arXiv:2605.10206math.STcs.LG2026-05

提出新方法GANICE,实现因果分布估计的无密度优化与最优性保证。

Extended Wasserstein-GAN Approach to Causal Distribution Learning: Density-Free Estimation and Minimax Optimality

  • 用扩展Wasserstein距离和逐单元判别器,直接优化条件干预分布。
  • 在多个数据集上优于现有方法,尤其在尾部风险和分位数估计上表现突出。
  • 理论证明最小最大最优性,适合需要高可靠性因果推断的研究者。

分布式因果推断不仅需估计平均处理效应,还需估计干预后结果的分布,包括分位数、尾部风险及政策相关不确定性。基于生成对抗网络(GAN)的反事实方法虽具灵活性,但存在两大局限:一是目标函数与可识别因果目标的统计风险不一致,缺乏理论保障;二是依赖不稳定的密度估计方法,如密度比估计。本文提出GANICE(用于干预条件估计的GAN),具备三大优势:(i) 明确将每个处理-协变量状态的条件干预分布作为因果估计目标;(ii) 最小化其平均Wasserstein风险;(iii) 建立最小最大最优性。该方法通过引入扩展Wasserstein距离、在对偶中使用逐单元判别器,并基于Besov空间理论完成最优性证明。实验表明,GANICE在多个基准数据集上持续优于现有方法。

原文摘要 · Abstract (English)

Distributional causal inference requires estimating not only average treatment effects but also interventional outcome distributions, including quantiles, tail risks, and policy-dependent uncertainty. As a method for distributional causal inference, generative adversarial network (GAN)-based counterfactual methods are flexible tools for this task. However, these methods have several limitations. First, the objectives of certain techniques do not coincide with the statistical risk of the identifiable causal target, and therefore provide limited theoretical guarantees regarding estimable counterfactual distributions or optimality. Second, they tend to rely on unstable density-based methods, such as density ratio estimation. In this paper, we propose GANICE (GAN for Interventional Conditional Estimation) with several advantages: it (i) clarifies the conditional interventional distribution for each treatment--covariate state as the causal estimation target; (ii) estimates the conditional distribution such that its averaged Wasserstein risk is minimized; (iii) establishes minimax optimality. GANICE achieves these advantages through the introduction of the extended Wasserstein distance, the incorporation of a cellwise critic in its dual, and an optimality proof based on Besov space theory. Our experiments demonstrate that GANICE consistently outperforms existing methods.

因果推断GAN分布估计最优性

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