提出新模型精准分析时间序列数据中的因果关系,提升治疗效果预测与长期反事实推断。
Learning Causality for Longitudinal Data
- 用潜变量建模未观测风险因素,捕捉个体对干预的差异化反应
- 在真实和合成数据上优于基线,接近已知完整协变量时的最优表现
- 适用于医疗、金融等有长期动态影响的场景,无需假设锚点特征
本论文针对高维、时变数据中的因果推断与因果表示学习(CRL)问题,提出三项贡献。第一,提出因果动态变分自编码器(CDVAE),通过捕获仅影响结果的潜在风险因素,估计个体治疗效应(ITE),并提供有效的潜变量调整理论保证及ITE误差的泛化界。在合成与真实数据上的实验表明,CDVAE优于基线模型,且先进模型加入其潜变量替代后性能显著提升,逼近无真实协变量时的“理想”表现。第二,提出基于增强对比预测编码(CPC)与InfoMax的RNN框架,实现高效长时反事实回归,在避免Transformer计算开销的同时捕捉时变混杂下的长程依赖,达到当前最优结果,并首次将CPC引入因果推断。第三,提出一种模型无关的可解释性层,基于解码器雅可比几何,通过稀疏自表达先验,识别与共享潜因相关的模块化、可能重叠的可观测特征组。在不依赖锚点特征或单父节点假设的情况下,提供离散与重叠情形下的恢复保证,并开发了可扩展的雅可比正则化技术。
原文摘要 · Abstract (English)
This thesis develops methods for causal inference and causal representation learning (CRL) in high-dimensional, time-varying data. The first contribution introduces the Causal Dynamic Variational Autoencoder (CDVAE), a model for estimating Individual Treatment Effects (ITEs) by capturing unobserved heterogeneity in treatment response driven by latent risk factors that affect only outcomes. CDVAE comes with theoretical guarantees on valid latent adjustment and generalization bounds for ITE error. Experiments on synthetic and real datasets show that CDVAE outperforms baselines, and that state-of-the-art models greatly improve when augmented with its latent substitutes, approaching oracle performance without access to true adjustment variables. The second contribution proposes an efficient framework for long-term counterfactual regression based on RNNs enhanced with Contrastive Predictive Coding (CPC) and InfoMax. It captures long-range dependencies under time-varying confounding while avoiding the computational cost of transformers, achieving state-of-the-art results and introducing CPC into causal inference. The third contribution advances CRL by addressing how latent causes manifest in observed variables. We introduce a model-agnostic interpretability layer based on the geometry of the decoder Jacobian. A sparse self-expression prior induces modular, possibly overlapping groups of observed features aligned with shared latent influences. We provide recovery guarantees in both disjoint and overlapping settings and show that meaningful latent-to-observed structure can be recovered without anchor features or single-parent assumptions. Scalable Jacobian-based regularization techniques are also developed.
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