arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2202.09054stat.MLcs.LG
收藏

因果学习中的插值与正则化

Interpolation and Regularization for Causal Learning

University of Tübingen(蒂宾根大学);Technical University of Munich(慕尼黑工业大学);Munich Data Science Institute(慕尼黑数据科学研究所)

Leena Chennuru Vankadara, Luca Rendsburg, Ulrike von Luxburg, Debarghya Ghoshdastidar

摘要:

我们研究了通过插值和正则化从观测数据中学习因果模型的问题。最近大量的理论和实证研究表明,在高度复杂的模型类中,插值估计量可以具有良好的统计泛化特性,甚至可以是统计学习的最佳选择。受Janzing(2019)最近强调的统计和因果学习之间的类比的启发,我们研究了插值估计是否也可以学习良好的因果模型。为此,我们考虑了一个简单的线性混杂模型,并推导出精确的渐近性的最小范数和岭正则化的回归在高维制度的因果风险。在因果学习的标准假设独立因果机制的原则下,我们发现插值器不可能是最优的,因果学习需要比统计学习更强的正则化。这解决了Janzing(2019)最近的一个猜想。在这个假设之外,我们发现了一个更大范围的行为,可以用一个新的衡量标准来精确地描述。如果混杂强度为负,则因果学习需要比统计学习更弱的正则化,插值器可以是最优的,并且最优正则化甚至可以是负的。如果混杂强度很大,最优正则化是无限的,从观测数据中学习是有害的。

英文摘要:

We study the problem of learning causal models from observational data through the lens of interpolation and its counterpart -- regularization. A large volume of recent theoretical, as well as empirical work, suggests that, in highly complex model classes, interpolating estimators can have good statistical generalization properties and can even be optimal for statistical learning. Motivated by an analogy between statistical and causal learning recently highlighted by Janzing (2019), we investigate whether interpolating estimators can also learn good causal models. To this end, we consider a simple linearly confounded model and derive precise asymptotics for the *causal risk* of the min-norm interpolator and ridge-regularized regressors in the high-dimensional regime. Under the principle of independent causal mechanisms, a standard assumption in causal learning, we find that interpolators cannot be optimal and causal learning requires stronger regularization than statistical learning. This resolves a recent conjecture in Janzing (2019). Beyond this assumption, we find a larger range of behavior that can be precisely characterized with a new measure of *confounding strength*. If the confounding strength is negative, causal learning requires weaker regularization than statistical learning, interpolators can be optimal, and the optimal regularization can even be negative. If the confounding strength is large, the optimal regularization is infinite, and learning from observational data is actively harmful.

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。

↑