论文标题

通过受控神经网络培训在两个阶段进行的个人治疗效应估计

Individual Treatment Effect Estimation Through Controlled Neural Network Training in Two Stages

论文作者

Nair, Naveen, Gurumoorthy, Karthik S., Mandalapu, Dinesh

论文摘要

我们开发了一个在两个阶段训练的因果深度神经网络(CDNN)模型,以推断单个单位级别的因果影响估计。在没有任何治疗信息的情况下,仅使用第1阶段的预处理特征,我们学习了最能代表结果的协变量的编码。在$ 2^{nd} $阶段中,我们进一步寻求通过在编码的协变量旁边引入治疗指标变量来预测第1阶段的无法解释的结果。我们证明,即使没有明确计算治疗残差,我们的方法仍然满足理想的局部Neyman正交性,从而使其在滋扰参数中对小扰动进行了稳健。此外,通过与表示学习方法建立联系,我们创建了一个框架,可以从中得出多种算法的变体。我们对公开数据集执行初始实验,以比较这些变体,并在选择CDNN方法的最佳变体方面获得指导。在针对三个基准数据集的最新方法评估CDNN时,我们观察到CDNN具有很高的竞争力,并且通常会产生最准确的个人治疗效果估计。我们在多种用例的可扩展性方面强调了CDNN的强大优势。

We develop a Causal-Deep Neural Network (CDNN) model trained in two stages to infer causal impact estimates at an individual unit level. Using only the pre-treatment features in stage 1 in the absence of any treatment information, we learn an encoding for the covariates that best represents the outcome. In the $2^{nd}$ stage we further seek to predict the unexplained outcome from stage 1, by introducing the treatment indicator variables alongside the encoded covariates. We prove that even without explicitly computing the treatment residual, our method still satisfies the desirable local Neyman orthogonality, making it robust to small perturbations in the nuisance parameters. Furthermore, by establishing connections with the representation learning approaches, we create a framework from which multiple variants of our algorithm can be derived. We perform initial experiments on the publicly available data sets to compare these variants and get guidance in selecting the best variant of our CDNN method. On evaluating CDNN against the state-of-the-art approaches on three benchmarking datasets, we observe that CDNN is highly competitive and often yields the most accurate individual treatment effect estimates. We highlight the strong merits of CDNN in terms of its extensibility to multiple use cases.

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