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arXiv 2001.00629cs.LGstat.ML
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因果机器学习的损失函数

A Loss-Function for Causal Machine-Learning

Independent Researcher

I-Sheng Yang

摘要:

因果机器学习是关于预测治疗的净效应(真实提升)。给定一个治疗组和一个控制组的数据,它类似于一个标准的监督学习问题。不幸的是,由于数据中缺乏逐点真值,因此没有类似的定义良好的损失函数。现代机器学习中的许多进展由于缺少这种损失函数而不能直接应用。我们提出了一种新的方法来定义一个损失函数在这种情况下,这是等于在一个标准的回归问题的均方误差(MSE)。我们的损失函数是普遍适用的,从而提供了一个通用的标准,以评估质量的任何模型/战略,预测真电梯。我们证明,尽管其新颖的定义,仍然可以执行梯度下降直接对这个损失函数,以找到最佳的配合。这为训练任何基于参数的模型(如深度神经网络)提供了一种新的方法,可以在不使用元学习者策略的情况下解决因果机器学习问题。

英文摘要:

Causal machine-learning is about predicting the net-effect (true-lift) of treatments. Given the data of a treatment group and a control group, it is similar to a standard supervised-learning problem. Unfortunately, there is no similarly well-defined loss function due to the lack of point-wise true values in the data. Many advances in modern machine-learning are not directly applicable due to the absence of such loss function. We propose a novel method to define a loss function in this context, which is equal to mean-square-error (MSE) in a standard regression problem. Our loss function is universally applicable, thus providing a general standard to evaluate the quality of any model/strategy that predicts the true-lift. We demonstrate that despite its novel definition, one can still perform gradient descent directly on this loss function to find the best fit. This leads to a new way to train any parameter-based model, such as deep neural networks, to solve causal machine-learning problems without going through the meta-learner strategy.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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