ホームページ >テクノロジー周辺機器 >AI >機械学習を使用して異種混合の治療効果を評価する
翻訳者 | Zhu Xianzhong
査読者 | Sun Shujuan
多くの場合、私たちは因果関係の推定だけでなく、因果関係の推定にも関心を持っています。この効果が異なるかどうかも興味深いです。私たちは、ある薬が年齢ごとに異なる副作用を示すかどうか知りたいと考えています。あるいは、広告キャンペーンが特定の地理的領域で特に効果的であるかどうかを知りたい場合もあります。
この知識は、標的治療の実施を可能にするために非常に重要です。薬が子供に重篤な副作用を引き起こす場合、その使用を成人に限定した方がよいかもしれません。あるいは、キャンペーンが英語圏でのみ機能する場合は、他の国で実施する価値はありません。
この記事では、機械学習アルゴリズムを使用して治療効果の不均一性を明らかにするいくつかの方法を検討します。
私たちが、新しい保険機能がユーザーの収益をどれだけ増やすことができるかを理解することに興味がある会社だとします。特に、ユーザーの年齢層が異なると消費態度も異なることがわかっており、保険機能の影響もユーザーの年齢に応じて異なる可能性があると考えられます。
この情報は、特に広告ターゲティングや割引デザインなどのアプリケーションでは非常に重要です。保険機能により特定のユーザー グループの収益が増加することが判明した場合、そのユーザー グループに広告をターゲティングしたり、パーソナライズされた割引を提供したりすることがあります。
保険機能が収入に与える影響を把握するためにABテストを実施しました。このテストでは、テスト サンプルのユーザーの 10% に保険機能へのアクセスをランダムに提供しました。この機能は高価であり、より多くのユーザーに無料で提供する余裕はありません。したがって、治療確率は 10% あれば十分であると考えています。
実験に必要なシミュレーション データを生成するために、src.dgp ライブラリによって提供されるデータ生成プロセス dgp_premium() 関数を使用することにしました。さらに、必要な描画関数とライブラリも src.utils ライブラリからインポートします。
<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">src</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">utils</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">*</span><br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">src</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dgp</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dgp_premiumdgp</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dgp_premium</span>()<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dgp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">generate_data</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">seed</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">5</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">head</span>()
データ スナップショット
実験では、300 人のユーザーからデータを収集し、彼らが生み出した収入と医療保険に加入しているかどうかを観察しました。さらに、これらのユーザーの年齢も記録しました。
ランダム化が効果的かどうかを理解するために、Uber USA の causalml パッケージの create_table_one 関数を使用して、実験グループと対照グループの観察可能な特性の平均値を含む共変量バランス テーブルを生成しました。名前が示すように、これは因果推論分析で常に最初に提示するテーブルである必要があります。
<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">causalml</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">match</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">create_table_one</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">create_table_one</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'premium'</span>, [<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'age'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'revenue'</span>])
バランス表
上記の表からわかるように、ほとんどのユーザーは対照グループに属し、実験グループには 31 人のユーザーのみが含まれています。 。異なるグループの平均年齢は同等であり (標準化された平均差、SMD
では、保険機能の効果は利用者の年齢によって異なるのでしょうか?
簡単なアプローチは、保険機能と年齢の完全な相互作用を使用して収入を回帰することです。
<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">linear_model</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">smf</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ols</span>(<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'revenue ~ premium * age'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">data</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>()<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">linear_model</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">summary</span>().<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">tables</span>[<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>]
線形回帰結果
上記の分析結果から、交互作用係数はゼロに近く、有意ではないことがわかります。保険料には年齢差の影響はないようです。しかし実際のところ、これは本当なのでしょうか?相互作用係数は線形関係のみを捉えるためです。この関係が非線形だったらどうなるでしょうか?
