arXiv:2602.10370stat.MLcs.LG2026-02

从观测变量中学习工具变量表示,解决无有效工具变量时的因果推断难题。

Causal Effect Estimation with Learned Instrument Representations

  • 通过分解特征空间为混杂与工具成分,构建可验证的隐式工具变量表示。
  • 在存在真实工具变量时能复现它,在无显式工具变量时仍能生成有效工具表示。
  • 适用于多种两阶段工具变量估计器,通用性强,适合缺乏可观测工具变量的场景。

工具变量(IV)方法可缓解观测数据中未观测混杂带来的偏差,但实际应用中常难以找到有效工具变量。本文提出一种表示学习方法(ZNet),从可观测协变量中构建工具变量表示,使基于工具变量的因果效应估计在无显式工具变量时依然可行。ZNet 的架构模仿了工具变量的结构因果模型,将高维特征空间分解为混杂与工具成分,并通过强制满足有效工具变量的三个关键性质(相关性、排除限制、工具变量无混杂)对应的样本矩条件进行训练。该方法兼容多种下游两阶段工具变量估计器。实验表明,当真实工具变量存在于原始特征空间中时,ZNet 能准确恢复;当无显式工具变量时,可在嵌入空间中构造出有效的潜在工具变量。本工作表明,ZNet 可作为一般观测设置下因果推断的通用模块。

原文摘要 · Abstract (English)

Instrumental variable (IV) methods mitigate bias from unobserved confounding in observational causal inference but rely on the availability of a valid instrument, which can often be difficult or infeasible to identify in practice. In this paper, we propose a representation learning approach that constructs instrumental representations from observed covariates, which enable IV-based estimation even in the absence of an explicit instrument. Our model (ZNet) achieves this through an architecture that mirrors the structural causal model of IVs; it decomposes the ambient feature space into confounding and instrumental components, and is trained by enforcing empirical moment conditions corresponding to the defining properties of valid instruments (i.e., relevance, exclusion restriction, and instrumental unconfoundedness). Importantly, ZNet is compatible with a wide range of downstream two-stage IV estimators of causal effects. Our experiments demonstrate that ZNet can (i) recover ground-truth instruments when they already exist in the ambient feature space and (ii) construct latent instruments in the embedding space when no explicit IVs are available. Our work suggests when ZNet can be used as a module for causal inference in general observational settings.

因果推断工具变量表示学习

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