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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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237474711948 · Jun 202019922001200920172026
48 results for test set deconfounding

Stable health predictions need deconfounding test set features.

problem Stability of predictions in health machine learning is compromised by selection biases.
method Deconfounding the test set features improves prediction stability across different environments.
result Improved stability achieved by deconfounding test set features.

VTD uses deep embeddings to estimate treatment effects from longitudinal data without unconfoundedness assumption.

problem Challenges in estimating individualized treatment effects from longitudinal observational data due to confounding bias.
method Leverages deep variational embeddings and observed proxies to learn hidden confounders.
result Effective in estimating treatment effects when hidden confounding is the leading bias.

New method estimates treatment effects over time with unobserved confounders.

problem Estimating treatment effects from observational data with unobserved confounders.
method Sequential Deconfounder using Gaussian process latent variable model.
result Unbiased estimates of individualized treatment responses over time.

Clarifies the theory of the deconfounder by Imai and Jiang.

problem Theoretical requirements for the deconfounder algorithm.
method Clarifies the assumption of 'no unobserved single-cause confounders' using empirical studies.
result Imai and Jiang's clarification of the assumption does not hold for counterexamples proposed by Ogburn et al. (2020).

Causal inference from observational data often assumes "ignorability," that all confounders are observed. This assumption is standard yet untestable. However, many scientific studies involve multiple causes, different variables whose effects are simultaneously of interest. We propose the deconfounder, an algorithm that…

2018-05-17abs ↗pdf ↗

Deconfounding scores improve causal effect estimation with weak overlap.

problem Poor overlap in treatment and control groups makes causal effect estimators brittle.
method Introduces feature representations that improve overlap without introducing bias.
result Deconfounding scores satisfy a zero-covariance condition that is identifiable in observed data.

Spectral deconfounding improves machine learning models by reducing hidden confounding effects.

problem Machine learning models can be misled by hidden confounders, leading to unreliable predictions.
method Develops a nonlinear spectral deconfounding framework for gradient boosting that modifies boosting dynamics to slow down in confounding-aligned directions.
result Spectrally deconfounded boosting improves estimation of the target function under hidden confounding and is more scalable.

Unobserved confounding is a major hurdle for causal inference from observational data. Confounders---the variables that affect both the causes and the outcome---induce spurious non-causal correlations between the two. Wang & Blei (2018) lower this hurdle with "the blessings of multiple causes," where the correlation st…

2019-05-30abs ↗pdf ↗

Deconfounding scores improve causal effect estimation with weak overlap.

problem Challenges in causal treatment effect estimation due to weak overlap in high-dimensional data.
method Propose deconfounding scores to preserve identification and target estimation while improving overlap.
result Prognostic scores are overlap-optimal under a broad family of generalized linear models with Gaussian features.

Spatial Deconfounder tackles interference and confounding in spatial data.

problem Interference and unmeasured spatial factors confound causal inference in spatial domains.
method Two-stage method using CVAE with spatial prior to reconstruct confounder, then estimate causal effects.
result Nonparametric identification of direct and spillover effects under weak assumptions.

We propose a general formulation for addressing reinforcement learning (RL) problems in settings with observational data. That is, we consider the problem of learning good policies solely from historical data in which unobserved factors (confounders) affect both observed actions and rewards. Our formulation allows us t…

2018-12-26abs ↗pdf ↗

New method deconfounds deep learning feature representations using counterfactual approach.

problem Improving model stability in deep learning models under dataset shifts.
method Adopting last layer features of DNNs trained with softmax activation for logistic regression, and applying counterfactual deconfounding.
result Counterfactual deconfounding can be applied to DNN feature representations, improving model stability.

Given only data generated by a standard confounding graph with unobserved confounder, the Average Treatment Effect (ATE) is not identifiable. To estimate the ATE, a practitioner must then either (a) collect deconfounded data;(b) run a clinical trial; or (c) elucidate further properties of the causal graph that might re…

2020-02-25abs ↗pdf ↗

Deconfounds neural network representation similarity metrics to improve consistency and accuracy.

problem Confounding by population structure in similarity metrics like RSA and CKA.
method Covariate adjustment regression to adjust for confounders.
result Improves detection of semantically similar neural networks and consistency in transfer learning.

The aim of this comment (set to appear in a formal discussion in JASA) is to draw out some conclusions from an extended back-and-forth I have had with Wang and Blei regarding the deconfounder method proposed in "The Blessings of Multiple Causes" [arXiv:1805.06826]. I will make three points here. First, in my role as th…

2019-10-17abs ↗pdf ↗

This note has been updated (April, 2020) to respond to "Towards Clarifying the Theory of the Deconfounder" by Yixin Wang, David M. Blei (arXiv:2003.04948). This original note, posted in January, 2020, is meant to complement our previous comment on "The Blessings of Multiple Causes" by Wang and Blei (2019). We provide a…

2020-01-17abs ↗pdf ↗

Proposes a method to estimate policy values in reinforcement learning with unmeasured confounders.

problem Estimating policy values in reinforcement learning with unmeasured confounders.
method Develops a two-way deconfounder algorithm using a neural tensor network to learn unmeasured confounders and system dynamics.
result Consistent policy value estimation through model-based estimator.

