区分可被更多数据消除的因果效应范围与不可消除的范围,指导决策者何时该继续采样。
UA-DCM: Uncertainty-aware Causal Decision Making via Effect Bound Decomposition
- 通过极小极大优化分解因果效应的可消除与不可消除区间
- 实验证明在合成与真实数据上能准确判断增采样本是否有效
- 适合需决定是否继续收集数据或干预测量混杂因子的实践者
从观测数据中进行因果推断可为决策提供有力依据,避免昂贵的随机试验。由于未观测混杂因素的存在,即使数据无限,因果效应也常无法精确识别。有限样本进一步增加了估计不确定性。现有方法可给出因果效应的上下界,涵盖符号化与基于神经网络的方法,但均未说明增加样本能否帮助确定最优行动,使专家难以制定数据收集策略。本文提出新框架,可区分因更多样本可能被消除的效应范围与高概率无法消除的范围。该划分可通过求解极大极小与极小极大优化问题实现。实践中利用神经因果模型近似恢复此分解。在合成与真实数据集上的实验表明,算法能准确判断增采样本是否有助于确定最优行动。本框架可帮助从业者决策何时应转向非观测研究或测量部分未测混杂因子以实现最优决策。
原文摘要 · Abstract (English)
Causal inference from observational data can provide strong evidence for finding the best action in a decision-making scenario without having to perform expensive randomized trials. The causal effect of an action is often not pointwise identifiable even with infinite data due to unobserved confounding factors. Furthermore, having only finitely many samples adds another layer of uncertainty to causal effect estimation. Several existing methods can be used to obtain upper and lower bounds to the causal effect, ranging from symbolic methods to the more recent neural network-based approaches, which implicitly incorporate both sources of uncertainty. However, these methods do not inform whether collecting more samples may or may not help identify the best action from observational data, leaving experts in the dark about their data collection strategies. We address this problem with a novel framework that can distinguish the range of causal effect values that might be eliminated by collecting more samples from the range of values that, with high probability, cannot be eliminated with more observational samples. We show that this partitioning can be obtained by solving max-min and min-max optimization problems. We leverage neural causal models to approximately recover this decomposition in practice. We demonstrate via experiments on synthetic and real-world datasets that our algorithm can determine when collecting more samples will not help determine the best action. Our framework can help practitioners decide when to resort to non-observational studies or seek to measure some of the unmeasured confounders for optimal decision-making.
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