通过对其倾向分数进行后校准来改善反向概率权重
Rom Gutman1,2, Ehud Karavani1, Yishai Shimoni1
1From the IBM Research, University of Haifa Campus.
Epidemiology (Cambridge, Mass.)
|April 15, 2024
概括
校准倾向得分可以提高因果推断的准确性. 后处理预测得分可以提高平均治疗效果的估计,特别是在复杂的模型中.
科学领域:
- 因果推理因果推理
- 统计建模 统计建模
- 机器学习 机器学习
背景情况:
- 倾向分数对于因果推理至关重要,但可能不像真实概率一样表现.
- 灵活的估计器可以产生不良校准的得分,影响因果效应估计.
- 现有的理论保证依赖于作为条件概率的倾向得分.
研究的目的:
- 评估倾向性评分校准对因果推理准确性的影响.
- 评估加工后校准方法的有效性.
- 为了比较不同倾向性得分估计器的校准改进.
主要方法:
- 为了估计平均治疗效果,进行了一项模拟研究.
- 使用各种统计估计器生成倾向分数.
- 一种后处理校准方法应用于倾向性得分.
- 在校准前后测量估计误差.
主要成果:
- 倾向性评分校准显著降低了平均治疗效果估计的错误.
- 对得分校准的更大改进导致估计误差的更大降低.
- 与逻辑回归模型相比,基于树的表达式估计器在校准后显示出较大的相对改善.
结论:
- 后处理校准是一种计算上便宜且有效的方法,可以改善因果推理.
- 在使用表达式模型进行估计时,建议采用倾向性得分校准.
- 校准提高了倾向得分的可靠性,作为因果推理的条件概率.
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