论文标题
与嘈杂协变量的部分识别:一种强大的优化方法
Partial Identification with Noisy Covariates: A Robust Optimization Approach
论文作者
论文摘要
观察数据集的因果推断通常依赖于测量和调整协变量。实际上,对协变量的测量通常可能是嘈杂和/或有偏见的,或者只有其代理的测量值。直接调整对协变量的这些不完善的测量结果可能会导致因果关系偏差。此外,没有其他假设,由于这些测量值的噪声,因果效应无法识别。为此,我们研究了在噪声水平上用户指定的假设下的嘈杂协变量的因果效应的部分鉴定。关键观察结果是,我们可以将平均治疗效应(ATE)的鉴定为强大的优化问题。该公式会导致有效的鲁棒优化算法,该算法将Ate与嘈杂的协变量结合。我们表明,这种强大的优化方法可以扩展多种因果调整方法,以执行部分识别,包括后门调整,反向倾向得分加权,双机器学习和前门调整。在合成和真实数据集中,我们发现这种方法提供的覆盖率概率高于现有方法。
Causal inference from observational datasets often relies on measuring and adjusting for covariates. In practice, measurements of the covariates can often be noisy and/or biased, or only measurements of their proxies may be available. Directly adjusting for these imperfect measurements of the covariates can lead to biased causal estimates. Moreover, without additional assumptions, the causal effects are not point-identifiable due to the noise in these measurements. To this end, we study the partial identification of causal effects given noisy covariates, under a user-specified assumption on the noise level. The key observation is that we can formulate the identification of the average treatment effects (ATE) as a robust optimization problem. This formulation leads to an efficient robust optimization algorithm that bounds the ATE with noisy covariates. We show that this robust optimization approach can extend a wide range of causal adjustment methods to perform partial identification, including backdoor adjustment, inverse propensity score weighting, double machine learning, and front door adjustment. Across synthetic and real datasets, we find that this approach provides ATE bounds with a higher coverage probability than existing methods.