提出统一框架,让神经网络更好估计因果效应,尤其适合二值、计数等非连续结果。
Targeted Regularization for Causal Effect Estimation with Exponential Dispersion Family Outcomes
- 基于指数分布族构建统一的目标函数修正偏差
- 在多种数据类型上实现更准确的因果效应估计
- 适合医学、社会学中常见非连续结果的分析场景
神经网络在因果效应估计中表现出色,但赋予其双重稳健性和快速收敛率仍具挑战。现有方法多限于连续结果,难以处理二值、计数或偏态结果。本文提出针对指数分布族(EDF)的统一目标正则化框架。首先推导离散处理下典型函数的平均剂量函数(ADCF)及连续处理下筛投影ADCF的冯·米塞斯展开;其次利用该展开构造统一的目标正则项,在分布层面修正一阶偏差。将此目标嵌入神经网络架构,联合端到端估计结果模型、倾向得分模型和扰动参数。实验表明该方法在各类数据下均有效提升估计精度。
原文摘要 · Abstract (English)
Neural Networks (NNs) for causal effect estimation have shown strong empirical performance, yet endowing them with desirable semiparametric properties -- doubly robustness and fast convergence rates -- remains challenging. A common approach to address this is targeted regularization, which modifies the objective function of NNs. However, existing work on neural causal effect estimation is largely limited to continuous outcomes, restricting its applicability to settings involving binary, count, or other skewed outcomes commonly encountered in practice. We propose a unified targeted regularization framework for the Exponential Dispersion Family (EDF) to address this limitation. Specifically, we first derive the von Mises expansion of the average dose function of canonical functions (ADCF) for discrete treatments and of the sieve-projected ADCF for continuous treatments. Second, we use this expansion to construct a unified targeted regularization, that corrects first-order bias at the distributional level. We integrate this objective into a NN architecture that jointly estimates the outcome model, propensity score model, and fluctuation parameter end-to-end. Experimental results demonstrate the effectiveness of our method.
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