arXiv:2502.01106cs.LGecon.EM2025-02被引 5

提出新方法验证网络干扰下的反事实估计,提升因果推断可靠性。

Can We Validate Counterfactual Estimations in the Presence of General Network Interference?

  • 用分布保持的网络自助法生成多组样本,解决单次实验数据不足问题。
  • 设计反事实交叉验证,实现对因果估计器的严格数据驱动评估。
  • 适用于有复杂网络干扰的场景,如社交平台、共享出行等真实系统。

随机实验已成为在线平台到公共健康等领域证据决策的核心手段。但在存在网络干扰的实验中,一个单元的处理会影响其他单元的结果,这挑战了因果效应估计及其验证。传统验证方法失效,因为结果仅在单一处理条件下可观测,且受干扰导致复杂的相关性模式。为此,我们提出一个框架,支持使用机器学习工具进行因果推断的估计与验证。核心是新的分布保持网络自助法,一种理论严谨的技术,可从单次实验数据中生成多个统计有效的子群体。该样本放大能力带来第二项贡献:反事实交叉验证程序。该程序将模型验证原则适配至因果设置的独特约束,提供一种严谨、数据驱动的估计器选择与评估方法。我们扩展了近期因果消息传递研究,纳入异质单位特征和变化的局部交互,通过非渐近分析确保有限样本性能可靠。此外,我们开发并公开发布了一个综合性基准工具箱,包含从交互式AI代理网络到拼车应用等多种实验环境。这些环境提供已知真值,同时保持现实复杂性,支持因果推断方法的系统评估。在多种环境中的大量测试表明,本方法对各类网络干扰具有鲁棒性。

原文摘要 · Abstract (English)

Randomized experiments have become a cornerstone of evidence-based decision-making in contexts ranging from online platforms to public health. However, in experimental settings with network interference, a unit's treatment can influence outcomes of other units, challenging both causal effect estimation and its validation. Classic validation approaches fail as outcomes are only observable under a single treatment scenario and exhibit complex correlation patterns due to interference. To address these challenges, we introduce a framework that facilitates the use of machine learning tools for both estimation and validation in causal inference. Central to our approach is the new distribution-preserving network bootstrap, a theoretically-grounded technique that generates multiple statistically-valid subpopulations from a single experiment's data. This amplification of experimental samples enables our second contribution: a counterfactual cross-validation procedure. This procedure adapts the principles of model validation to the unique constraints of causal settings, providing a rigorous, data-driven method for selecting and evaluating estimators. We extend recent causal message-passing developments by incorporating heterogeneous unit-level characteristics and varying local interactions, ensuring reliable finite-sample performance through non-asymptotic analysis. Additionally, we develop and publicly release a comprehensive benchmark toolbox featuring diverse experimental environments, from networks of interacting AI agents to ride-sharing applications. These environments provide known ground truth values while maintaining realistic complexities, enabling systematic evaluation of causal inference methods. Extensive testing across these environments demonstrates our method's robustness to diverse forms of network interference.

因果推断网络干扰反事实验证机器学习

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