Kernel Instrumental Variable Regression

Dez 10, 2019

Sprecher:innen

Über

Instrumental variable (IV) regression is a strategy for learning causal relationships in observational data. If measurements of input X and output Y are confounded, the causal relationship can nonetheless be identified if an instrumental variable Z is available that influences X directly, but is conditionally independent of Y given X and the unmeasured confounder. The classic two-stage least squares algorithm (2SLS) simplifies the estimation problem by modeling all relationships as linear functions. We propose kernel instrumental variable regression (KIV), a nonparametric generalization of 2SLS, modeling relations among X, Y, and Z as nonlinear functions in reproducing kernel Hilbert spaces (RKHSs). We prove the consistency of KIV under mild assumptions, and derive conditions under which convergence occurs at the minimax optimal rate for unconfounded, single-stage RKHS regression. In doing so, we obtain an efficient ratio between training sample sizes used in the algorithm's first and second stages. In experiments, KIV outperforms state of the art alternatives for nonparametric IV regression.

Organisator

Kategorien

Über NIPS 2019

Neural Information Processing Systems (NeurIPS) is a multi-track machine learning and computational neuroscience conference that includes invited talks, demonstrations, symposia and oral and poster presentations of refereed papers. Following the conference, there are workshops which provide a less formal setting.

Präsentation speichern

Soll diese Präsentation für 1000 Jahre gespeichert werden?

Wie speichern wir Präsentationen?

Ewigspeicher-Fortschrittswert: 0 = 0.0%

Freigeben

Empfohlene Videos

Präsentationen, deren Thema, Kategorie oder Sprecher:in ähnlich sind

Interessiert an Vorträgen wie diesem? NIPS 2019 folgen