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arXiv 2105.04544cs.LG
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基于核的近端因果学习:两阶段估计与矩约束

Proximal Causal Learning with Kernels: Two-Stage Estimation and Moment Restriction

University College London(伦敦大学学院);University of Oxford(牛津大学);The Alan Turing Institute(艾伦·图灵研究所);ENSAE/CREST(法国国家统计与经济管理学院/经济与统计研究中心);Max Planck Institute for Intelligent Systems(马克斯·普朗克智能系统研究所)

Afsaneh Mastouri, Yuchen Zhu, Limor Gultchin, Anna Korba, Ricardo Silva, Matt J. Kusner, Arthur Gretton, Krikamol Muandet

AI总结:

针对存在未观测混杂的因果效应估计问题,提出两种基于核的两阶段回归与最大矩约束方法,为 Fredholm 积分方程逆问题提供统一视角与一致性保证,在合成与真实数据上优于早期方法。

摘要:

我们探讨了存在未观测混杂但可观测到潜在混杂变量代理变量的因果效应估计问题。针对此场景,我们提出了两种基于核的非线性因果效应估计方法:(a) 两阶段回归方法,以及 (b) 最大矩约束方法。我们聚焦于近端因果学习场景,但该方法可用于解决由 Fredholm 积分方程刻画的更广泛类别的逆问题。具体而言,我们为非线性场景下解决该问题的两阶段与矩约束方法提供了统一视角。我们为每种算法提供了一致性保证,并证明这些方法在合成数据及模拟真实世界任务的数据上取得了极具竞争力的结果。具体而言,我们的方法优于无法利用代理变量的早期方法。

英文摘要:

We address the problem of causal effect estimation in the presence of unobserved confounding, but where proxies for the latent confounder(s) are observed. We propose two kernel-based methods for nonlinear causal effect estimation in this setting: (a) a two-stage regression approach, and (b) a maximum moment restriction approach. We focus on the proximal causal learning setting, but our methods can be used to solve a wider class of inverse problems characterised by a Fredholm integral equation. In particular, we provide a unifying view of two-stage and moment restriction approaches for solving this problem in a nonlinear setting. We provide consistency guarantees for each algorithm, and we demonstrate these approaches achieve competitive results on synthetic data and data simulating a real-world task. In particular, our approach outperforms earlier methods that are not suited to leveraging proxy variables.

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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