用预训练网络加速因果敏感性分析,一次训练多次复用。
Amortizing Causal Sensitivity Analysis via Prior Data-Fitted Networks

- 构建先验数据生成机制,实现因果敏感性分析的可复用训练。
- 测试时计算速度比传统方法快多个数量级。
- 适合需频繁调整数据或假设的研究者,尤其擅长批量处理。
因果敏感性分析旨在未观测混杂存在时提供因果效应估计的边界。然而,现有方法均为实例化过程,数据集、因果查询、敏感性水平或处理方式变化时均需重新计算。本文提出一种基于先验数据拟合网络的摊销式因果敏感性分析方法。核心挑战在于采样训练数据时敏感性边界不可直接获得。为此,我们设计了一种适用于广义处理敏感性模型类的一般先验数据构造方法,通过拉格朗日标量化目标,在因果效应极值最大化与敏感性模型违反之间建立权衡,从而生成边界训练标签,避免了特定模型的解析推导。在标准凸性和线性条件下,我们的目标可恢复完整的帕累托前沿。实验表明,该方法在多种数据集、因果查询和敏感性水平下均有效,测试时计算速度比实例化方法快多个数量级。据我们所知,这是首个用于因果敏感性分析的上下文学习基础模型。
原文摘要 · Abstract (English)
Causal sensitivity analysis aims to provide bounds for causal effect estimates in the presence of unobserved confounding. However, existing methods for causal sensitivity analysis are per-instance procedures, meaning that changes to the dataset, causal query, sensitivity level, or treatment require new computation. Here, we instead present an in-context learning approach. Specifically, we propose an amortized approach to causal sensitivity analysis based on prior-data fitted networks. A key challenge is that the sensitivity bounds are not directly available when sampling training data. To address this, we develop a general prior-data construction that is applicable across the class of generalized treatment sensitivity models. Our construction involves a Lagrangian scalarization of the objective to generate training labels for the bounds through a tradeoff between causal effect min/max-imization and sensitivity model violation, which avoids model-specific analytical derivations. We further show that, under standard convexity and linearity conditions, our objective recovers the full Pareto frontier of solutions. Empirically, we demonstrate our amortized approach across various datasets, causal queries, and sensitivity levels, where our approach achieves a test-time computation that is orders of magnitude faster than per-instance methods. To the best of our knowledge, ours is the first foundation model for in-context learning for causal sensitivity analysis.
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