an appropriate set of covariates for confounding adjustment to avoid bias. Most existing methods for covariate selection often assume the absence of latent variables and rely on learning the global network structure among variables. However, identifying the global structure can be unnecessary and inefficient, especially when our primary interest lies in estimating the effect of a treatment variable on an outcome variable. To address this limitation, we propose a novel local learning approach for covariate selection in nonparametric causal effect estimation, which accounts for the presence of latent variables. Our approach leverages testable independence and dependence relationships among observed variables to identify a valid adjustment set for a target causal relationship, ensuring both soundness and completeness under standard assumptions. We validate the effectiveness of our algorithm through extensive experiments on both synthetic and real-world data.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。