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通过差异化混杂因素平衡评估野外治疗效果

Estimating Treatment Effect in the Wild via Differentiated Confounder Balancing
课程网址: http://videolectures.net/kdd2017_kuang_treatment_effect/  
主讲教师: Kun Kuang
开课单位: 清华大学
开课时间: 2017-10-09
课程语种: 英语
中文简介:
评估治疗效果在社会营销、医疗保健和公共政策等许多领域的决策中起着重要作用。在野生观察性研究中,估计治疗效果的关键挑战是处理由治疗单位和对照单位之间混杂因素分布不平衡引起的混杂偏倚。传统的方法是在无混杂假设下,用假定准确的倾向得分估计重新加权单位来消除混杂偏差。控制高维变量可以使无混杂假设更加合理,但对倾向得分的准确估计提出了新的挑战。最近的一篇文献试图直接优化权重来平衡混杂分布,绕过倾向得分估计。但是,现有的平衡方法无法在大量潜在混杂因素中进行选择和区分,导致在许多高维环境中可能表现不佳。在本文中,我们提出了一种数据驱动的差分混杂平衡(DCB)算法,用于在野生高维环境下联合选择混杂因素,区分混杂因素的权重和平衡混杂因素分布,以估计治疗效果。我们提出的协同学习算法在许多观察性研究中更能减少混杂偏倚。为了验证我们的DCB算法的有效性,我们在合成和真实数据集上进行了大量的实验。实验结果清楚地表明,我们的DCB算法优于最先进的方法。我们进一步表明,通过我们的算法排名的前特征可以准确地预测在线广告效果。
课程简介: Estimating treatment effect plays an important role on decision making in many fields, such as social marketing, healthcare, and public policy. The key challenge on estimating treatment effect in the wild observational studies is to handle confounding bias induced by imbalance of the confounder distributions between treated and control units. Traditional methods remove confounding bias by re-weighting units with supposedly accurate propensity score estimation under the unconfoundedness assumption. Controlling high-dimensional variables may make the unconfoundedness assumption more plausible, but poses new challenge on accurate propensity score estimation. One strand of recent literature seeks to directly optimize weights to balance confounder distributions, bypassing propensity score estimation. But existing balancing methods fail to do selection and differentiation among the pool of a large number of potential confounders, leading to possible underperformance in many high dimensional settings. In this paper, we propose a data-driven Differentiated Confounder Balancing (DCB) algorithm to jointly select confounders, differentiate weights of confounders and balance confounder distributions for treatment effect estimation in the wild high dimensional settings. The synergistic learning algorithm we proposed is more capable of reducing the confounding bias in many observational studies. To validate the effectiveness of our DCB algorithm, we conduct extensive experiments on both synthetic and real datasets. The experimental results clearly demonstrate that our DCB algorithm outperforms the state-of-the-art methods. We further show that the top features ranked by our algorithm generate accurate prediction of online advertising effect.
关 键 词: 治疗评估; 混杂因素; 野外治疗
课程来源: 视频讲座网
数据采集: 2023-05-15:chenxin01
最后编审: 2023-05-22:chenxin01
阅读次数: 19