{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/efficient-online-estimation-of-causal-effects","title":"Efficient Online Estimation of Causal Effects by Deciding What to Observe","arxiv_id":"2108.09265","date":"2021-08-20","proceeding":"NeurIPS 2021 12","authors":["Shantanu Gupta","Zachary C. Lipton","David Childers"],"abstract":"Researchers often face data fusion problems, where multiple data sources are available, each capturing a distinct subset of variables. While problem formulations typically take the data as given, in practice, data acquisition can be an ongoing process. In this paper, we aim to estimate any functional of a probabilistic model (e.g., a causal effect) as efficiently as possible, by deciding, at each time, which data source to query. We propose online moment selection (OMS), a framework in which structural assumptions are encoded as moment conditions. The optimal action at each step depends, in part, on the very moments that identify the functional of interest. Our algorithms balance exploration with choosing the best action as suggested by current estimates of the moments. We propose two selection strategies: (1) explore-then-commit (OMS-ETC) and (2) explore-then-greedy (OMS-ETG), proving that both achieve zero asymptotic regret as assessed by MSE. We instantiate our setup for average treatment effect estimation, where structural assumptions are given by a causal graph and data sources may include subsets of mediators, confounders, and instrumental variables.","url_abs":"https://arxiv.org/abs/2108.09265v2","url_pdf":"https://arxiv.org/pdf/2108.09265v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"efficient-online-estimation-of-causal-effects","repo_url":"https://github.com/acmi-lab/online-moment-selection","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"Apache-2.0"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2108.09265","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}