提出D3-Net框架,解决纵向因果效应估计中的误差传播问题。
Deep Doubly Debiased Longitudinal Effect Estimation with ICE G-Computation
- 用双重稳健伪结果中断递归训练中的误差传播
- 多任务Transformer增强表示学习,提升模型稳定性
- 最终采用未修正的伪模型进行目标最小损失估计,实现鲁棒性
纵向治疗效应估计对序列决策至关重要,但受治疗-混杂反馈挑战。现有迭代条件期望(ICE)G-Computation虽具理论优势,其递归结构易致误差传播,污染结果回归模型。本文提出D3-Net框架:首先,使用顺序双重稳健(SDR)伪结果训练ICE序列,为每轮回归提供偏差校正目标;其次,引入多任务Transformer,包含协变量模拟头辅助监督,正则化表示学习,并通过目标网络稳定训练动态。最终,放弃SDR校正,改用未经修正的扰动模型,在原始结果上执行纵向目标最小损失估计(LTMLE),实现第二阶段靶向去偏,保障鲁棒性与最优有限样本性能。大量实验表明,相比现有最先进的基于ICE的估计器,D3-Net在不同时间跨度、反事实设定及时变混杂下均显著降低偏差与方差。
原文摘要 · Abstract (English)
Estimating longitudinal treatment effects is essential for sequential decision-making but is challenging due to treatment-confounder feedback. While Iterative Conditional Expectation (ICE) G-computation offers a principled approach, its recursive structure suffers from error propagation, corrupting the learned outcome regression models. We propose D3-Net, a framework that mitigates error propagation in ICE training and then applies a robust final correction. First, to interrupt error propagation during learning, we train the ICE sequence using Sequential Doubly Robust (SDR) pseudo-outcomes, which provide bias-corrected targets for each regression. Second, we employ a multi-task transformer with a covariate simulator head for auxiliary supervision, regularizing representation learning, and a target network to stabilize training dynamics. For the final estimate, we discard the SDR correction and instead use the uncorrected nuisance models to perform Longitudinal Targeted Minimum Loss-Based Estimation (LTMLE) on the original outcomes. This second-stage, targeted debiasing ensures robustness and optimal finite-sample properties. Comprehensive experiments demonstrate that our model, D3-Net, robustly reduces bias and variance across different horizons, counterfactuals, and time-varying confoundings, compared to existing state-of-the-art ICE-based estimators.
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