Exogenous Matching: Learning Good Proposals for Tractable Counterfactual Estimation
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arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866913689044516864 |
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| author | Chen, Yikang Du, Dehui Tian, Lili |
| author_facet | Chen, Yikang Du, Dehui Tian, Lili |
| contents | We propose an importance sampling method for tractable and efficient estimation of counterfactual expressions in general settings, named Exogenous Matching. By minimizing a common upper bound of counterfactual estimators, we transform the variance minimization problem into a conditional distribution learning problem, enabling its integration with existing conditional distribution modeling approaches. We validate the theoretical results through experiments under various types and settings of Structural Causal Models (SCMs) and demonstrate the outperformance on counterfactual estimation tasks compared to other existing importance sampling methods. We also explore the impact of injecting structural prior knowledge (counterfactual Markov boundaries) on the results. Finally, we apply this method to identifiable proxy SCMs and demonstrate the unbiasedness of the estimates, empirically illustrating the applicability of the method to practical scenarios. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_13914 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Exogenous Matching: Learning Good Proposals for Tractable Counterfactual Estimation Chen, Yikang Du, Dehui Tian, Lili Machine Learning We propose an importance sampling method for tractable and efficient estimation of counterfactual expressions in general settings, named Exogenous Matching. By minimizing a common upper bound of counterfactual estimators, we transform the variance minimization problem into a conditional distribution learning problem, enabling its integration with existing conditional distribution modeling approaches. We validate the theoretical results through experiments under various types and settings of Structural Causal Models (SCMs) and demonstrate the outperformance on counterfactual estimation tasks compared to other existing importance sampling methods. We also explore the impact of injecting structural prior knowledge (counterfactual Markov boundaries) on the results. Finally, we apply this method to identifiable proxy SCMs and demonstrate the unbiasedness of the estimates, empirically illustrating the applicability of the method to practical scenarios. |
| title | Exogenous Matching: Learning Good Proposals for Tractable Counterfactual Estimation |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2410.13914 |