arXiv:2505.17961stat.MEcs.AI2025-05被引 6

跨机构数据下用联邦学习估计因果效应,保护隐私还更准确。

Federated Causal Inference from Multi-Site Observational Data via Propensity Score Aggregation

  • 通过联邦加权平均局部倾向得分,避免共享原始数据。
  • 在不同站点样本量、治疗机制不同时仍能准确估计处理效应。
  • 适合医疗多中心研究等需保护隐私的因果分析场景。

因果推断通常假设可访问个体级数据,但实践中数据常分散在多个机构,因隐私、物流或法律限制难以集中。本文提出一种联邦学习方法,通过交换汇总统计量而非原始数据,从分散的观察性数据中估计平均处理效应(ATE)。我们引入基于协变量条件下的站点归属概率(会员权重,MW)的联邦加权平均方法,灵活使用参数或非参数分类模型估计局部倾向得分。据此构建联邦逆倾向权重(Fed-IPW)与增广型IPW(Fed-AIPW)估计器。相比元分析方法在任一站点违反正值性时失效的问题,本方法利用各站点治疗分配的异质性增强重叠性。理论分析与仿真及真实数据实验表明,该方法在站点间样本量、治疗机制和协变量分布异质性条件下表现优异,显著优于元分析及相关方法。

原文摘要 · Abstract (English)

Causal inference typically assumes centralized access to individual-level data. Yet, in practice, data are often decentralized across multiple sites, making centralization infeasible due to privacy, logistical, or legal constraints. We address this problem by estimating the Average Treatment Effect (ATE) from decentralized observational data via a Federated Learning (FL) approach, allowing inference through the exchange of aggregate statistics rather than individual-level data. We propose a novel method to estimate propensity scores via a federated weighted average of local scores using Membership Weights (MW), defined as probabilities of site membership conditional on covariates. MW can be flexibly estimated with parametric or non-parametric classification models using standard FL algorithms. The resulting propensity scores are used to construct Federated Inverse Propensity Weighting (Fed-IPW) and Augmented IPW (Fed-AIPW) estimators. In contrast to meta-analysis methods, which fail when any site violates positivity, our approach exploits heterogeneity in treatment assignment across sites to improve overlap. We show that Fed-IPW and Fed-AIPW perform well under site-level heterogeneity in sample sizes, treatment mechanisms, and covariate distributions. Theoretical analysis and experiments on simulated and real-world data demonstrate clear advantages over meta-analysis and related approaches.

联邦学习因果推断多中心数据倾向得分

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