arXiv:2412.03727cs.LGmath.OC2024-12NeurIPS被引 11

提出在线实验设计新框架,平衡估计误差与决策遗憾。

Online Experimental Design With Estimation-Regret Trade-off Under Network Interference

  • 引入暴露映射扩展动作空间,更灵活建模网络干扰
  • 实现时间与动作空间上的帕累托最优权衡,优于基线
  • 适用于多种网络结构,算法可推广

网络干扰在因果推断领域备受关注,涵盖个体间相互影响的社会行为,如邻居的处理会改变他人结果。传统因果方法假设个体间处理效应独立,但在网络环境中不成立。为估计具有干扰意识的因果效应,常规做法是随机分组并比较结果,此法在离线场景有效,但在序列实验中易产生次优决策,导致显著遗憾。为此,本文提出统一的干扰感知在线实验设计框架。相比已有研究,通过统计中的暴露映射扩展动作空间,实现对网络环境下处理效应的更灵活、上下文敏感表示。关键的是,在时间周期和动作空间上建立了估计精度与遗憾之间的帕累托最优权衡,即使在无网络干扰时也优于基线模型。此外,提出了算法实现,并讨论其在不同学习设置和网络拓扑下的泛化能力。

原文摘要 · Abstract (English)

Network interference has attracted significant attention in the field of causal inference, encapsulating various sociological behaviors where the treatment assigned to one individual within a network may affect the outcomes of others, such as their neighbors. A key challenge in this setting is that standard causal inference methods often assume independent treatment effects among individuals, which may not hold in networked environments. To estimate interference-aware causal effects, a traditional approach is to inherit the independent settings, where practitioners randomly assign experimental participants into different groups and compare their outcomes. While effective in offline settings, this strategy becomes problematic in sequential experiments, where suboptimal decision persists, leading to substantial regret. To address this issue, we introduce a unified interference-aware framework for online experimental design. Compared to existing studies, we extend the definition of arm space by utilizing the statistical concept of exposure mapping, which allows for a more flexible and context-aware representation of treatment effects in networked settings. Crucially, we establish a Pareto-optimal trade-off between estimation accuracy and regret under the network concerning both time period and arm space, which remains superior to baseline models even without network interference. Furthermore, we propose an algorithmic implementation and discuss its generalization across different learning settings and network topology.

因果推断在线实验网络干扰

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。