提出新方法生成更精准的控制变量,提升因果推断在复杂结构中的表现。
Learning Generated Controls under Fractured Geometry: Projective Residualization and Variation-Allocation Frontiers

- 基于图结构的自适应各向异性热流,动态调整控制变量分配。
- 在54个单元基准测试中32个单元表现最优,非线性响应误差降低8.3%。
- 适合处理断裂设计的因果分析,尤其对生成控制变量有严格要求的任务。
许多两阶段估计器通过预测误差评估第一阶段学习器,即使后续阶段使用其残差。在控制函数工具变量中,该残差必须保留潜在控制方向,同时不消除识别结构响应的处理变异。标量预测评分无法揭示学习器如何分配这种变异。在分段光滑图几何下,插值会抑制控制,而各向同性平滑则可能跨边界泄漏系统性变异。本文将此问题建模为变异分配问题,提出自适应各向异性工具热流(A-IHF)方法:利用先验处理对比自适应边导电率,以稀疏图逆矩阵的补集作为生成控制,并在不参考结果的情况下筛选候选。在线性控制函数回归中,生成控制仅由其张成空间决定。在投影几何中,推导出精确的有限样本保真度-相关性前沿、剩余处理变异与系数扭曲的谱恒等式,以及单调固定图残差滤波的下界。连通构造证明,适应导电率可消除对应固定图障碍。在54单元基准测试中,A-IHF家族在32个单元胜出;其受控观测变体使平均非线性响应误差降低8.3%,断裂设计中收益最大。可控重连机制说明图结构应何时使用、替换或拒绝。结论是:生成控制的第一阶段应综合考量控制保真度、下游相关性和图兼容性。
原文摘要 · Abstract (English)
Many two-stage estimators assess the first-stage learner by prediction error, even when the next stage uses its residual. In control-function instrumental variables, that residual must preserve the latent control direction without removing the treatment variation that identifies the structural response. A scalar prediction score does not reveal how the learner allocates this variation. Under piecewise-smooth graph geometry, interpolation can suppress the control, whereas isotropic smoothing can leak systematic variation across boundaries. We formulate this as a variation-allocation problem and introduce Adaptive Anisotropic Instrumental Heat Flow (A-IHF). The method uses pilot treatment contrasts to adapt edge conductance, takes the complement of a sparse graph resolvent as the generated control, and selects candidates without consulting outcomes. For a linear control-function regression, the generated control is identified only by its span. Working in that projective geometry, we derive an exact finite-sample fidelity--relevance frontier, spectral identities for remaining treatment variation and coefficient distortion, and a lower bound for monotone fixed-graph residual filters. A connected construction proves that adapting conductance can remove the corresponding fixed-graph obstruction. In a 54-cell benchmark, the A-IHF family wins 32 cells; its guarded observational variant lowers mean nonlinear response error by 8.3%, with the largest gains in fractured designs. Controlled rewiring explains when the graph should be used, replaced by a fallback, or rejected. The resulting lesson is task-specific: a first stage for generated controls should be judged by control fidelity, downstream relevance, and graph compatibility together.
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