用迁移学习提升小样本下个体治疗效应的估计精度
Advantages and limitations in the use of transfer learning for individual treatment effects in causal machine learning
- 通过迁移学习复用大样本源数据知识,改进TARNet模型在小样本上的表现
- 模拟与实证均显示:小样本目标场景下误差降低,偏差显著减小
- 适合行为科学等数据量小的因果推断研究者使用
在不同环境中泛化因果知识极具挑战性,尤其当大规模数据集的估计需应用于小样本或系统差异大的场景时,外部有效性至关重要。基于机器学习的个体治疗效应(ITE)模型通常需要大量样本,限制了其在行为科学等小样本领域的应用。本文展示如何通过迁移学习(TL-TARNet)利用源数据知识,改进处理无关表示网络(TARNet)对ITE的估计。在变化源数据规模与目标样本量的模拟中,当存在一个无偏的大规模源数据时,TL-TARNet显著降低目标场景下的ITE误差并缓解偏差。在印度人类发展调查(IHDS-II)的实证研究中,迁移学习将母亲砍柴时间对儿童每周学习时间的影响估计值拉近源数据结果,减少无迁移情况下的偏差。结果表明,迁移学习可有效提升小样本中的因果效应估计性能。
原文摘要 · Abstract (English)
Generalizing causal knowledge across diverse environments is challenging, especially when estimates from large-scale datasets must be applied to smaller or systematically different contexts, where external validity is critical. Model-based estimators of individual treatment effects (ITE) from machine learning require large sample sizes, limiting their applicability in domains such as behavioral sciences with smaller datasets. We demonstrate how estimation of ITEs with Treatment Agnostic Representation Networks (TARNet; Shalit et al., 2017) can be improved by leveraging knowledge from source datasets and adapting it to new settings via transfer learning (TL-TARNet; Aloui et al., 2023). In simulations that vary source and sample sizes and consider both randomized and non-randomized intervention target settings, the transfer-learning extension TL-TARNet improves upon standard TARNet, reducing ITE error and attenuating bias when a large unbiased source is available and target samples are small. In an empirical application using the India Human Development Survey (IHDS-II), we estimate the effect of mothers' firewood collection time on children's weekly study time; transfer learning pulls the target mean ITEs toward the source ITE estimate, reducing bias in the estimates obtained without transfer. These results suggest that transfer learning for causal models can improve the estimation of ITE in small samples.
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