生データを直接プロットすることでこれを確認できます。収益を年齢別に分類し、データを保険加入者と保険未加入ユーザーに分割します。
<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sns</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">scatterplot</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">data</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">x</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'age'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'revenue'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">hue</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'premium'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">s</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">40</span>);
元画像
生データを見ると、一般的に30~50歳の所得が高く、35~50歳になると保険料が高くなります。その影響は特に45歳の人で顕著でした。
年齢別、治療の有無別の推定収入値を視覚化できます。
<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">def</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plot_TE</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">true_te</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">False</span>):<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sns</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">scatterplot</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">data</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">x</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'age'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'revenue'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">hue</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'premium'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">s</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">40</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">legend</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">True</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sns</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">lineplot</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'age'</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'mu0_hat'</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">label</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'$mu_0$'</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sns</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">lineplot</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'age'</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'mu1_hat'</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">label</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'$mu_1$'</span>)<br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">if</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">true_te</span>:<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plt</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fill_between</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'age'</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'y0'</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'y0'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">+</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'y1'</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">color</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'grey'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">alpha</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0.2</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">label</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"True TE"</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plt</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">title</span>(<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'Distribution of revenue by age and premium status'</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plt</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">legend</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">title</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'Treated'</span>)
まず、(μ̂₁) を使用して予測収益を計算します。保険機能 (μ̂₀) は使用しないことに注意してください。次に、それらを元のデータと一緒にプロットします。
rreeee显示有原始数据的线性估计结果
正如我们从上图中观察到的,橙色线高于蓝色线,这表明保费对收入有积极影响。然而,这两条线基本上是平行的,表明实验效果没有异质性。
我们能否更精确一点?有没有一种方法可以在没有假设使用功能形式的情况下,以灵活的方式估计这种治疗异质性?
答案是肯定的!我们可以使用机器学习方法灵活地估计异质治疗效果。具体地说,我们将从现在开始细致分析Künzel、Sekhon、Bickel和Yu(2019年论文,详见https://www.pnas.org/doi/abs/10.1073/pnas.1804597116)介绍的下面三种流行方法:
我们假设有这样一组接受试验者i=1,…,n,我们要观察一个元组(Xᵢ, Dᵢ, Yᵢ)。其中:
我们对估计平均实验效果感兴趣。
平均实验效果
其中,Yᵢ⁽ᵈ⁾表明个体i在实验状态d下的潜在结果。我们还做出以下假设:
假设1:无根据性(或可忽略性,或对可观察项的选择)
无根据假设
也就是,以可观察特征X为条件,实验任务D与随机分配一样好。我们实际上假设的是,不存在我们观察不到的情形——此情形下可能影响用户是否获得保险特征和收入特征。这是一个强有力的假设,我们观察到的个性化特征越多,就越有可能得到满足。
假设2:稳定的单位治疗费用(SUTVA)
SUTVA假设
也就是,潜在结果不取决于实验状态。在我们的案例中,我们排除了另一个用户获得保险功能可能会影响我的保险对收入的影响这一事实。违反上述SUTVA假设的一种最常见情形是存在网络影响:例如,我的一个朋友通过社交网络增加了我的就医费用。
最简单的元算法是单学习器(single learner)或S学习器(S-learner)。为了构建S-learner估计量,我们为所有观察值拟合一个模型μ。
S-learner响应函数
估计量由经过和未经处理的预测值之间的差值得出,分别为d=1和d=0。
S-learner估计量
