arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2008.08236stat.APcs.AI
收藏

使用替代表示的长期效应估计

Long-Term Effect Estimation with Surrogate Representation

Arizona State University(亚利桑那州立大学)

Lu Cheng, Ruocheng Guo, Huan Liu

摘要:

在许多情况下,干预措施的短期和长期因果效应是不同的。例如,低质量的广告可能会增加短期广告点击,但通过减少点击减少长期收入。因此,这项工作研究的是长期影响的问题,即主要利益的结果或主要结果需要几个月甚至几年的积累。长期效应的观察性研究提出了独特的挑战。首先,混杂偏倚导致大的估计误差和方差,其可以进一步累积到主要结果的预测。其次,短期结果通常直接用作主要结果的替代,即,代孕妈妈然而,这种方法需要强烈的代孕假设,这往往是不切实际的。为了应对这些挑战,我们建议在机器学习中建立长期因果推断和序列模型之间的联系。这使我们能够学习解释时间不混淆性的代理表示,并通过以推断的时变混淆因素为条件来规避严格的代孕假设。实验结果表明,该框架优于国家的最先进的。

英文摘要:

There are many scenarios where short- and long-term causal effects of an intervention are different. For example, low-quality ads may increase short-term ad clicks but decrease the long-term revenue via reduced clicks. This work, therefore, studies the problem of long-term effect where the outcome of primary interest, or primary outcome, takes months or even years to accumulate. The observational study of long-term effect presents unique challenges. First, the confounding bias causes large estimation error and variance, which can further accumulate towards the prediction of primary outcomes. Second, short-term outcomes are often directly used as the proxy of the primary outcome, i.e., the surrogate. Nevertheless, this method entails the strong surrogacy assumption that is often impractical. To tackle these challenges, we propose to build connections between long-term causal inference and sequential models in machine learning. This enables us to learn surrogate representations that account for the temporal unconfoundedness and circumvent the stringent surrogacy assumption by conditioning on the inferred time-varying confounders. Experimental results show that the proposed framework outperforms the state-of-the-art.

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。

↑