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arXiv 2411.03387cs.LGstat.ML
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量化治疗效应的偶然不确定性:一种新的正交学习者

Quantifying Aleatoric Uncertainty of the Treatment Effect: A Novel Orthogonal Learner

Valentyn Melnychuk, Stefan Feuerriegel, Mihaela van der Schaar

AI总结:

本文提出了一种新的正交学习者(AU-learner),用于量化治疗效应的偶然不确定性,通过部分可识别性方法获得CDTE的精确界限,并展示了其在Neyman正交性和准Oracle效率方面的优势。

摘要:

从观察数据中估计因果量对于理解医疗治疗的安全性和有效性至关重要。然而,为了做出可靠的推断,医疗从业者不仅需要估计平均因果量,如条件平均治疗效应,还需要理解治疗效应的随机性作为随机变量。这种随机性称为偶然不确定性,对于理解治疗的获益概率或治疗效应的分位数是必要的。然而,治疗效应的偶然不确定性在因果机器学习社区中却受到 surprisingly little attention。为填补这一空白,我们旨在量化治疗效应在协变量条件水平上的偶然不确定性,即治疗效应的条件分布(CDTE)。与平均因果量不同,CDTE在没有强额外假设的情况下不是点可识别的。为此,我们采用部分可识别性来获得CDTE的精确界限,从而量化治疗效应的偶然不确定性。我们然后开发了一种新的、正交的学习者用于CDTE的界限,称为AU学习者。我们进一步表明,我们的AU学习者有几个优势,即它满足Neyman正交性,因此具有准Oracle效率。最后,我们提出了一种完全参数化的深度学习实例化形式的AU学习者。

英文摘要:

Estimating causal quantities from observational data is crucial for understanding the safety and effectiveness of medical treatments. However, to make reliable inferences, medical practitioners require not only estimating averaged causal quantities, such as the conditional average treatment effect, but also understanding the randomness of the treatment effect as a random variable. This randomness is referred to as aleatoric uncertainty and is necessary for understanding the probability of benefit from treatment or quantiles of the treatment effect. Yet, the aleatoric uncertainty of the treatment effect has received surprisingly little attention in the causal machine learning community. To fill this gap, we aim to quantify the aleatoric uncertainty of the treatment effect at the covariate-conditional level, namely, the conditional distribution of the treatment effect (CDTE). Unlike average causal quantities, the CDTE is not point identifiable without strong additional assumptions. As a remedy, we employ partial identification to obtain sharp bounds on the CDTE and thereby quantify the aleatoric uncertainty of the treatment effect. We then develop a novel, orthogonal learner for the bounds on the CDTE, which we call AU-learner. We further show that our AU-learner has several strengths in that it satisfies Neyman-orthogonality and, thus, quasi-oracle efficiency. Finally, we propose a fully-parametric deep learning instantiation of our AU-learner.

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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