论文标题

高维因果推理的神经评分匹配

Neural Score Matching for High-Dimensional Causal Inference

论文作者

Clivio, Oscar, Falck, Fabian, Lehmann, Brieuc, Deligiannidis, George, Holmes, Chris

论文摘要

对于高维数据集,在因果推理中进行匹配的传统方法是不切实际的。他们受到维数的诅咒:随着输入维度的增长,确切的匹配和更高的精确匹配的匹配度呈指数级别,并且倾向分数匹配可能会匹配高度不相关的单元。为了克服这个问题,我们开发了理论结果,与经典的标量倾向分数相反,我们激励使用神经网络以获得所选粗糙度水平的非平凡的多元平衡得分。我们利用这些平衡分数来执行高维因果推断的匹配,并将此过程神经评分匹配。我们表明,在治疗效应估计和减少失衡方面,我们的方法与半合成高维数据集的其他匹配方法具有竞争力。

Traditional methods for matching in causal inference are impractical for high-dimensional datasets. They suffer from the curse of dimensionality: exact matching and coarsened exact matching find exponentially fewer matches as the input dimension grows, and propensity score matching may match highly unrelated units together. To overcome this problem, we develop theoretical results which motivate the use of neural networks to obtain non-trivial, multivariate balancing scores of a chosen level of coarseness, in contrast to the classical, scalar propensity score. We leverage these balancing scores to perform matching for high-dimensional causal inference and call this procedure neural score matching. We show that our method is competitive against other matching approaches on semi-synthetic high-dimensional datasets, both in terms of treatment effect estimation and reducing imbalance.

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