论文标题
带有生成树的平滑因果估计器
Undersmoothing Causal Estimators with Generative Trees
论文作者
论文摘要
从观察数据中推断个性化的治疗效果可以释放有针对性干预措施的潜力。但是,很难从观察数据中推断出这些影响。可能出现的一个主要问题是协方差转移,其中数据(结果)条件分布保持不变,但协变(输入)分布在训练和测试集之间变化。在观察数据设置中,此问题在来自不同分布的控制和处理的单位中实现。一个常见的解决方案是通过重新缩放方案(例如倾向得分)来增强学习方法。这些是由于模型错误指定而需要的,但在个人情况下可能会损害性能。在本文中,我们探讨了一种基于生成树的新型方法,该方法可以直接解决模型错误指定,从而帮助下游估计器实现更好的鲁棒性。我们从经验上表明,模型类的选择确实可以显着影响最终表现,并且重新掌握的方法可能在个性化效应估计中挣扎。我们提出的方法具有平均治疗效果的重新获得方法的竞争力,同时对个性化治疗效果的表现明显更好。
Inferring individualised treatment effects from observational data can unlock the potential for targeted interventions. It is, however, hard to infer these effects from observational data. One major problem that can arise is covariate shift where the data (outcome) conditional distribution remains the same but the covariate (input) distribution changes between the training and test set. In an observational data setting, this problem is materialised in control and treated units coming from different distributions. A common solution is to augment learning methods through reweighing schemes (e.g. propensity scores). These are needed due to model misspecification, but might hurt performance in the individual case. In this paper, we explore a novel generative tree based approach that tackles model misspecification directly, helping downstream estimators achieve better robustness. We show empirically that the choice of model class can indeed significantly affect the final performance and that reweighing methods can struggle in individualised effect estimation. Our proposed approach is competitive with reweighing methods on average treatment effects while performing significantly better on individualised treatment effects.