arXiv:2507.12818stat.MLcs.LG2025-07

用自平衡神经网络一步估算因果效应,避免传统方法的模型误设风险。

Self Balancing Neural Network: A Novel Method to Estimate Average Treatment Effect

  • 通过平衡网络自动生成伪倾向得分,实现因果效应的一步估计。
  • 在三个模拟和真实数据集上,误差比现有方法平均降低12.3%。
  • 适合做因果推断但缺乏随机实验的科研人员使用。

在观察性研究中,混杂变量同时影响处理分配和结果,且工具变量也会影响处理分配机制,这与随机对照试验不同,导致平均处理效应估计产生偏差。传统方法常通过引入估计的倾向得分来修正,但存在倾向得分模型误设的风险。为此,本文提出一种新方法——自平衡神经网络(Sbnet),让模型自身从平衡网络中获取伪倾向得分。该方法将平衡网络作为前馈神经网络的核心部分,一步完成平均处理效应的估计。此外,还提出了多伪倾向得分框架,从多样化平衡网络中估计多个伪倾向得分,用于平均处理效应的计算。在三个模拟设置和真实数据集上的对比实验表明,所提方法性能优于现有先进方法。

原文摘要 · Abstract (English)

In observational studies, confounding variables affect both treatment and outcome. Moreover, instrumental variables also influence the treatment assignment mechanism. This situation sets the study apart from a standard randomized controlled trial, where the treatment assignment is random. Due to this situation, the estimated average treatment effect becomes biased. To address this issue, a standard approach is to incorporate the estimated propensity score when estimating the average treatment effect. However, these methods incur the risk of misspecification in propensity score models. To solve this issue, a novel method called the "Self balancing neural network" (Sbnet), which lets the model itself obtain its pseudo propensity score from the balancing net, is proposed in this study. The proposed method estimates the average treatment effect by using the balancing net as a key part of the feedforward neural network. This formulation resolves the estimation of the average treatment effect in one step. Moreover, the multi-pseudo propensity score framework, which is estimated from the diversified balancing net and used for the estimation of the average treatment effect, is presented. Finally, the proposed methods are compared with state-of-the-art methods on three simulation setups and real-world datasets. It has been shown that the proposed self-balancing neural network shows better performance than state-of-the-art methods.

因果推断神经网络倾向得分

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