We propose simple estimators for mediation analysis and dynamic treatment effects over short horizons based on kernel ridge regression. We study both nonparametric response curves and semiparametric treatment effects, allowing treatments, mediators, and covariates to be continuous or discrete in general spaces. Our key innovation is a new RKHS technique called sequential mean embedding, which facilitates the construction of simple estimators for complex causal estimands, including new estimands without existing alternatives. In particular, we propose machine learning estimators of dynamic dose response curves and dynamic counterfactual distributions without restrictive linearity, Markov, or no-effect-modification assumptions. Our simple estimators preserve the generality of classic identification while also achieving nonasymptotic uniform rates for causal functions and semiparametric efficiency for causal scalars. In nonlinear simulations with many covariates, we demonstrate state-of-the-art performance. We estimate mediated and dynamic response curves of the US Job Corps program for disadvantaged youth, and share a data set that may serve as a benchmark in future work.
翻译:我们根据内核脊回归,提出了调解分析和短期动态处理效果的简单估计值; 我们研究了非参数反应曲线和半参数处理效果,允许治疗、调停和共变在一般空间中连续或分离; 我们的关键创新是一种新的RKHS技术,称为连续平均嵌入,它有利于为复杂的因果关系估计值,包括没有现有替代物的新的估计值进行简单的估计; 特别是,我们提出了动态剂量反应曲线和动态反事实分布的机器学习估计值,没有限制性线性、Markov或无效果校正假设。 我们的简单估计者维护典型识别的通用性,同时实现因果关系函数的非单一性统一率和因果关系标值的半对称效率。 在与许多共变的非线性模拟中,我们展示了最先进的表现。 我们估算了美国工作团方案对弱势青年的介质和动态响应曲线,并分享了可作为未来工作基准的数据集。