Adversarial Orthogonal Regression: Two non-Linear Regressions for Causal Inference
We propose two nonlinear regression methods, named Adversarial Orthogonal Regression (AdOR) for additive noise models and Adversarial Orthogonal Structural Equation Model (AdOSE) for the general case of structural equation models. Both methods try to make the residual of regression independent from regressors while putting no assumption on noise distribution. In both methods, two adversarial networks are trained simultaneously where a regression network outputs predictions and a loss network that estimates mutual information (in AdOR) and KL-divergence (in AdOSE). These methods can be formulated as a minimax two-player game; at equilibrium, AdOR finds a deterministic map between inputs and output and estimates mutual information between residual and inputs, while AdOSE estimates a conditional probability distribution of output given inputs. The proposed methods can be used as subroutines to address several learning problems in causality, such as causal direction determination (or more generally, causal structure learning) and causal model estimation. Synthetic and real-world experiments demonstrate that the proposed methods have a remarkable performance with respect to previous solutions.
Code (0)
등록된 구현이 없습니다.
Tasks
Causal InferenceregressionVocal Bursts Valence PredictionSimilar Papers 제목 키워드 기반
Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly
Applied macroeconomists frequently use impulse response estimators motivated by linear models. We study whether the estimands of such procedures have a causal interpretation when the true data generating process is in fa…
Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions
In this study, we investigate estimation and inference on a low-dimensional causal parameter in the presence of high-dimensional controls in an instrumental variable quantile regression. Our proposed econometric procedur…
BIG-bench Machine Learningquantile regressionregressionPre-processing with Orthogonal Decompositions for High-dimensional Explanatory Variables
Strong correlations between explanatory variables are problematic for high-dimensional regularized regression methods. Due to the violation of the Irrepresentable Condition, the popular LASSO method may suffer from false…
regressionVocal Bursts Intensity PredictionHierarchical Clustering As a Novel Solution to the Notorious Multicollinearity Problem in Observational Causal Inference
Multicollinearity is a long lasting challenge in observational causal inference, especially in regressions -- highly correlated independent variables make it hard to isolate their individual impacts on outcomes of intere…
Causal InferenceEstimating Treatment Effects in Mover Designs
Researchers increasingly leverage movement across multiple treatments to estimate causal effects. While these "mover regressions" are often motivated by a linear constant-effects model, it is not clear what they capture …