论文标题

用于估计反事实结果的因果变压器

Causal Transformer for Estimating Counterfactual Outcomes

论文作者

Melnychuk, Valentyn, Frauen, Dennis, Feuerriegel, Stefan

论文摘要

从观察数据中估算反事实的结果与许多应用程序有关(例如个性化医学)。然而,最新的方法基于简单的长期记忆(LSTM)网络,从而为复杂的,长期的依赖性带来了挑战性的推论。在本文中,我们开发了一种新颖的因果变压器,用于估计反事实结果。我们的模型专门设计用于捕获随着时变的混杂因素之间的复杂,长期的依赖性。为此,我们将三个变压器子网与单独的输入相结合,以进行时变的协变量,以前的处理和先前的结果与跨分离之间的关节网络。我们进一步为我们的因果变压器制定了定制的端到端培训程序。具体而言,我们提出了一种新颖的反事实领域混乱损失来解决混杂的偏见:它旨在学习对抗性平衡表示,以便它们可以预测下一个结果,但对当前治疗分配的预测性不可预测。我们基于合成和现实世界数据集评估我们的因果变压器,在该数据集中,它比当前基线的效果较高。据我们所知,这是提出基于变压器的架构的第一部作品,用于估算纵向数据的反事实结果。

Estimating counterfactual outcomes over time from observational data is relevant for many applications (e.g., personalized medicine). Yet, state-of-the-art methods build upon simple long short-term memory (LSTM) networks, thus rendering inferences for complex, long-range dependencies challenging. In this paper, we develop a novel Causal Transformer for estimating counterfactual outcomes over time. Our model is specifically designed to capture complex, long-range dependencies among time-varying confounders. For this, we combine three transformer subnetworks with separate inputs for time-varying covariates, previous treatments, and previous outcomes into a joint network with in-between cross-attentions. We further develop a custom, end-to-end training procedure for our Causal Transformer. Specifically, we propose a novel counterfactual domain confusion loss to address confounding bias: it aims to learn adversarial balanced representations, so that they are predictive of the next outcome but non-predictive of the current treatment assignment. We evaluate our Causal Transformer based on synthetic and real-world datasets, where it achieves superior performance over current baselines. To the best of our knowledge, this is the first work proposing transformer-based architecture for estimating counterfactual outcomes from longitudinal data.

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