提出无需建模数据生成过程的贝叶斯因果推断框架,实现因果效应的可信不确定性量化。
Generalized Bayes for Causal Inference
- 直接对因果效应设定先验,用识别驱动的损失函数更新后验
- 在多种因果效应估计量上实现校准的不确定性量化,即使弱化估计也稳健
- 适用于主流因果机器学习方法,如正交元学习器,适合需可信推断的研究者
不确定性量化在因果机器学习中至关重要,但传统的贝叶斯推断面临挑战。标准方法需显式建模数据生成过程,包括高维干扰项(如倾向得分和结果回归),易受强模型假设和复杂先验设定影响。本文提出一种广义贝叶斯因果推断框架:避免显式似然建模,直接对因果估计量设定先验,并通过识别驱动的损失函数进行更新,得到因果效应的广义后验分布。该框架将现有基于损失的因果估计器转化为具备完整不确定性量化的估计器,适用广泛因果估计量(如ATE、CATE),并可与先进因果机器学习流程(如奈曼正交元学习器)结合。对于奈曼正交损失,我们证明广义后验收敛至其理论最优形式,且对第一阶段干扰估计误差保持鲁棒。经校准后,即使干扰估计以慢于参数速率收敛,仍能获得有效的频率不确定性。实证表明,该框架在多个因果推断场景中均提供校准的因果效应估计与不确定性。
原文摘要 · Abstract (English)
Uncertainty quantification is central to many applications of causal machine learning, yet principled Bayesian inference for causal effects remains challenging. Standard Bayesian approaches typically require specifying a probabilistic model for the data-generating process, including high-dimensional nuisance components such as propensity scores and outcome regressions. Standard posteriors are thus vulnerable to strong modeling choices, including complex prior elicitation. In this paper, we propose a generalized Bayesian framework for causal inference. Our framework avoids explicit likelihood modeling; instead, we place priors directly on the causal estimands and update these using an identification-driven loss function, which yields generalized posteriors for causal effects. As a result, our framework turns existing loss-based causal estimators into estimators with full uncertainty quantification. Our framework is flexible and applicable to a broad range of causal estimands (e.g., ATE, CATE). Further, our framework can be applied on top of state-of-the-art causal machine learning pipelines (e.g., Neyman-orthogonal meta-learners). For Neyman-orthogonal losses, we show that the generalized posteriors converge to their oracle counterparts and remain robust to first-stage nuisance estimation error. With calibration, we thus obtain valid frequentist uncertainty even when nuisance estimators converge at slower-than-parametric rates. Empirically, we demonstrate that our proposed framework offers causal effect estimation with calibrated uncertainty across several causal inference settings. To the best of our knowledge, this is the first flexible framework for constructing generalized Bayesian posteriors for causal machine learning.
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