ABC3: Active Bayesian Causal Inference with Cohn Criteria in Randomized Experiments

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Hauptverfasser: Cha, Taehun, Lee, Donghun
Format: Preprint
Veröffentlicht: 2024
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author Cha, Taehun
Lee, Donghun
author_facet Cha, Taehun
Lee, Donghun
contents In causal inference, randomized experiment is a de facto method to overcome various theoretical issues in observational study. However, the experimental design requires expensive costs, so an efficient experimental design is necessary. We propose ABC3, a Bayesian active learning policy for causal inference. We show a policy minimizing an estimation error on conditional average treatment effect is equivalent to minimizing an integrated posterior variance, similar to Cohn criteria \citep{cohn1994active}. We theoretically prove ABC3 also minimizes an imbalance between the treatment and control groups and the type 1 error probability. Imbalance-minimizing characteristic is especially notable as several works have emphasized the importance of achieving balance. Through extensive experiments on real-world data sets, ABC3 achieves the highest efficiency, while empirically showing the theoretical results hold.
format Preprint
id arxiv_https___arxiv_org_abs_2412_11104
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle ABC3: Active Bayesian Causal Inference with Cohn Criteria in Randomized Experiments
Cha, Taehun
Lee, Donghun
Machine Learning
Artificial Intelligence
Methodology
In causal inference, randomized experiment is a de facto method to overcome various theoretical issues in observational study. However, the experimental design requires expensive costs, so an efficient experimental design is necessary. We propose ABC3, a Bayesian active learning policy for causal inference. We show a policy minimizing an estimation error on conditional average treatment effect is equivalent to minimizing an integrated posterior variance, similar to Cohn criteria \citep{cohn1994active}. We theoretically prove ABC3 also minimizes an imbalance between the treatment and control groups and the type 1 error probability. Imbalance-minimizing characteristic is especially notable as several works have emphasized the importance of achieving balance. Through extensive experiments on real-world data sets, ABC3 achieves the highest efficiency, while empirically showing the theoretical results hold.
title ABC3: Active Bayesian Causal Inference with Cohn Criteria in Randomized Experiments
topic Machine Learning
Artificial Intelligence
Methodology
url https://arxiv.org/abs/2412.11104