机器学习-算法理论

Necessity of causal inference

2021-09-08  本文已影响0人  shudaxu

必需做Causal Inference的根源在于:
The “fundamental problem of causal inference” (Holland, 1986) is that we cannot expose an observational unit to treatment 1 and, at the same time, to treatment 0
其实这个问题,在工业界,譬如CTR,CVR估计等问题中,都是普遍存在的,但是一定程度上被很多人忽略了。

工业界常用场景:
1、AB testing
2、营销优化
3、模型去偏(Causal Based Method),Selection Bias
4、评估去偏,MNAR问题。Unbiased Offline Evaluation

关于:Conditional Effect[1][2]

关于:Counterfactual [3]

Refer
1、Probability and Causality. Conditional and Average Total Effects

2、causal inference与model的一些理解:
total Conditional effect可不用线性模型,直接积分掉?
https://www.zhihu.com/question/266812683/answer/895210894

3、反事实推理
https://zhuanlan.zhihu.com/p/120909701

上一篇下一篇

猜你喜欢

热点阅读