论文标题

具有替代代表的长期效应估计

Long-Term Effect Estimation with Surrogate Representation

论文作者

Cheng, Lu, Guo, Ruocheng, Liu, Huan

论文摘要

在许多情况下,干预的短期和长期因果关系不同。例如,低质量的广告可能会增加短期广告点击,但通过减少点击量减少长期收入。因此,这项工作研究了主要兴趣或主要结果的结果需要数月甚至数年的时间来积累的长期影响问题。长期影响的观察性研究提出了独特的挑战。首先,混杂的偏见会导致较大的估计误差和方差,这可以进一步积累,以预测主要结果。其次,短期结局通常直接用作主要结果的代理,即代理。然而,这种方法需要强烈的代孕假设,而这些假设通常是不切实际的。为了应对这些挑战,我们建议在机器学习中的长期因果推理和顺序模型之间建立联系。这使我们能够学习替代表示时间不足的代理表示,并通过调节推断的时变混杂因素来规避严格的代孕假设。实验结果表明,所提出的框架的表现优于最先进的框架。

There are many scenarios where short- and long-term causal effects of an intervention are different. For example, low-quality ads may increase short-term ad clicks but decrease the long-term revenue via reduced clicks. This work, therefore, studies the problem of long-term effect where the outcome of primary interest, or primary outcome, takes months or even years to accumulate. The observational study of long-term effect presents unique challenges. First, the confounding bias causes large estimation error and variance, which can further accumulate towards the prediction of primary outcomes. Second, short-term outcomes are often directly used as the proxy of the primary outcome, i.e., the surrogate. Nevertheless, this method entails the strong surrogacy assumption that is often impractical. To tackle these challenges, we propose to build connections between long-term causal inference and sequential models in machine learning. This enables us to learn surrogate representations that account for the temporal unconfoundedness and circumvent the stringent surrogacy assumption by conditioning on the inferred time-varying confounders. Experimental results show that the proposed framework outperforms the state-of-the-art.

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