可观测神经常微分方程:用于连续时间中可识别的因果预测 / Observable Neural ODEs for Identifiable Causal Forecasting in Continuous Time
1️⃣ 一句话总结
本文提出了一种名为ObsNODE的新型神经常微分方程模型,它通过确保模型内部状态能从观测数据中唯一重构(即“可观测性”),解决了在连续时间决策问题中因隐藏混淆变量导致的因果推断难题,从而能够更可靠地预测不同干预措施下的未来结果。
Causal inference in continuous-time sequential decision problems is challenged by hidden confounders. We show that, in latent state-space models with time-varying interventions, observability of the latent dynamics from observed data is necessary for identifying dynamic treatment effects, linking control-theoretic observability to causal identifiability, even when hidden confounders affect both treatments and outcomes. We derive a continuous-time adjustment formula expressing potential outcome distributions under treatment trajectories via the measurement model, latent dynamics, and the filtering distribution over latent states given observed histories. We propose Observable Neural ODEs (ObsNODEs), Neural ODE models in observable normal form for causal forecasting. ObsNODEs learn continuous-time dynamics with states reconstructible from observations, enabling outcome prediction under alternative treatment paths. Experiments on synthetic cancer data, semi-synthetic data based on MIMIC-IV, and real-world sepsis data show strong performance over recent sequence models.
可观测神经常微分方程:用于连续时间中可识别的因果预测 / Observable Neural ODEs for Identifiable Causal Forecasting in Continuous Time
本文提出了一种名为ObsNODE的新型神经常微分方程模型,它通过确保模型内部状态能从观测数据中唯一重构(即“可观测性”),解决了在连续时间决策问题中因隐藏混淆变量导致的因果推断难题,从而能够更可靠地预测不同干预措施下的未来结果。
源自 arXiv: 2604.26070