论文标题

可扩展的灵敏度和不确定性分析,用于连续值干预措施的因果效应估计

Scalable Sensitivity and Uncertainty Analysis for Causal-Effect Estimates of Continuous-Valued Interventions

论文作者

Jesson, Andrew, Douglas, Alyson, Manshausen, Peter, Solal, Maëlys, Meinshausen, Nicolai, Stier, Philip, Gal, Yarin, Shalit, Uri

论文摘要

对于气候科学,医疗保健和经济学而言,估算观察数据连续值的干预措施的影响是至关重要的任务。最近的工作着重于设计神经网络体系结构和正则化功能,以从高维大样本数据中对平均和个体级剂量反应曲线进行可扩展估计。这样的方法假设可无知(观察所有混杂变量)和阳性(观察每个协变量描述一组单位的协变量值),在连续治疗方案中有问题的假设。研究这些假设放松时,可扩展的灵敏度和不确定性分析以了解因果估计中引起的无知。在这里,我们开发了一个连续的治疗效应边缘灵敏度模型(CMSM),并得出与观察到的数据和研究人员定义的隐藏混杂水平相一致的界限。我们引入了可扩展的算法和不确定性感知的深层模型,以得出和估算这些界限,以获得高维大样本的观测数据。我们与过去15年以来对人类排放对云特性的气候影响感兴趣的气候科学家协同合作。已知许多未观察到的混杂因素使这个问题变得复杂。

Estimating the effects of continuous-valued interventions from observational data is a critically important task for climate science, healthcare, and economics. Recent work focuses on designing neural network architectures and regularization functions to allow for scalable estimation of average and individual-level dose-response curves from high-dimensional, large-sample data. Such methodologies assume ignorability (observation of all confounding variables) and positivity (observation of all treatment levels for every covariate value describing a set of units), assumptions problematic in the continuous treatment regime. Scalable sensitivity and uncertainty analyses to understand the ignorance induced in causal estimates when these assumptions are relaxed are less studied. Here, we develop a continuous treatment-effect marginal sensitivity model (CMSM) and derive bounds that agree with the observed data and a researcher-defined level of hidden confounding. We introduce a scalable algorithm and uncertainty-aware deep models to derive and estimate these bounds for high-dimensional, large-sample observational data. We work in concert with climate scientists interested in the climatological impacts of human emissions on cloud properties using satellite observations from the past 15 years. This problem is known to be complicated by many unobserved confounders.

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