arXiv:2605.06608stat.MLcs.LG2026-05

在预算有限下自动选关键变量,提升实验精度与可靠性。

DARTS: Targeting Prognostic Covariates in Budget-Constrained Sequential Experiments

论文配图:DARTS: Targeting Prognostic Covariates in Budget-Constrained Sequential Experiments
图 1 · 摘自论文原文
  • 用贝叶斯采样动态选择最有效的协变量
  • 实测比传统方法降低处理效应方差,逼近理想设计
  • 适合资源受限但需严格因果推断的实验场景

随机对照试验通常假设预处理协变量已知且无成本。现实中获取高维数据代价高昂,需在协变量适应精度与测量预算间权衡。本文提出动态自适应重随机化方法DARTS,将协变量获取视为嵌入于设计型因果推断中的序列优化问题。基于历史批次信息的预算约束组合式汤普森采样器,识别最具预后价值的协变量;这些协变量用于重随机化与回归校正,以降低批次层面平均处理效应的方差。理论核心为解耦结果:基于历史批次的自适应协变量选择仍保持批次随机化有效性,累计逆方差加权估计量实现至少名义上的渐近覆盖。进一步推导出采集层的贝叶斯风险界,与极小极大下界仅差对数因子。实证显示,DARTS系统性将预算集中于信息量高的特征,显著缩小与理想设计的效率差距,同时保持严格的推断有效性。

原文摘要 · Abstract (English)

Randomized controlled trials typically assume that prognostic covariates are known and available at no cost. In practice, obtaining high-dimensional pretreatment data is costly, forcing a trade-off between covariate-adaptive precision and a measurement budget. We introduce Dynamic Adaptive Rerandomization via Thompson Sampling (DARTS), which treats covariate acquisition as a sequential optimization problem embedded within a design-based causal inference task. A budgeted combinatorial Thompson sampler learns which covariates are most prognostic across successive batches; selected covariates then drive rerandomization and regression adjustment to reduce batch-level average treatment effect variance. Our primary theoretical contribution is a decoupling result: adaptive covariate selection based on past batches preserves batch-level randomization validity, and the cumulative inverse-variance weighted estimator achieves at least nominal asymptotic coverage. We further derive a Bayes risk bound for the acquisition layer that matches the minimax lower bound up to logarithmic factors. Empirically, DARTS systematically concentrates the budget on informative features, significantly closing the efficiency gap to oracle designs while maintaining strict inferential validity.

因果推断实验设计预算优化

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。