arXiv:2502.04274cs.LG2025-02被引 7

提出正交表示学习框架,兼顾因果估计的理论最优与实践高效。

Orthogonal Representation Learning for Estimating Causal Quantities

  • 构建统一框架OR-learner,将表示学习与正交性结合。
  • 在低维流形假设下,误差显著低于传统正交方法。
  • 指导如何融合表示学习与经典正交估计,兼顾性能与理论保障。

端到端表示学习已成为从高维观测数据中估计因果量的强大工具,但其效率尚不明确。本文面临核心矛盾:端到端方法虽实用但缺乏渐近最优性(准最优效率);而两阶段Neyman正交学习虽具理论最优性,却未充分利用表示学习优势。本文提出两个问题:(1) 表示学习何时能增强现有Neyman正交学习?(2) 平衡约束能否提升Neyman正交性?通过理论与实证分析,引入统一框架OR-learner,证明在低维流形假设下,OR-learners可严格降低标准正交学习的估计误差。同时发现,平衡约束需额外归纳偏置,无法普遍弥补端到端方法缺失的Neyman正交性。据此,给出用户有效融合表示学习与经典正交学习的实践指南。

原文摘要 · Abstract (English)

End-to-end representation learning has become a powerful tool for estimating causal quantities from high-dimensional observational data, but its efficiency remained unclear. Here, we face a central tension: End-to-end representation learning methods often work well in practice but lack asymptotic optimality in the form of the quasi-oracle efficiency. In contrast, two-stage Neyman-orthogonal learners provide such a theoretical optimality property but do not explicitly benefit from the strengths of representation learning. In this work, we step back and ask two research questions: (1) When do representations strengthen existing Neyman-orthogonal learners? and (2) Can a balancing constraint - a commonly proposed technique in the representation learning literature - provide improvements to Neyman-orthogonality? We address these two questions through our theoretical and empirical analysis, where we introduce a unifying framework that connects representation learning with Neyman-orthogonal learners (namely, OR-learners). In particular, we show that, under the low-dimensional manifold hypothesis, the OR-learners can strictly improve the estimation error of the standard Neyman-orthogonal learners. At the same time, we find that the balancing constraint requires an additional inductive bias and cannot generally compensate for the lack of Neyman-orthogonality of the end-to-end approaches. Building on these insights, we offer guidelines for how users can effectively combine representation learning with the classical Neyman-orthogonal learners to achieve both practical performance and theoretical guarantees.

因果推断表示学习正交性理论保证

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