<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">def</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">S_learner</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dgp</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>):<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dgp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">generate_data</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">true_te</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">True</span>).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sort_values</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mu</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">+</span> [<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'mu0_hat'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mu</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">predict</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">+</span> [<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]].<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">assign</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">premium</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span>))<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'mu1_hat'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mu</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">predict</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">+</span> [<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]].<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">assign</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">premium</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>))<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plot_TE</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">true_te</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">True</span>)
让我们使用sklearn包中的DecisionTreeRegressor函数,并使用决策树回归模型来构建s-learner。篇幅所限,我不会在这里详细介绍决策树信息;仅说明下决策树是一种非参数估计量,它使用训练数据将状态空间(在我们的例子中是保费和年龄)分割成块,并预测结果(在我们的例子中是收入)作为其在每个块中的平均值。
<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sklearn</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">tree</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">DecisionTreeRegressor</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">DecisionTreeRegressor</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">min_impurity_decrease</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0.001</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">S_learner</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dgp</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"revenue"</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"premium"</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"age"</span>])
估计效果与真实实验效果比较
上图给出了此部分代码的结果数据以及响应函数μ̂(x,1)和μ̂(x,0)图示。另外,我还使用灰色绘制了真实响应函数之间的区域:真实实验效果。
正如我们从图中看到的,S-learner足够灵活,能够理解实验组和对照组之间的水平差异(我们有两条独立的线)。此外,它还能够很好地捕捉到对照组的响应函数μ̂(x,1),但没有很好地捕捉到实验组的控制函数μ̂(x,1)。
S-learner的问题是,它学习的是单个模型,因此我们必须希望该模型能够揭示实验D中的异质性,但情况可能并非如此。此外,如果由于X的高维数,模型被严重正则化,则可能无法恢复任何实验效果。例如,对于决策树,我们可能不会在实验变量D上进行拆分。
为了构建双学习器(two-learner)或T-learner的估计量,我们拟合了两个不同的模型,一个用于实验单元,另一个用于对照单元。
T-learner响应函数
其中,估计量由两个模型的预测值之差得出。
T-learner估计量
<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">def</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">T_learner</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>):<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dgp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">generate_data</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">true_te</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">True</span>).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sort_values</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mu0</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">==</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">==</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'mu0_hat'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mu0</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">predict</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mu1</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">==</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">==</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'mu1_hat'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mu1</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">predict</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plot_TE</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">true_te</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">True</span>)
我们像以前一样使用决策树回归模型。但是这次,我们为实验组和对照组拟合了两个独立的决策树。
<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">T_learner</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dgp</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"revenue"</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"premium"</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"age"</span>])
真实与估计的实验效果对比示意图
正如我们所见,T-learner比S-learner灵活得多,因为它适合两种不同的模型。而且,对照组的响应函数μ̂⁽⁰⁾(x)仍然非常准确;同时,实验组的响应函数μ̂⁽¹⁾(x)也比以前更加灵活。
现在的问题是,对于每个预测问题,我们只使用了一小部分数据,而S-learner使用了所有数据。通过拟合两个独立的模型,我们正在丢失一些信息。此外,通过使用两种不同的模型,我们可能会在没有异质性的地方获得异质性。例如,使用决策树,即使数据生成过程相同,我们也可能使用不同的样本获得不同的分割。
交叉学习器或X学习器(X-learner)估计量是T-learner估计量的扩展。其构建方式如下:
1.对于T-learner,分别使用实验单元与对照单元来单独计算μ̂⁽¹⁾(x)和μ̂⁽0)(x)的模型。
2、计算增量δ函数,如下所示:
增量δ函数计算方法
3、从X预测Δ,并通过实验单元与对照单元计算τ̂⁽¹⁾(x)。
4、估计倾向得分,即实验概率
倾向得分
5. 计算实验效果。
X-learner估计值
为了更好地理解X-learner是如何工作的,我们可以像以前一样来直观地绘制出响应函数。然而,该方法并不直接依赖于响应函数。那么,我们还能恢复伪响应函数吗?是可以的。
首先,我们可以将实验效果改写为:
X-learner估计分解展开式
因此,X-learner估计的伪响应函数就可以写成如下形式:
X-learner伪响应函数
正如我们所见,X-learner结合了真实值Yᵢ⁽ᵈ⁾和估计值μ̂ᵢ⁽ᵈ⁾(x),并按倾向分数ê(x)加权(即估计的实验概率)。
这是什么意思呢?这意味着,如果对于某些观察值,我们可以清楚地将实验组和对照组分开,那么对照响应函数μ̂ᵢ⁽ᵈ⁾将获得大部分权重。相反,如果两组无法区分,则实际结果Yᵢ⁽ᵈ⁾将获得大部分权重。
为了说明该方法,我将通过经最近观测得到的近似Yᵢ⁽ᵈ⁾并使用Kneighbors回归函数来构建伪响应函数。我将使用Logistic回归中的LogisticRegressionCV函数来估计倾向分数。
