论文标题
深端到端因果推论
Deep End-to-end Causal Inference
论文作者
论文摘要
因果推断对于跨业务参与,医疗和政策制定等领域的数据驱动决策至关重要。但是,有关因果发现的研究已与推理方法分开发展,从而阻止了两个领域方法的直接组合。在这项工作中,我们开发了深层端到端因果推理(DECI),这是一种基于基于流动的非线性添加噪声模型,该模型具有观察性数据,并且可以执行因果发现和推理,包括有条件的平均治疗效果(CATE)估计。我们提供了理论上的保证,即DECI可以根据标准因果发现假设恢复地面真实因果图。在应用程序影响的推动下,我们将该模型扩展到具有缺失值的异质,混合型数据,从而允许连续和离散的治疗决策。我们的结果表明,与因果发现的相关基准相比,DECI的竞争性能和(c)在合成数据集和因果机器学习基准测试基准的一千多个实验和(c)都在数据类别和缺失水平上进行了估计。
Causal inference is essential for data-driven decision making across domains such as business engagement, medical treatment and policy making. However, research on causal discovery has evolved separately from inference methods, preventing straight-forward combination of methods from both fields. In this work, we develop Deep End-to-end Causal Inference (DECI), a single flow-based non-linear additive noise model that takes in observational data and can perform both causal discovery and inference, including conditional average treatment effect (CATE) estimation. We provide a theoretical guarantee that DECI can recover the ground truth causal graph under standard causal discovery assumptions. Motivated by application impact, we extend this model to heterogeneous, mixed-type data with missing values, allowing for both continuous and discrete treatment decisions. Our results show the competitive performance of DECI when compared to relevant baselines for both causal discovery and (C)ATE estimation in over a thousand experiments on both synthetic datasets and causal machine learning benchmarks across data-types and levels of missingness.