论文标题

Causalegm:通过编码生成建模的一般因果推理框架

CausalEGM: a general causal inference framework by encoding generative modeling

论文作者

Liu, Qiao, Chen, Zhongren, Wong, Wing Hung

论文摘要

尽管理解和表征因果关系在观察性研究中已经至关重要,但当混杂因素高维时,这是具有挑战性的。在本文中,我们开发了一个通用框架$ \ textIt {Causalegm} $,用于通过编码生成建模来估算因果效应,该建模可以应用于二进制和连续处理设置。在潜在的结果框架内,我们建立了高维混杂器空间和低维的潜在空间之间的双向转换,其中已知密度(例如,多变量正态分布)。通过此,Causalegm同时将混杂因素对治疗和结果的依赖性分解,并将混杂因子映射到低维的潜在空间。通过对低维的潜在特征进行调节,Causalegm可以估计每个人的因果效应或人群中的平均因果效应。我们的理论分析表明,Causalegm的过剩风险可以通过经验过程理论界定。在对编码器网络的假设下,可以保证估算的一致性。在一系列实验中,Causalegm表现出优于二进制和连续治疗方法的现有方法。具体而言,我们发现Causalegm在存在大型样本量和高维混杂因素的情况下比竞争方法更强大。 Causalegm的软件可在https://github.com/suwonglab/causalegm上免费获得。

Although understanding and characterizing causal effects have become essential in observational studies, it is challenging when the confounders are high-dimensional. In this article, we develop a general framework $\textit{CausalEGM}$ for estimating causal effects by encoding generative modeling, which can be applied in both binary and continuous treatment settings. Under the potential outcome framework with unconfoundedness, we establish a bidirectional transformation between the high-dimensional confounders space and a low-dimensional latent space where the density is known (e.g., multivariate normal distribution). Through this, CausalEGM simultaneously decouples the dependencies of confounders on both treatment and outcome and maps the confounders to the low-dimensional latent space. By conditioning on the low-dimensional latent features, CausalEGM can estimate the causal effect for each individual or the average causal effect within a population. Our theoretical analysis shows that the excess risk for CausalEGM can be bounded through empirical process theory. Under an assumption on encoder-decoder networks, the consistency of the estimate can be guaranteed. In a series of experiments, CausalEGM demonstrates superior performance over existing methods for both binary and continuous treatments. Specifically, we find CausalEGM to be substantially more powerful than competing methods in the presence of large sample sizes and high dimensional confounders. The software of CausalEGM is freely available at https://github.com/SUwonglab/CausalEGM.

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