论文标题
异质因果效应估计的最小值率
Minimax rates for heterogeneous causal effect estimation
论文作者
论文摘要
估计异质因果效应 - 即,政策和治疗的影响在受试者之间如何变化 - 是因果推断的基本任务。近年来已经提出了许多估计有条件平均治疗效果(CATE)的方法,但围绕最佳性的问题基本上仍未得到解决。特别是,最小值的最佳理论尚未开发出来,最小值的收敛速率和速率最佳估计器的构建仍存在开放问题。在本文中,我们在持有人平滑的非参数模型中得出了CATE估计的最小速率,并提出了新的局部多项式估计器,从而提供了最小值的高级条件。我们的minimax下限是通过模糊假设方法的局部版本得出的,结合了非参数回归和功能估计的下限结构。我们提出的估计量可以根据局部修改高阶影响函数方法的局部修改而被视为局部多项式R-LEARNER。我们发现的最小速率表现出了几个有趣的特征,包括非标准的肘现象以及非参数回归和功能估计率之间的异常插值。后者量化了CATE估计如何看作是回归/功能杂种。
Estimation of heterogeneous causal effects - i.e., how effects of policies and treatments vary across subjects - is a fundamental task in causal inference. Many methods for estimating conditional average treatment effects (CATEs) have been proposed in recent years, but questions surrounding optimality have remained largely unanswered. In particular, a minimax theory of optimality has yet to be developed, with the minimax rate of convergence and construction of rate-optimal estimators remaining open problems. In this paper we derive the minimax rate for CATE estimation, in a Holder-smooth nonparametric model, and present a new local polynomial estimator, giving high-level conditions under which it is minimax optimal. Our minimax lower bound is derived via a localized version of the method of fuzzy hypotheses, combining lower bound constructions for nonparametric regression and functional estimation. Our proposed estimator can be viewed as a local polynomial R-Learner, based on a localized modification of higher-order influence function methods. The minimax rate we find exhibits several interesting features, including a non-standard elbow phenomenon and an unusual interpolation between nonparametric regression and functional estimation rates. The latter quantifies how the CATE, as an estimand, can be viewed as a regression/functional hybrid.