论文标题
强大的因果学习以估计平均治疗效果
Robust Causal Learning for the Estimation of Average Treatment Effects
论文作者
论文摘要
经济学和医疗保健方面的许多实际决策问题寻求从观察数据中估算平均治疗效果(ATE)。双重/辩护机器学习(DML)是观察性研究中估计吃量的普遍方法之一。但是,DML估计器可能会遇到错误的问题,甚至当倾向得分被弄错了或非常接近0或1时进行极端估计。先前的研究已经通过一些经验的技巧(例如倾向得分修剪)克服了这个问题,但是从理论的角度来看,现有文献都没有解决这个问题。在本文中,我们提出了一种强大的因果学习(RCL)方法来抵消DML估计器的缺陷。从理论上讲,RCL估计量i)与DML估计器一样一致且双重稳定,ii)可以摆脱错误的问题。从经验上讲,综合实验表明,i)RCL估计器比DML估计器给出了有关因果参数的稳定估计,ii)RCL估计器在模拟和基准数据集上应用不同的机器学习模型时,RCL估计器的表现优于传统估计器及其变体。
Many practical decision-making problems in economics and healthcare seek to estimate the average treatment effect (ATE) from observational data. The Double/Debiased Machine Learning (DML) is one of the prevalent methods to estimate ATE in the observational study. However, the DML estimators can suffer an error-compounding issue and even give an extreme estimate when the propensity scores are misspecified or very close to 0 or 1. Previous studies have overcome this issue through some empirical tricks such as propensity score trimming, yet none of the existing literature solves this problem from a theoretical standpoint. In this paper, we propose a Robust Causal Learning (RCL) method to offset the deficiencies of the DML estimators. Theoretically, the RCL estimators i) are as consistent and doubly robust as the DML estimators, and ii) can get rid of the error-compounding issue. Empirically, the comprehensive experiments show that i) the RCL estimators give more stable estimations of the causal parameters than the DML estimators, and ii) the RCL estimators outperform the traditional estimators and their variants when applying different machine learning models on both simulation and benchmark datasets.