arXiv:2505.19807cs.LGstat.ML2025-05NeurIPS被引 1

提出无需密度比估计的双重稳健代理因果学习方法,适用于连续或高维处理变量。

Density Ratio-Free Doubly Robust Proxy Causal Learning

  • 基于核均值嵌入构造双重稳健估计器,融合结果桥接与处理桥接优势。
  • 在多个基准测试中优于现有方法,包括需核平滑和密度比估计的旧方法。
  • 无需处理变量的指示函数或核平滑,特别适合连续或高维处理场景。

我们研究代理因果学习(PCL)框架下的因果函数估计问题,其中混杂因素不可观测,但存在混杂因素的代理变量。现有方法主要分为基于结果桥接和基于处理桥接两类。本文提出两种基于核的双重稳健估计器,结合两类方法的优势,并自然处理连续及高维变量。识别策略基于最近的无密度比处理桥接方法;与以往方法不同,无需对处理变量使用指示函数或核平滑。通过核均值嵌入,我们首次构建了无密度比的双重稳健估计器,具有闭式解和强一致性的统一收敛保证。在多个PCL基准上,我们的估计器性能优于现有方法,包括一种需同时进行核平滑和密度比估计的先前双重稳健方法。

原文摘要 · Abstract (English)

We study the problem of causal function estimation in the Proxy Causal Learning (PCL) framework, where confounders are not observed but proxies for the confounders are available. Two main approaches have been proposed: outcome bridge-based and treatment bridge-based methods. In this work, we propose two kernel-based doubly robust estimators that combine the strengths of both approaches, and naturally handle continuous and high-dimensional variables. Our identification strategy builds on a recent density ratio-free method for treatment bridge-based PCL; furthermore, in contrast to previous approaches, it does not require indicator functions or kernel smoothing over the treatment variable. These properties make it especially well-suited for continuous or high-dimensional treatments. By using kernel mean embeddings, we propose the first density-ratio free doubly robust estimators for proxy causal learning, which have closed form solutions and strong uniform consistency guarantees. Our estimators outperform existing methods on PCL benchmarks, including a prior doubly robust method that requires both kernel smoothing and density ratio estimation.

因果推断代理变量双重稳健核方法

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