arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2208.04589cs.LGcs.AI
收藏

基于潜在替代指标表示学习的长期因果效应估计

Long-term Causal Effects Estimation via Latent Surrogates Representation Learning

School of Computer Science, Guangdong University of Technology(广东工业大学计算机学院);School of Computing and Augmented Intelligence, Arizona State University(亚利桑那州立大学计算与增强智能学院);Didi Chuxing(滴滴出行)

Ruichu Cai, Weilin Chen, Zeqin Yang, Shu Wan, Chen Zheng, Xiaoqing Yang, Jiecheng Guo

AI总结:

针对短期结果中替代指标与代理变量混合导致长期因果效应估计困难的问题,提出基于可识别变分自编码器恢复有效替代指标并构建无偏估计的方法 Laser,实验验证其有效性。

摘要:

基于短期替代指标估计长期因果效应是许多实际应用(如营销和医学)中一个重要但具挑战性的问题。尽管在特定领域取得成功,但现有大多数方法以理想化和简化的方式估计因果效应——忽略了短期结果之间的因果结构,并将它们全部视为替代指标。然而,此类方法难以很好应用于真实场景,其中部分观察到的替代指标与其代理变量在短期结果中混合在一起。为此,我们开发了灵活的方法 Laser,用于在替代指标被观察到或具有观察到的代理变量的更现实情况下估计长期因果效应。鉴于替代指标与代理变量之间的不可区分性,我们利用可识别变分自编码器(iVAE)在所有替代指标候选上恢复整个有效替代指标,而无需区分观察到的替代指标或潜在替代指标的代理变量。借助恢复的替代指标,我们进一步设计了长期因果效应的无偏估计。在真实和半合成数据集上的广泛实验结果证明了所提方法的有效性。

英文摘要:

Estimating long-term causal effects based on short-term surrogates is a significant but challenging problem in many real-world applications, e.g., marketing and medicine. Despite its success in certain domains, most existing methods estimate causal effects in an idealistic and simplistic way - ignoring the causal structure among short-term outcomes and treating all of them as surrogates. However, such methods cannot be well applied to real-world scenarios, in which the partially observed surrogates are mixed with their proxies among short-term outcomes. To this end, we develop our flexible method, Laser, to estimate long-term causal effects in the more realistic situation that the surrogates are observed or have observed proxies.Given the indistinguishability between the surrogates and proxies, we utilize identifiable variational auto-encoder (iVAE) to recover the whole valid surrogates on all the surrogates candidates without the need of distinguishing the observed surrogates or the proxies of latent surrogates. With the help of the recovered surrogates, we further devise an unbiased estimation of long-term causal effects. Extensive experimental results on the real-world and semi-synthetic datasets demonstrate the effectiveness of our proposed method.

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。

↑