针对高维干预变量,提出因果风险最小化方法提升预测准确性。
Causal Risk Minimization for High-Dimensional Treatments
- 将因果推断转化为学习问题,通过高阶矩平衡优化提升估计精度。
- 在连续、离散及文本干预场景中均实现优于基准的因果估计性能。
- 可投影高维干预至低维属性,一模型支持多问题,避免重复训练。
预测多种变化干预(如影响心理健康的心理治疗内容或影响股价的财报电话会议文本)的效果,在多个领域具有重要意义。然而,传统因果估计方法通常假设所有可能的干预都已被观测,这在干预空间极广(如所有文本字符串)时不可行。本文将因果推断重构为学习问题,基于无未观测混杂等标准假设,证明因果误差可分解为一系列高阶矩平衡误差,并设计直接优化这些误差的目标函数。同时,提出将高维干预效果投影到低维干预属性的方法,使单一模型能回答多个因果问题而无需针对每个属性单独训练。我们在高维连续、离散及文本干预场景中进行实验,其中文本干预使用半合成的亚马逊评论数据集。结果表明,高阶平衡误差优化显著提升性能,投影后的因果估计与属性专属模型相比表现相当甚至更优。
原文摘要 · Abstract (English)
Predicting the effect of interventions with many possible variations, e.g., therapeutic content that affects mental health outcomes or an earnings call transcript that drives movement in share price, is useful across several domains. However, classical causal estimators tend to assume that all possible interventions are observed, which is infeasible when interventions vary widely, for instance, in the space of all text strings. We adapt a well-known approach of recasting causal inference as a learning problem, to address high-dimensional treatment spaces. Specifically, under standard assumptions like no unobserved confounding, we show that causal error decomposes into a series of moment-balancing errors of increasing order, and design objectives that directly improve causal estimation. We also show how to project the effect of a high-dimensional treatment onto lower-dimensional treatment attributes, which allows a single model to answer several causal questions without additional attribute-specific training. We empirically evaluate our estimators in settings with high-dimensional continuous, discrete, and text treatments, the last of which used a semi-synthetic dataset of Amazon Reviews. Our experiments demonstrate the benefit of higher-order balance error optimization and competitive performance of projected causal estimates with attribute-specific estimators.
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