用机器学习预测小样本群体的因果概率,提升决策精准度。
Estimating Probabilities of Causation with Machine Learning Models
- 基于有足够数据的群体,用机器学习推断小样本群体的因果概率
- 使用MLP加Mish激活函数,对32,768个子群体预测PNS的平均误差仅0.02
- 适用于医疗、政策等缺乏局部数据但需精准因果判断的场景
因果概率在现代决策中至关重要。本文针对小样本群体因数据不足难以估计因果概率的问题,提出利用机器学习模型从数据充足的子群体中学习规律,以推断数据稀缺群体的因果概率。Tian和Pearl曾定义并推导出三种基本因果概率的紧致边界:必要且充分概率(PNS)、充分概率(PS)和必要概率(PN)。然而,准确估计这些概率需要每个子群体对应的实验与观测分布,通常难以获取。本文假设每个子群体的因果概率由其特征决定,通过训练机器学习模型实现跨群体预测。实验表明,在拥有足够总体数据且选择合适模型与激活函数的前提下,可有效预测PNS。模拟研究显示,采用多层感知机(MLP)与Mish激活函数的模型,在约2,000个有数据的子群体数据基础上,对32,768个子群体的PNS预测平均绝对误差(MAE)约为0.02。
原文摘要 · Abstract (English)
Probabilities of causation play a crucial role in modern decision-making. This paper addresses the challenge of predicting probabilities of causation for subpopulations with insufficient data using machine learning models. Tian and Pearl first defined and derived tight bounds for three fundamental probabilities of causation: the probability of necessity and sufficiency (PNS), the probability of sufficiency (PS), and the probability of necessity (PN). However, estimating these probabilities requires both experimental and observational distributions specific to each subpopulation, which are often unavailable or impractical to obtain with limited population-level data. We assume that the probabilities of causation for each subpopulation are determined by its characteristics. To estimate these probabilities for subpopulations with insufficient data, we propose using machine learning models that draw insights from subpopulations with sufficient data. Our evaluation of multiple machine learning models indicates that, given sufficient population-level data and an appropriate choice of machine learning model and activation function, PNS can be effectively predicted. Through simulation studies, we show that our multilayer perceptron (MLP) model with the Mish activation function achieves a mean absolute error (MAE) of approximately 0.02 in predicting PNS for 32,768 subpopulations using data from around 2,000 subpopulations.
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