手法を比較
選択した手法を並べて確認できます。異なる行はハイライト表示されます。
| 二重に頑健な推定量(AIPW)× | 異質的処置効果(CATE / メタ学習器)× | ランダムフォレスト× | |
|---|---|---|---|
| 分野≠ | 因果推論 | 因果推論 | 機械学習 |
| 系統≠ | Regression model | Regression model | Machine learning |
| 提唱年≠ | 2005 | 2018 | 2001 |
| 提唱者≠ | Robins & Rotnitzky; Bang & Robins | Wager & Athey (causal forest); Künzel et al. (meta-learners) | Breiman, L. |
| 種類≠ | Semiparametric causal estimator | Causal machine-learning framework | Ensemble (bagging of decision trees) |
| 原典≠ | Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗ | Wager, S. & Athey, S. (2018). Estimation and Inference of Heterogeneous Treatment Effects using Random Forests. Journal of the American Statistical Association. DOI ↗ | Breiman, L. (2001). Random Forests. Machine Learning, 45, 5–32. DOI ↗ |
| 別名≠ | AIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW) | conditional average treatment effect, CATE, meta-learners, causal forest | Rastgele Orman (Random Forest), rastgele orman, random decision forest, bagged tree ensemble |
| 関連≠ | 5 | 5 | 4 |
| 概要≠ | Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified. | Heterogeneous Treatment Effects is a machine-learning framework that estimates how a treatment effect varies across individuals — the conditional average treatment effect (CATE). It bundles meta-learner strategies such as the T-Learner, S-Learner, X-Learner and R-Learner alongside the causal forest of Wager and Athey (2018) and Künzel et al. (2019). | Random Forest is an ensemble learning method, introduced by Leo Breiman in 2001, that grows many decision trees on bootstrap samples of the data and combines their votes to produce strong classification and regression. By pooling many slightly different trees, it produces more accurate and more stable predictions than any single tree. |
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