提出新模型与方法,提升未观测混杂下的个体治疗效应估计精度。
Cross-Head Attention Uplift Network with Inverse Propensity Score under Unobserved Confounding
- 用交叉注意力机制动态融合治疗组与对照组特征表示
- 在真实数据集上提升25.6%的QINI得分,未观测混杂下仍有效
- 适合电商等需要精准个性化干预的因果推断场景
个体治疗效应(ITE)估计是因果推断的关键任务,面临两大挑战:灵活利用组间相似性以增强区分能力,以及在未观测混杂情况下的去偏。本文提出交叉头注意力上行网络(CHAUN)和鲁棒对抗逆倾向得分(RA-IPS)方法来应对。CHAUN采用共享特征嵌入与交叉头注意力机制,动态整合治疗组与对照组表示,增强组间相关性建模。理论上证明,若获知真实倾向得分,即使存在未观测混杂,也可保证ITE可识别。在真实倾向得分不可得时,RA-IPS通过在约束不确定集内对抗优化倾向权重,缓解未观测变量带来的偏差。在公开数据集(CRITEO-UPLIFT、LAZADA)及生产级电商数据集上的实验表明,CHAUN优于现有最优上行模型,QINI分数最高提升25.6%;RA-IPS进一步提升鲁棒性,在未观测混杂下比标准IPS高出5.4%。结果验证了所提方法在真实因果推断任务中的有效性。
原文摘要 · Abstract (English)
Uplift modeling, crucial for estimating individual treatment effects (ITE), faces dual challenges: flexibly leveraging inter-group similarity to enhance discriminative power and debiasing under unobserved confounding scenarios. In this paper, we propose the Cross-Head Attention Uplift Network (CHAUN) and Robust Adversarial Inverse Propensity Score (RA-IPS) method to address these limitations. CHAUN employs shared feature embeddings and cross-head attention mechanisms to dynamically integrate treatment-specific and control-specific representations, enhancing inter-group correlation modeling. Theoretically, we prove that access to the true propensity scores ensures ITE identifiability even with unobserved confounders. For practical scenarios lacking true propensity scores, RA-IPS adversarially optimizes propensity weights within constrained uncertainty sets to mitigate bias from unobserved variables. Experiments on public datasets (CRITEO-UPLIFT, LAZADA) and a production e-commerce dataset demonstrate CHAUN's superiority over state-of-the-art uplift models, achieving relative improvements of up to 25.6% in QINI scores. RA-IPS further enhances robustness, outperforming standard IPS by 5.4% under unobserved confounding. The results validate the effectiveness of our proposed methods in real-world causal inference tasks.
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