{"title":"用于 CATE 估算的 K 折因果 BART","authors":"Hugo Gobato Souto, Francisco Louzada Neto","doi":"arxiv-2409.05665","DOIUrl":null,"url":null,"abstract":"This research aims to propose and evaluate a novel model named K-Fold Causal\nBayesian Additive Regression Trees (K-Fold Causal BART) for improved estimation\nof Average Treatment Effects (ATE) and Conditional Average Treatment Effects\n(CATE). The study employs synthetic and semi-synthetic datasets, including the\nwidely recognized Infant Health and Development Program (IHDP) benchmark\ndataset, to validate the model's performance. Despite promising results in\nsynthetic scenarios, the IHDP dataset reveals that the proposed model is not\nstate-of-the-art for ATE and CATE estimation. Nonetheless, the research\nprovides several novel insights: 1. The ps-BART model is likely the preferred\nchoice for CATE and ATE estimation due to better generalization compared to the\nother benchmark models - including the Bayesian Causal Forest (BCF) model,\nwhich is considered by many the current best model for CATE estimation, 2. The\nBCF model's performance deteriorates significantly with increasing treatment\neffect heterogeneity, while the ps-BART model remains robust, 3. Models tend to\nbe overconfident in CATE uncertainty quantification when treatment effect\nheterogeneity is low, 4. A second K-Fold method is unnecessary for avoiding\noverfitting in CATE estimation, as it adds computational costs without\nimproving performance, 5. Detailed analysis reveals the importance of\nunderstanding dataset characteristics and using nuanced evaluation methods, 6.\nThe conclusion of Curth et al. (2021) that indirect strategies for CATE\nestimation are superior for the IHDP dataset is contradicted by the results of\nthis research. These findings challenge existing assumptions and suggest\ndirections for future research to enhance causal inference methodologies.","PeriodicalId":501340,"journal":{"name":"arXiv - STAT - Machine Learning","volume":"23 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"K-Fold Causal BART for CATE Estimation\",\"authors\":\"Hugo Gobato Souto, Francisco Louzada Neto\",\"doi\":\"arxiv-2409.05665\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This research aims to propose and evaluate a novel model named K-Fold Causal\\nBayesian Additive Regression Trees (K-Fold Causal BART) for improved estimation\\nof Average Treatment Effects (ATE) and Conditional Average Treatment Effects\\n(CATE). The study employs synthetic and semi-synthetic datasets, including the\\nwidely recognized Infant Health and Development Program (IHDP) benchmark\\ndataset, to validate the model's performance. Despite promising results in\\nsynthetic scenarios, the IHDP dataset reveals that the proposed model is not\\nstate-of-the-art for ATE and CATE estimation. Nonetheless, the research\\nprovides several novel insights: 1. The ps-BART model is likely the preferred\\nchoice for CATE and ATE estimation due to better generalization compared to the\\nother benchmark models - including the Bayesian Causal Forest (BCF) model,\\nwhich is considered by many the current best model for CATE estimation, 2. The\\nBCF model's performance deteriorates significantly with increasing treatment\\neffect heterogeneity, while the ps-BART model remains robust, 3. Models tend to\\nbe overconfident in CATE uncertainty quantification when treatment effect\\nheterogeneity is low, 4. A second K-Fold method is unnecessary for avoiding\\noverfitting in CATE estimation, as it adds computational costs without\\nimproving performance, 5. Detailed analysis reveals the importance of\\nunderstanding dataset characteristics and using nuanced evaluation methods, 6.\\nThe conclusion of Curth et al. (2021) that indirect strategies for CATE\\nestimation are superior for the IHDP dataset is contradicted by the results of\\nthis research. These findings challenge existing assumptions and suggest\\ndirections for future research to enhance causal inference methodologies.\",\"PeriodicalId\":501340,\"journal\":{\"name\":\"arXiv - STAT - Machine Learning\",\"volume\":\"23 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-09-09\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - STAT - Machine Learning\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2409.05665\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - STAT - Machine Learning","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2409.05665","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
This research aims to propose and evaluate a novel model named K-Fold Causal
Bayesian Additive Regression Trees (K-Fold Causal BART) for improved estimation
of Average Treatment Effects (ATE) and Conditional Average Treatment Effects
(CATE). The study employs synthetic and semi-synthetic datasets, including the
widely recognized Infant Health and Development Program (IHDP) benchmark
dataset, to validate the model's performance. Despite promising results in
synthetic scenarios, the IHDP dataset reveals that the proposed model is not
state-of-the-art for ATE and CATE estimation. Nonetheless, the research
provides several novel insights: 1. The ps-BART model is likely the preferred
choice for CATE and ATE estimation due to better generalization compared to the
other benchmark models - including the Bayesian Causal Forest (BCF) model,
which is considered by many the current best model for CATE estimation, 2. The
BCF model's performance deteriorates significantly with increasing treatment
effect heterogeneity, while the ps-BART model remains robust, 3. Models tend to
be overconfident in CATE uncertainty quantification when treatment effect
heterogeneity is low, 4. A second K-Fold method is unnecessary for avoiding
overfitting in CATE estimation, as it adds computational costs without
improving performance, 5. Detailed analysis reveals the importance of
understanding dataset characteristics and using nuanced evaluation methods, 6.
The conclusion of Curth et al. (2021) that indirect strategies for CATE
estimation are superior for the IHDP dataset is contradicted by the results of
this research. These findings challenge existing assumptions and suggest
directions for future research to enhance causal inference methodologies.