提出可扩展的在线核学习框架,精准估计复杂系统的双向因果效应。
Estimating Bidirectional Causal Effects with Large Scale Online Kernel Learning
- 结合异方差识别与在线核学习,用随机傅里叶特征建模非线性均值和方差。
- 在多种生成过程下,偏差和均方根误差均低于基线方法,且计算开销近线性增长。
- 适合处理高维流数据,适用于社会科学、政策制定与工业场景中的大规模因果推断。
本文提出一种可扩展的在线核学习框架,用于估计具有相互依赖性和异方差性的系统中的双向因果效应。传统因果推断多关注单向影响,忽视了现实现象中常见的双向关系。基于异方差性识别,该方法将同时方程模型的准最大似然估计与大规模在线核学习相结合,采用随机傅里叶特征近似灵活建模非线性条件均值与方差,并通过自适应在线梯度下降算法保证流数据和高维数据下的计算效率。大量模拟实验表明,该方法在各类数据生成过程中均显著优于单方程模型与多项式逼近基线,表现出更低的偏差与均方根误差,且计算复杂度接近线性。结果证实该方法能有效捕捉复杂双向因果效应,为自然/社会科学、政策制定、商业与工业应用中的大规模因果推断提供理论扎实且实用的解决方案。
原文摘要 · Abstract (English)
In this study, a scalable online kernel learning framework is proposed for estimating bidirectional causal effects in systems characterized by mutual dependence and heteroskedasticity. Traditional causal inference often focuses on unidirectional effects, overlooking the common bidirectional relationships in real-world phenomena. Building on heteroskedasticity-based identification, the proposed method integrates a quasi-maximum likelihood estimator for simultaneous equation models with large scale online kernel learning. It employs random Fourier feature approximations to flexibly model nonlinear conditional means and variances, while an adaptive online gradient descent algorithm ensures computational efficiency for streaming and high-dimensional data. Results from extensive simulations demonstrate that the proposed method achieves superior accuracy and stability than single equation and polynomial approximation baselines, exhibiting lower bias and root mean squared error across various data-generating processes. These results confirm that the proposed approach effectively captures complex bidirectional causal effects with near-linear computational scaling. By combining econometric identification with modern machine learning techniques, the proposed framework offers a practical, scalable, and theoretically grounded solution for large scale causal inference in natural/social science, policy making, business, and industrial applications.
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。