arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2402.01972stat.MLcs.LGstat.ME
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结合T学习和DR学习:一种用于oracle高效估计因果对比的框架

Combining T-learning and DR-learning: a framework for oracle-efficient estimation of causal contrasts

Lars van der Laan, Marco Carone, Alex Luedtke

AI总结:

本文提出EP学习框架,用于高效估计异质因果对比,如条件平均处理效应和条件相对风险,克服传统方法的不足,提升稳定性与效率。

摘要:

我们介绍了高效的插件(EP)学习,一种新的框架,用于估计异质因果对比,如条件平均处理效应和条件相对风险。EP学习框架具有与Neyman正交学习策略(如DR学习和R学习)相同的oracle效率,同时解决了一些主要缺点:(i)非凸损失函数可能限制其实际应用;(ii)由于逆概率加权和伪结果违反边界,可能导致性能和稳定性差。为克服这些问题,EP学习者利用了因果对比的总体风险函数的高效插件估计器。通过这样做,它继承了插件策略(如T学习)的稳定性,同时提高了效率。在合理条件下,基于经验风险最小化的EP学习者是oracle高效的,表现出渐近等同于总体风险函数的一步去偏差估计器的最小值。在模拟实验中,我们展示了EP学习器在条件平均处理效应和条件相对风险上的表现优于最先进的竞争对手,包括T学习器、R学习器和DR学习器。我们提出的 方法的开源实现可在我们的R包hte3中找到。

英文摘要:

We introduce efficient plug-in (EP) learning, a novel framework for the estimation of heterogeneous causal contrasts, such as the conditional average treatment effect and conditional relative risk. The EP-learning framework enjoys the same oracle efficiency as Neyman-orthogonal learning strategies, such as DR-learning and R-learning, while addressing some of their primary drawbacks: (i) their practical applicability can be hindered by non-convex loss functions; and (ii) they may suffer from poor performance and instability due to inverse probability weighting and pseudo-outcomes that violate bounds. To overcome these issues, the EP-learner leverages an efficient plug-in estimator of the population risk function for the causal contrast. In doing so, it inherits the stability of plug-in strategies such as T-learning, while improving on their efficiency. Under reasonable conditions, EP-learners based on empirical risk minimization are oracle-efficient, exhibiting asymptotic equivalence to the minimizer of an oracle-efficient one-step debiased estimator of the population risk function. In simulation experiments, we show that EP-learners of the conditional average treatment effect and conditional relative risk outperform state-of-the-art competitors, including the T-learner, R-learner, and DR-learner. Open-source implementations of the proposed methods are available in our \texttt{R} package \texttt{hte3}.

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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