提出新方法同时解决观测数据中的隐藏混杂和协变量不匹配问题。
Representation Learning Preserving Ignorability and Covariate Matching for Treatment Effects
- 通过梯度匹配与协变量匹配联合学习不变表示
- 在IHDP、Jobs等数据集上显著降低ATE和PEHE误差
- 可测试的近似界替代传统敏感性分析,适合因果推断研究者
从观测数据中估计处理效应面临两大挑战:(a) 隐藏混杂,(b) 协变量不匹配(控制组与处理组分布不同)。现有方法通常只解决其中一类问题。为应对隐藏混杂,传统方法需依赖因果图等详细知识;针对协变量不匹配,常用协变量匹配与重要性加权。近期研究尝试结合可检验独立性与部分辅助信息来处理隐藏混杂。然而,同时应对两类问题的统一框架仍缺失。本文提出神经架构,旨在学习预处理协变量的表示,使其既是有效的调整变量,又能满足协变量匹配约束。方法结合两种神经架构:一种基于对合适锚变量子采样生成的域间梯度匹配,假设存在因果辅助信息;另一种为协变量匹配变换。我们证明,近似不变表示能产生近似有效调整集,从而给出真实因果效应的区间估计。不同于传统敏感性分析中未知干扰参数的变动,本方法提供可测试的近似界,对效应估计给出界限。在包含IHDP、Jobs、Cattaneo及基于图像的群体管理数据集的因果基准测试中,该方法在平均处理效应(ATE)和个体处理效应均方误差(PEHE)上均优于多个基线。
原文摘要 · Abstract (English)
Estimating treatment effects from observational data is challenging due to two main reasons: (a) hidden confounding, and (b) covariate mismatch (control and treatment groups not having identical distributions). Long lines of works exist that address only either of these issues. To address the former, conventional techniques that require detailed knowledge in the form of causal graphs have been proposed. For the latter, covariate matching and importance weighting methods have been used. Recently, there has been progress in combining testable independencies with partial side information for tackling hidden confounding. A common framework to address both hidden confounding and selection bias is missing. We propose neural architectures that aim to learn a representation of pre-treatment covariates that is a valid adjustment and also satisfies covariate matching constraints. We combine two different neural architectures: one based on gradient matching across domains created by subsampling a suitable anchor variable that assumes causal side information, followed by the other, a covariate matching transformation. We prove that approximately invariant representations yield approximate valid adjustment sets which would enable an interval around the true causal effect. In contrast to usual sensitivity analysis, where an unknown nuisance parameter is varied, we have a testable approximation yielding a bound on the effect estimate. We also outperform various baselines with respect to ATE and PEHE errors on causal benchmarks that include IHDP, Jobs, Cattaneo, and an image-based Crowd Management dataset.
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