<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sklearn</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">neighbors</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">KNeighborsRegressor</span><br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sklearn</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">linear_model</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">LogisticRegressionCV</span><br><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">def</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_learner</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>):<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dgp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">generate_data</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">true_te</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">True</span>).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sort_values</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>)<br><br># <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">Mu</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mu0</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">==</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">==</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'mu0_hat_'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mu0</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">predict</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mu1</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">==</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">==</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'mu1_hat_'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mu1</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">predict</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>])<br><br># <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">Y</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y0</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">KNeighborsRegressor</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">n_neighbors</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">==</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">==</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'y0_hat'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y0</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">predict</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y1</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">KNeighborsRegressor</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">n_neighbors</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">==</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">==</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'y1_hat'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y1</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">predict</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>])<br><br><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">#计算权重</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">e</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">LogisticRegressionCV</span>().<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>]).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">predict_proba</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>])[:,<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>]<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'mu0_hat'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">e</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">*</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'y0_hat'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">+</span> (<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">e</span>) <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">*</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'mu0_hat_'</span>]<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'mu1_hat'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> (<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">e</span>) <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">*</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'y1_hat'</span>] <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">+</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">e</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">*</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'mu1_hat_'</span>]<br><br><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">#绘图</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plot_TE</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">true_te</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">True</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_learner</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"revenue"</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">D</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"premium"</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"age"</span>])
真实和估计实验结果示意图
从这张图中我们可以清楚地看到,X-learner的主要优势在于它能够根据上下文调整响应函数的灵活性。在状态空间中有大量数据的区域(对照组),它主要使用估计的响应函数。另外,在状态空间中还有一个显示有少量数据的区域(实验组),这是使用观测值本身的结果。
在本文中,我们学习了Künzel、Sekhon、Bickel、Yu在2019论文中引入的不同估计量,它们利用灵活的机器学习算法来估计异质实验效果。这三个估计量的复杂程度不同。其中,S-learner适合单个估计量,包括作为协变量的实验指标。T-learner适合实验组和对照组的两个独立估计量。最后,X-learner是T-learner的扩展,根据实验组和对照组的可用数据量,能够实现不同程度的灵活性。
异质处理效果的估计对于治疗靶向至关重要,这在企业应用中尤其关键。事实上,这篇文献的引用量迅速增加,并受到广泛关注。在众多其他论文中,值得一提的是Nie和Wager(2021)的R-learner程序以及Athey和Wager(2018)的因果树和森林。我以后可能会撰写更多关于这些程序的内容;所以,请继续关注我的博客。️
[1] S. Künzel, J. Sekhon, P. Bickel, B. Yu, Metalearners for estimating heterogeneous treatment effects using machine learning (2019), PNAS.
[2] X. Nie, S. Wager, Quasi-oracle estimation of heterogeneous treatment effects (2021), Biometrika.
[3] S. Athey, S. Wager, Estimation and Inference of Heterogeneous Treatment Effects using Random Forests (2018), Journal of the American Statistical Association.
朱先忠,51CTO社区编辑,51CTO专家博客、讲师,潍坊一所高校计算机教师,自由编程界老兵一枚。早期专注各种微软技术(编著成ASP.NET AJX、Cocos 2d-X相关三本技术图书),近十多年投身于开源世界(熟悉流行全栈Web开发技术),了解基于OneNet/AliOS+Arduino/ESP32/树莓派等物联网开发技术与Scala+Hadoop+Spark+Flink等大数据开发技术。
原文标题:Understanding Meta Learners,作者:Matteo Courthoud
以上が機械学習を使用して異種混合の治療効果を評価するの詳細内容です。詳細については、PHP 中国語 Web サイトの他の関連記事を参照してください。