arXiv:2510.19643cs.LG2025-10被引 7

解决时间变化治疗效应估计中的重叠不足问题,提升估计可靠性。

Overlap-weighted orthogonal meta-learner for treatment effect estimation over time

  • 基于重叠加权设计正交损失函数,聚焦高概率治疗序列区域。
  • 在长时序预测下显著降低估计方差,提升稳定性与准确性。
  • 适用于任意模型(如Transformer、LSTM),无需假设重叠充分。

在时变设置中估计异质治疗效应(HTE)极具挑战性,因观测到的治疗序列概率随预测时长远指数下降,导致许多合理治疗序列缺乏数据支持,产生严重的重叠问题。现有时变元学习器通常假设足够重叠,当重叠度低时估计方差会爆炸式增长。为此,我们提出一种新型重叠加权正交(WO)元学习器,专门针对观测数据中干预治疗序列高概率出现的区域进行估计。该方法通过全数据驱动方式,有效缓解现有元学习器的不稳定性,获得更可靠的HTE估计。方法上,我们构建了一个新的奈曼正交总体风险函数,最小化重叠加权的最优风险。理论证明该WO-learner具备奈曼正交性,对扰动函数的误设具有鲁棒性。此外,该方法完全模型无关,可适配任意机器学习模型。通过使用Transformer和LSTM作为主干模型的大量实验,验证了本方法的有效性。

原文摘要 · Abstract (English)

Estimating heterogeneous treatment effects (HTEs) in time-varying settings is particularly challenging, as the probability of observing certain treatment sequences decreases exponentially with longer prediction horizons. Thus, the observed data contain little support for many plausible treatment sequences, which creates severe overlap problems. Existing meta-learners for the time-varying setting typically assume adequate treatment overlap, and thus suffer from exploding estimation variance when the overlap is low. To address this problem, we introduce a novel overlap-weighted orthogonal (WO) meta-learner for estimating HTEs that targets regions in the observed data with high probability of receiving the interventional treatment sequences. This offers a fully data-driven approach through which our WO-learner can counteract instabilities as in existing meta-learners and thus obtain more reliable HTE estimates. Methodologically, we develop a novel Neyman-orthogonal population risk function that minimizes the overlap-weighted oracle risk. We show that our WO-learner has the favorable property of Neyman-orthogonality, meaning that it is robust against misspecification in the nuisance functions. Further, our WO-learner is fully model-agnostic and can be applied to any machine learning model. Through extensive experiments with both transformer and LSTM backbones, we demonstrate the benefits of our novel WO-learner.

因果推断治疗效应元学习时序建模

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