论文标题

一类通用仪器变量模型的算法

A Class of Algorithms for General Instrumental Variable Models

论文作者

Kilbertus, Niki, Kusner, Matt J., Silva, Ricardo

论文摘要

因果治疗效应估计是一个关键问题,在各种现实环境中,从个性化医学到政府政策制定。当一个人可以使用仪器时,在机器学习方面进行了一大批作品。但是,为了实现可识别性,他们通常需要一定程度的所有假设,例如为结果的添加误差模型。另一种是部分识别,它为因果效应提供了界限。在可以处理最普遍的情况的边界方法方面,治疗本身可以是连续的,几乎没有。此外,边界方法通常不允许对因果效应的形状进行一系列的假设,这些假设可以平稳地对更强大的背景知识进行更加信息界限。在这项工作中,我们为连续分布中的因果效应界定提供了一种方法,利用基于梯度的方法的最新进展来优化计算上棘手的目标函数。我们在一组合成和现实世界数据中证明,当加性方法失败时,我们的边界捕获了因果效应,提供了与观察相兼容的有用答案,而不是依靠不必要的结构假设。

Causal treatment effect estimation is a key problem that arises in a variety of real-world settings, from personalized medicine to governmental policy making. There has been a flurry of recent work in machine learning on estimating causal effects when one has access to an instrument. However, to achieve identifiability, they in general require one-size-fits-all assumptions such as an additive error model for the outcome. An alternative is partial identification, which provides bounds on the causal effect. Little exists in terms of bounding methods that can deal with the most general case, where the treatment itself can be continuous. Moreover, bounding methods generally do not allow for a continuum of assumptions on the shape of the causal effect that can smoothly trade off stronger background knowledge for more informative bounds. In this work, we provide a method for causal effect bounding in continuous distributions, leveraging recent advances in gradient-based methods for the optimization of computationally intractable objective functions. We demonstrate on a set of synthetic and real-world data that our bounds capture the causal effect when additive methods fail, providing a useful range of answers compatible with observation as opposed to relying on unwarranted structural assumptions.

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