Smooth Multi-Policy Causal Effect Estimation in Longitudinal Settings
Wenxin Chen, Weishen Pan, Kyra Gan, Fei Wang
摘要
Comparative evaluation of multiple dynamic treatment policies is essential for healthcare and policy decisions, yet conventional longitudinal causal inference methods estimate each in isolation , preventing information sharing across counterfactuals. We demonstrate that this separate estimation paradigm induces a structurally uncontrolled second-order bias, inflating finite-sample variance even after standard debiasing with longitudinal targeted maximum likelihood estimation (LTMLE). To address this, we propose a policy-aware reparameterization of Iterative Conditional Expectation (ICE) Q-functions that enables joint estimation through shared representations. We implement this approach in the Policy-Encoded Q Network (PEQ-Net) , an architecture centered on a shared policy encoder. The encoder is trained using kernel mean embeddings, ensuring that the learned representation space reflects population-level policy dissimilarities. After applying an LTMLE correction step, we prove this design imposes a structural constraint on the second-order remainder, thereby stabilizing finite-sample variance. Experiments on semi-synthetic datasets demonstrate that PEQ-Net consistently outperforms existing ICE-based methods, achieving substantial reductions in root-mean-square error, particularly when evaluating closely related policies.
问问这篇 Paper
智能体会读完全文。
Lune 把这篇 Paper 索引到了每一个公式,引用它的顶会 Paper 也一样。你提问,回答直接引用原文。
它引用的顶会 Paper14
- Estimating counterfactual treatment outcomes over time through adversarially balanced representationsIoana Bica, Ahmed M. Alaa, James Jordon, Mihaela van der SchaarICLR 2020 · 被引用 224 次
- Minimax-Optimal Off-Policy Evaluation with Linear Function ApproximationYaqi Duan, Zeyu Jia, Mengdi WangICML 2020 · 被引用 161 次
- Causal Transformer for Estimating Counterfactual OutcomesValentyn Melnychuk, Dennis Frauen, Stefan FeuerriegelICML 2022 · 被引用 146 次
- Continuous-Time Modeling of Counterfactual Outcomes Using Neural Controlled Differential EquationsNabeel Seedat, Fergus Imrie, Alexis Bellot, Zhaozhi Qian 等ICML 2022 · 被引用 68 次
- Estimating Average Causal Effects from Patient TrajectoriesDennis Frauen, Tobias Hatt, Valentyn Melnychuk, Stefan FeuerriegelAAAI 2023 · 被引用 34 次
相关 Paper
- Longitudinal Targeted Minimum Loss-based Estimation with Temporal-Difference Heterogeneous TransformerToru Shirakawa, Yi Li, Yulun Wu, Sky Qiu 等ICML 2024 · 被引用 18 次
- Invariant Causal Imitation Learning for Generalizable PoliciesIoana Bica, Daniel Jarrett, Mihaela van der SchaarNeurIPS 2021 · 被引用 46 次
- Debiased Model-based Representations for Sample-efficient Continuous ControlJiafei Lyu, Zichuan Lin, Scott Fujimoto, Kai Yang 等ICML 2026
- On Inductive Biases for Heterogeneous Treatment Effect EstimationAlicia Curth, Mihaela van der SchaarNeurIPS 2021 · 被引用 114 次
- Iterative Amortized Policy OptimizationJoseph Marino, Alexandre Piché, Alessandro Davide Ialongo, Yisong YueNeurIPS 2021 · 被引用 27 次
