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Necessity of causal inference

Necessity of causal inference

作者: shudaxu | 来源:发表于2021-09-08 16:52 被阅读0次

    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

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