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Diverse Geometries, Frozen Weights: Robust Heterogeneous Treatment-Effect Estimation via Causal Expert Ensembles

arXiv机器学习 2026-09-24 23:26 4 阅读 查看原文

Estimating heterogeneous treatment effects from observational data is difficult because the most appropriate inductive bias varies with overlap, treatment imbalance, prognostic structure, and sample size.

We introduce the Geometry-Diverse Anchor-Correction Expert Ensemble (GeoACE), a five-expert framework that combines a common anchor-correction estimator with complementary overlap-aware and outcome-guided geometries.

Its task-level ensemble weights are learned only from internal validation predictions, frozen before test evaluation, and then applied to experts refitted on the complete development sample.

The fifth expert, O-Phi-ACE, constructs an outcome-free, overlap-aware statistical projection from covariates and treatment assignment and replaces the anchor input with this lower-dimensional geometry.

We evaluate GeoACE against 11 comparators on eight benchmark protocols.

Adding O-Phi-ACE reduced mean sqrt(PEHE) relative to the four-expert ensemble on all seven benchmarks with individual-effect truth, winning 998 of 1,225 paired tasks; the change on JOBS policy risk was negligible.

The five-expert ensemble ranked first on IHDP100, IHDPA, and IHDPB and second on NEWS, differing from the NEWS leader by 0.13%.

Across the seven sqrt(PEHE) benchmarks it obtained the lowest observed average rank (3.714), although the omnibus Friedman and Iman-Davenport tests were not significant (p=0.328 and p=0.330).

Using the same five frozen experts, inverse-DR weighting was consistently better than winner-take-all selection, convex DR fitting, R-stacking, and causal Q-aggregation in benchmark-balanced analyses, but was statistically indistinguishable from equal weighting and DR ridge shrinkage.

The evidence therefore supports geometry-diverse expert libraries and leakage-free aggregation as a robustness strategy, not universal superiority of either GeoACE or one weighting rule.