arXiv:2507.07738cs.LGecon.EM2025-07被引 2

用多任务神经网络更高效精准地分析治疗效果差异。

Efficient and Scalable Estimation of Distributional Treatment Effects with Multi-Task Neural Networks

  • 设计多任务神经网络,结合单调性约束与多阈值学习
  • 在真实和模拟数据上均显著提升分布尾部估计精度
  • 适合大规模因果推断场景,尤其关注个体差异的分析

我们提出一种新型多任务神经网络方法,用于估算随机实验中的分布处理效应(DTE)。相较于聚焦平均处理效应(ATE)的传统方法,DTE能提供更细致的实验结果洞察,但使用回归调整方法估计时面临两大挑战:分布尾部因数据不平衡导致精度下降,且在大规模工业数据集上需解决大量回归问题,造成计算效率低下。为克服这些限制,我们的方法利用多任务神经网络估计条件结果分布,引入单调性形状约束和多阈值标签学习机制以提升准确性。通过在模拟数据及真实世界数据集上的验证——包括一项美国节水随机田野实验和日本某主流流媒体平台的大规模A/B测试——实验结果一致表明,该方法在多种数据集上表现优异,证明其在现代需要精细化理解处理效应异质性的因果推断应用中具备鲁棒性与实用性。

原文摘要 · Abstract (English)

We propose a novel multi-task neural network approach for estimating distributional treatment effects (DTE) in randomized experiments. While DTE provides more granular insights into the experiment outcomes over conventional methods focusing on the Average Treatment Effect (ATE), estimating it with regression adjustment methods presents significant challenges. Specifically, precision in the distribution tails suffers due to data imbalance, and computational inefficiencies arise from the need to solve numerous regression problems, particularly in large-scale datasets commonly encountered in industry. To address these limitations, our method leverages multi-task neural networks to estimate conditional outcome distributions while incorporating monotonic shape constraints and multi-threshold label learning to enhance accuracy. To demonstrate the practical effectiveness of our proposed method, we apply our method to both simulated and real-world datasets, including a randomized field experiment aimed at reducing water consumption in the US and a large-scale A/B test from a leading streaming platform in Japan. The experimental results consistently demonstrate superior performance across various datasets, establishing our method as a robust and practical solution for modern causal inference applications requiring a detailed understanding of treatment effect heterogeneity.

因果推断神经网络处理效应多任务学习

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。