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DNA-SE: Towards Deep Neural-Nets Assisted Semiparametric Estimation

ICML 2024 · Probabilistic and scientific modeling › Differential equations and PDEs · approach: Structured continuous-depth models · 0 citations (OpenAlex)

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Proposes DNA-SE, which casts semiparametric estimation as a bi-level optimization and uses deep feedforward networks with alternating gradient descent to numerically solve the Fredholm integral equations that arise in efficient estimators.

Problem

Semiparametric efficient estimators often require numerically solving Fredholm integral equations of the second kind that depend on the parameter of interest; traditional polynomial/spline solvers scale poorly to multi-dimensional settings, while closed-form alternatives are statistically suboptimal

Approach

Treat a deep feedforward network as the solution of the integral equation and jointly estimate it with the parameter of interest via a nested (bi-level) loss optimized by alternating gradient descent, using Monte Carlo integration.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use DNA-SE instead of polynomial approximationsMNAR regression parameter estimation · MNAR simulationbias: DNA-SE 0.012(0.142); quintic -0.113(0.070); quartic -0.081(0.186); cubic -0.143(0.133); quadratic -0.033(0.178)Helped
Use DNA-SE instead of the polynomial method [cite]MNAR regression parameter estimation · MNAR simulationvariance: DNA-SE 0.012(0.142); [cite] -0.016(0.209)Helped
Use DNA-SE instead of polynomial approximationsCausal sensitivity analysis · Causal sensitivity simulationbias: DNA-SE 0.036(0.155); cubic 0.142(0.189); quadratic 0.145(0.188)Helped
Use DNA-SE instead of the grid-based methodCausal sensitivity analysis · Causal sensitivity simulationvariance: DNA-SE 0.036(0.155); grid-based method 0.109(0.426)Helped
Use DNA-SE instead of polynomial approximationsTransfer learning average-loss estimation · Transfer learning simulationvariance: DNA-SE -0.0008(0.0084); quintic 0.0009(0.0186); 10th-degree 0.0033(0.0234); 15th-degree 0.0038(0.0385)Helped
Use DNA-SE instead of the observed-only estimatorConnecticut children's mental health study · Real-data regression coefficients other than βzestimate: β0: -1.3289(0.1402) vs -1.9307(0.1132); β1: -0.0623(0.1196) vs 0.3652(0.1480); β2: -0.6159(0.1366) vs -0.0516(0.1690)Helped
Use DNA-SE instead of method [cite]Connecticut children's mental health study · Real-data regression coefficientsstandard error: β0: 0.1402 vs 0.1823; β1: 0.1196 vs 0.1470; βz: 0.0761 vs 0.1194Helped
Set alternating frequency γ to 1 (ablation)DNA-SE for MNAR regression estimation · MNAR simulationconvergence stabilityHurt
Increase alternating frequency above 5 (ablation)DNA-SE for MNAR regression estimation · MNAR simulationconvergenceMixed
Vary alternating frequency γ among 1, 5, 10, and 20 (ablation)DNA-SE for causal sensitivity analysis · Causal sensitivity simulationconvergence rateMixed
Vary Monte Carlo sample sizes J1 and J2 while keeping them sufficiently large (ablation)DNA-SE · MNAR simulationresultsNo clear effect

Surprising findings

Limitations

Experimental setup

Datasets: simulated data from three semiparametric DGPs Connecticut Children's Mental Health Study

Benchmarks: simulated MNAR regression simulated sensitivity analysis causal inference simulated transfer learning average loss Connecticut Children's Mental Health Study

Metrics: bias (mean of estimate minus truth) standard deviation standard error

Baselines: polynomial approximation (quadratic to quintic) grid-based method observed-only estimator Miao et al. shadow-variable estimator

Builds on: shadow variable approach to MNAR semiparametric efficient estimation Tikhonov-regularized sensitivity analysis covariate shift posterior drift

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