用机器学习自动学出因果推断模型,省去人工设计算法的麻烦。
Black Box Causal Inference: Effect Estimation via Meta Prediction
- 把因果推断看作数据集级预测任务,让模型自动学出估计器
- 在多个已知可识别的问题上准确估计平均/条件处理效应
- 特别适合缺乏成熟方法的复杂因果场景,节省研发成本
因果推断在医疗、经济等决策领域至关重要。传统方法需为每个问题定制估计器,开发耗时,如基于回归、倾向得分或双重稳健的方法历经数十年发展。针对工具变量(IV)也出现了两阶段最小二乘(TSLS)、控制函数、矩方法等多种算法。本文提出黑箱因果推断(BBCI),将因果推断建模为数据集级预测问题,通过学习从采样数据集-效应对中预测因果效应,实现估计器的黑箱构建。实验表明,BBCI可在多个已知可识别的因果问题上准确估计平均处理效应(ATE)和条件平均处理效应(CATE),包括一些现有方法较不成熟的场景。
原文摘要 · Abstract (English)
Causal inference and the estimation of causal effects plays a central role in decision-making across many areas, including healthcare and economics. Estimating causal effects typically requires an estimator that is tailored to each problem of interest. But developing estimators can take significant effort for even a single causal inference setting. For example, algorithms for regression-based estimators, propensity score methods, and doubly robust methods were designed across several decades to handle causal estimation with observed confounders. Similarly, several estimators have been developed to exploit instrumental variables (IVs), including two-stage least-squares (TSLS), control functions, and the method-of-moments. In this work, we instead frame causal inference as a dataset-level prediction problem, offloading algorithm design to the learning process. The approach we introduce, called black box causal inference (BBCI), builds estimators in a black-box manner by learning to predict causal effects from sampled dataset-effect pairs. We demonstrate accurate estimation of average treatment effects (ATEs) and conditional average treatment effects (CATEs) with BBCI across several causal inference problems with known identification, including problems with less developed estimators.
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