解决社交网络中同伴效应估计的反馈与隐藏混杂问题。
Peer Effect Estimation in the Presence of Simultaneous Feedback and Unobserved Confounders
- 用I-G变换分离同伴相互影响,消除同步反馈偏差。
- 通过双阶段工具变量法构建残差代理变量,控制隐藏混杂因素。
- 深度学习+对抗去偏,适合复杂非线性网络数据建模。
在社交网络等复杂现实网络中估计同伴因果效应极具挑战,主要源于同伴间的同步反馈和未观测混杂因素。现有方法或忽略同步反馈,或依赖线性假设,难以准确估计。本文提出DIG2RSI框架,结合I-G变换(矩阵运算)与两阶段工具变量(2SRI)技术,同时处理同步反馈与未观测混杂,并支持复杂、非线性、高维关系。首先利用I-G变换解耦同伴间相互影响,消除反馈偏差;其次从网络数据构建有效工具变量,在第一阶段训练神经网络预测同伴暴露,提取残差作为未观测混杂的代理;第二阶段引入对抗判别器,使神经网络在包含残差控制函数的前提下学习表示,确保无残差混杂信号。深度模型表达能力与对抗去偏机制显著提升算法对双重偏差的消除效果。理论证明在标准正则条件下估计量具有一致性,可渐近恢复真实同伴效应。在两个半合成基准和一个真实数据集上的实验表明,DIG2RSI优于现有方法。
原文摘要 · Abstract (English)
Estimating peer causal effects within complex real-world networks such as social networks is challenging, primarily due to simultaneous feedback between peers and unobserved confounders. Existing methods either address unobserved confounders while ignoring the simultaneous feedback, or account for feedback but under restrictive linear assumptions, thus failing to obtain accurate peer effect estimation. In this paper, we propose DIG2RSI, a novel Deep learning framework which leverages I-G transformation (matrix operation) and 2SRI (an instrumental variable or IV technique) to address both simultaneous feedback and unobserved confounding, while accommodating complex, nonlinear and high-dimensional relationships. DIG2RSI first applies the I-G transformation to disentangle mutual peer influences and eliminate the bias due to the simultaneous feedback. To deal with unobserved confounding, we first construct valid IVs from network data. In stage 1 of 2RSI, we train a neural network on these IVs to predict peer exposure, and extract residuals as proxies for the unobserved confounders. In the stage 2, we fit a separate neural network augmented by an adversarial discriminator that incorporates these residuals as a control function and enforces the learned representation to contain no residual confounding signal. The expressive power of deep learning models in capturing complex non-linear relationships and adversarial debiasing enhances the effectiveness of DIG2RSI in eliminating bias from both feedback loops and hidden confounders. We prove consistency of our estimator under standard regularity conditions, ensuring asymptotic recovery of the true peer effect. Empirical results on two semi-synthetic benchmarks and a real-world dataset demonstrate that DIG2RSI outperforms existing approaches.
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