arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2006.05690stat.MEstat.ML
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主动不变因果预测:通过稳定性进行实验选择

Active Invariant Causal Prediction: Experiment Selection through Stability

Juan L. Gamella, Christina Heinze-Deml

摘要:

因果学习的一个基本困难是因果模型通常不能完全基于观察数据来识别。干预数据,即来自不同实验环境的数据,提高了可识别性。然而,这种改善主要取决于每项实验中所进行干预的目标和性质。由于在实际应用中,实验往往是昂贵的,因此需要进行正确的干预,以便尽可能少地需要。在这项工作中,我们提出了一种新的主动学习(即实验选择)框架(A-ICP),该框架基于不变因果预测(ICP)(Peters等人,2016年)。对于一般的结构因果模型,我们描述了干预对所谓的稳定集的影响,这是Pfister等人,2019年)。我们利用这些结果,提出了几个干预选择政策的A-ICP,快速揭示了因果图中的响应变量的直接原因,同时保持ICP固有的错误控制。从经验上讲,我们分析了人口和有限制度的实验中所提出的政策的性能。

英文摘要:

A fundamental difficulty of causal learning is that causal models can generally not be fully identified based on observational data only. Interventional data, that is, data originating from different experimental environments, improves identifiability. However, the improvement depends critically on the target and nature of the interventions carried out in each experiment. Since in real applications experiments tend to be costly, there is a need to perform the right interventions such that as few as possible are required. In this work we propose a new active learning (i.e. experiment selection) framework (A-ICP) based on Invariant Causal Prediction (ICP) (Peters et al., 2016). For general structural causal models, we characterize the effect of interventions on so-called stable sets, a notion introduced by (Pfister et al., 2019). We leverage these results to propose several intervention selection policies for A-ICP which quickly reveal the direct causes of a response variable in the causal graph while maintaining the error control inherent in ICP. Empirically, we analyze the performance of the proposed policies in both population and finite-regime experiments.

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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