arXiv:2502.06398cs.LGstat.ML2025-02NeurIPS被引 7

无需已知因果模型,通过排序保持假设推断个体反事实结果。

Learning Counterfactual Outcomes Under Rank Preservation

  • 引入排序保持假设,无需先验因果模型即可识别反事实结果。
  • 提出理想损失函数,理论保证学习过程无偏且凸优化。
  • 基于核方法的估计器在真实与模拟数据上表现优越,适合因果推断研究者。

反事实推断旨在给定观测到的处理和实际结果后,估计个体层面的反事实结果,广泛应用于流行病学、计量经济学和管理科学等领域。以往方法依赖已知结构因果模型,或假设外生变量同质性及结果与外生变量严格单调。本文提出一种新方法:首先引入简单直观的排序保持假设,可在不依赖已知结构因果模型的前提下识别反事实结果;在此基础上,提出一种理论无偏的理想损失函数,并进一步构建基于核的方法进行经验估计。理论分析表明,排序保持假设不强于同质性与严格单调假设,所提理想损失为凸函数,估计器无偏。大量半合成与真实世界实验验证了该方法的有效性。

原文摘要 · Abstract (English)

Counterfactual inference aims to estimate the counterfactual outcome at the individual level given knowledge of an observed treatment and the factual outcome, with broad applications in fields such as epidemiology, econometrics, and management science. Previous methods rely on a known structural causal model (SCM) or assume the homogeneity of the exogenous variable and strict monotonicity between the outcome and exogenous variable. In this paper, we propose a principled approach for identifying and estimating the counterfactual outcome. We first introduce a simple and intuitive rank preservation assumption to identify the counterfactual outcome without relying on a known structural causal model. Building on this, we propose a novel ideal loss for theoretically unbiased learning of the counterfactual outcome and further develop a kernel-based estimator for its empirical estimation. Our theoretical analysis shows that the rank preservation assumption is not stronger than the homogeneity and strict monotonicity assumptions, and shows that the proposed ideal loss is convex, and the proposed estimator is unbiased. Extensive semi-synthetic and real-world experiments are conducted to demonstrate the effectiveness of the proposed method.

因果推断反事实核方法

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