arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2103.16689cs.LGstat.MEstat.ML
收藏

基于控制变量的多源因果推理

Multi-Source Causal Inference Using Control Variates

University of California, Berkeley(加州大学伯克利分校)

Wenshuo Guo, Serena Wang, Peng Ding, Yixin Wang, Michael I. Jordan

摘要:

虽然机器学习的许多领域都受益于越来越多的大型和各种数据集的可用性,但由于需要强有力的假设来确保因果效应的可识别性,因此因果推理的好处有限;这些在现实世界的数据集中通常不满足。例如,许多大型观测数据集(例如,流行病学中的病例对照研究,推荐系统中的点击数据)在结果上存在选择偏差,这使得平均治疗效果(ATE)无法识别。我们提出了一个通用的算法来估计因果关系的影响,从\emph{multiple}数据源,其中ATE可能是可识别的,只有在某些数据集,但不是其他。其关键思想是使用ATE不可识别的数据集构建控制变量。我们从理论上表明,这减少了ATE估计的方差。我们将这个框架应用于结果选择偏倚下的观察数据推断,假设可以获得辅助的小数据集,从中我们可以获得一致的ATE估计。我们通过取两个数据集的比值比估计值的差异来构建一个控制变量。在模拟和两个案例研究与真实数据,我们表明,这个控制变量可以显着降低ATE估计的方差。

英文摘要:

While many areas of machine learning have benefited from the increasing availability of large and varied datasets, the benefit to causal inference has been limited given the strong assumptions needed to ensure identifiability of causal effects; these are often not satisfied in real-world datasets. For example, many large observational datasets (e.g., case-control studies in epidemiology, click-through data in recommender systems) suffer from selection bias on the outcome, which makes the average treatment effect (ATE) unidentifiable. We propose a general algorithm to estimate causal effects from \emph{multiple} data sources, where the ATE may be identifiable only in some datasets but not others. The key idea is to construct control variates using the datasets in which the ATE is not identifiable. We show theoretically that this reduces the variance of the ATE estimate. We apply this framework to inference from observational data under outcome selection bias, assuming access to an auxiliary small dataset from which we can obtain a consistent estimate of the ATE. We construct a control variate by taking the difference of the odds ratio estimates from the two datasets. Across simulations and two case studies with real data, we show that this control variate can significantly reduce the variance of the ATE estimate.

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。

↑