Paper proposes methods to use observational data for reinforcement learning, addressing confounding issues.

problem Using observational data for reinforcement learning can lead to misleading outcomes due to unobserved confounders.
method The paper introduces two deconfounding methods in deep reinforcement learning to adjust for confounders.
result The proposed deconfounding methods improve the accuracy of reinforcement learning models using observational data.

This study shows ESG ratings reduce equity crash risk during market downturns.

problem Decoupling of alpha from tail risk resilience in traditional models.
method Double Machine Learning for structural deconfounding, state-dependent analysis.
result High ESG ratings reduce crash incidence during systemic drawdowns.

DWTS uses observational data to improve clinical trial efficiency.

problem Lack of definitive conclusions from randomized clinical trials due to insufficient patient cohorts and confounding biases.
method DWTS combines observational data with randomized clinical trials using Doubly Debiased LASSO (DDL) to identify reliable covariates.
result DWTS reduces cumulative regret in clinical trials compared to standard methods.

AP-Calculus offers a new framework for causal inference in Bayesian networks.

problem Causal inference in Bayesian networks with complex architectures.
method Introduces Attribution Projection Calculus (AP-Calculus) to determine causal relationships.
result Proves that for each label, exactly one intermediate node acts as a deconfounder.

Develops a method to estimate treatment effects using noisy proxies over time.

problem Estimating individualized treatment effects from noisy proxies of confounders.
method Deconfounding Temporal Autoencoder (DTA) combining autoencoder and causal regularization.
result Improves treatment effect estimates by leveraging noisy proxies and learning hidden confounders.

New method uncovers hidden causal connections in multivariate point process networks.

problem Unobserved hidden variables confound causal discovery in high-dimensional point process networks.
method Proposes a deconfounding procedure to estimate causal interactions among observed nodes with unknown unobserved processes.
result The method accurately identifies causal interactions among observed processes, even with hidden variables.

New method debiases counterfactual distributions using observational data.

problem Estimating counterfactual distributions under interventions without relying on observational data.
method Flow-matching approach to learn counterfactual distributions from observational data.
result Deconfounding flows outperform existing debiased counterfactual distribution estimators.

This paper corrects climate model biases using a factor model approach.

problem Systematic biases in GCM outputs due to unobserved confounders.
method Factor model approach to learn latent confounders from historical data and apply them to enhance bias correction.
result Significant improvements in the accuracy of precipitation outputs.

DTS improves robustness of bandit algorithms in nonstationary environments.

problem Brittle behavior of multi-armed bandit algorithms in nonstationary exogenous factors.
method Deconfounded Thompson Sampling (DTS) that projects population-level performance while controlling for context.
result DTS provides resilience to exogenous variation and balances exploration and exploitation.

Paper proposes mechanism learning to reverse causal inference in ML.

problem Machine learning models learn associational, not causal, relationships.
method Causally weighted Gaussian mixture models (CW-GMMs).
result CW-GMMs can deconfound observational data for reverse causal inference.

(This comment has been updated to respond to Wang and Blei's rejoinder [arXiv:1910.07320].) The premise of the deconfounder method proposed in "Blessings of Multiple Causes" by Wang and Blei [arXiv:1805.06826], namely that a variable that renders multiple causes conditionally independent also controls for unmeasured mu…

2019-10-11abs ↗pdf ↗

New method uses variational inference to handle confounding in imitation learning.

problem Confounding due to different sensory inputs between expert and imitating agent.
method Train variational inference model to infer expert's latent information and use for latent-conditional policy training.
result Algorithm converges to correct interventional policy and achieves asymptotically optimal performance.

DOVI improves reinforcement learning with offline data, reducing trial-and-error in critical scenarios.

problem Lack of sample efficiency in deep reinforcement learning for critical applications.
method Proposes DOVI algorithm to incorporate confounded observational data provably efficiently.
result DOVI reduces regret by a multiplicative factor compared to pure online setting, especially when data are informative.

New method identifies causal effects with categorical unobserved confounders.

problem Estimating causal effects in the presence of unobserved confounders.
method Mixture learning and tensor decomposition for consistent estimation.
result Causal effects are identifiable with categorical unobserved confounders under suitable conditions.

CDM models counterfactual outcomes in longitudinal data with improved accuracy.

problem Predicting counterfactual outcomes in longitudinal data with complex time-dependent confounding.
method Causal Diffusion Model (CDM) using denoising diffusion architecture with relational self-attention.
result CDM outperforms state-of-the-art methods in generating full probabilistic distributions of counterfactual outcomes.

Machine learning confound removal biases results, leading to misleading predictions.

problem Common confound removal methods in machine learning lead to misleading predictions.
method Featurewise removal of confound variance by linear regression before applying ML.
result This common deconfounding approach can leak information, amplifying null or moderate effects.

Building machine translation (MT) test sets is a relatively expensive task. As MT becomes increasingly desired for more and more language pairs and more and more domains, it becomes necessary to build test sets for each case. In this paper, we investigate using Amazon's Mechanical Turk (MTurk) to make MT test sets chea…

2014-10-20abs ↗pdf ↗

The repeated community-wide reuse of test sets in popular benchmark problems raises doubts about the credibility of reported test-error rates. Verifying whether a learned model is overfitted to a test set is challenging as independent test sets drawn from the same data distribution are usually unavailable, while other …

2019-03-06abs ↗pdf ↗