论文标题

对反事实预测的双重强大表示学习

Double Robust Representation Learning for Counterfactual Prediction

论文作者

Zeng, Shuxi, Assaad, Serge, Tao, Chenyang, Datta, Shounak, Carin, Lawrence, Li, Fan

论文摘要

因果推断或反事实预测,是医疗保健,政策和社会科学决策的核心。在观察性研究中具有高维数据的偏离因果估计量,最近的进步表明,将机器学习模型结合到倾向得分和结果函数的重要性。我们提出了一种新型的可扩展方法,以学习反事实预测的双重表述,如果正确指定了倾向得分或结果(但不一定两者)的模型,则会导致一致的因果估计。具体而言,我们使用熵平衡方法来学习权重,以最大程度地减少治疗组和对照组之间表示的詹森 - 香农差异,从而对个人和平均治疗效果做出了强大而有效的反事实预测。我们为提出的方法提供理论上的理由。该算法在现实世界和综合数据上的最先进表现出竞争性能。

Causal inference, or counterfactual prediction, is central to decision making in healthcare, policy and social sciences. To de-bias causal estimators with high-dimensional data in observational studies, recent advances suggest the importance of combining machine learning models for both the propensity score and the outcome function. We propose a novel scalable method to learn double-robust representations for counterfactual predictions, leading to consistent causal estimation if the model for either the propensity score or the outcome, but not necessarily both, is correctly specified. Specifically, we use the entropy balancing method to learn the weights that minimize the Jensen-Shannon divergence of the representation between the treated and control groups, based on which we make robust and efficient counterfactual predictions for both individual and average treatment effects. We provide theoretical justifications for the proposed method. The algorithm shows competitive performance with the state-of-the-art on real world and synthetic data.

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