Provably Efficient Neural Estimation of Structural Equation Model: An Adversarial Approach
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Abstract (arXiv)
Structural equation models (SEMs) are widely used in sciences, ranging from economics to psychology, to uncover causal relationships underlying a complex system under consideration and estimate structural parameters of interest. We study estimation in a class of generalized SEMs where the object of interest is defined as the solution to a linear operator equation. We formulate the linear operator equation as a min-max game, where both players are parameterized by neural networks (NNs), and learn the parameters of these neural networks using the stochastic gradient descent. We consider both 2-layer and multi-layer NNs with ReLU activation functions and prove global convergence in an overparametrized regime, where the number of neurons is diverging. The results are established using techniques from online learning and local linearization of NNs, and improve in several aspects the current state-of-the-art. For the first time we provide a tractable estimation procedure for SEMs based on NNs with provable convergence and without the need for sample splitting.
Key facts. Cited by 31 papers in the map (data through 7 Oct 2026). First posted on arXiv 2 Jul 2020.
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Citing papers per year: 2021: 11; 2022: 5; 2023: 2; 2024: 6; 2025: 5; 2026: 2.
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- 2025Optimality and Adaptivity of Deep Neural Features for Instrumental Variable Regression9 Jan 2025
- 2024Nonparametric Instrumental Regression via Kernel Methods is Minimax Optimal29 Nov 2024
- 2024Causal Inference with Complex Treatments: A Survey19 Jul 2024
- 2024Spectral Representation for Causal Estimation with Hidden Confounders15 Jul 2024
- 2024Targeted Sequential Indirect Experiment Design30 May 2024
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- 2023Source Condition Double Robust Inference on Functionals of Inverse Problems25 Jul 2023
- 2023Minimax Instrumental Variable Regression and L2 Convergence Guarantees without Identification or Closedness10 Feb 2023
- 2022Instrumental Variables in Causal Inference and Machine Learning: A Survey12 Dec 2022
- 2022Spectral Representation Learning for Conditional Moment Models29 Oct 2022
- 2022Dual Instrumental Method for Confounded Kernelized Bandits7 Sep 2022
- 2022Inference on Strongly Identified Functionals of Weakly Identified Functions17 Aug 2022
- 2022Fast Instrument Learning with Faster Rates22 May 2022
- 2021Proximal Reinforcement Learning: Efficient Off-Policy Evaluation in Partially Observed Markov Decision Processes28 Oct 2021
- 2021Approximate Last Iterate Convergence in Overparameterized GANs7 Aug 2021
- 2021Learning Causal Models from Conditional Moment Restrictions by Importance Weighting3 Aug 2021
- 2021Deep Proxy Causal Learning and its Application to Confounded Bandit Policy Evaluation7 Jun 2021
- 2021Instrument Space Selection for Kernel Maximum Moment Restriction7 Jun 2021
- 2021On Instrumental Variable Regression for Deep Offline Policy Evaluation21 May 2021
- 2021Proximal Causal Learning with Kernels: Two-Stage Estimation and Moment Restriction10 May 2021
- 2021Minimax Kernel Machine Learning for a Class of Doubly Robust Functionals with Application to Proximal Causal Inference7 Apr 2021
- 2021Causal Inference Under Unmeasured Confounding With Negative Controls: A Minimax Learning Approach25 Mar 2021
- 2021Instrumental Variable Value Iteration for Causal Offline Reinforcement Learning19 Feb 2021
- 2021An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangians10 Feb 2021
- 2021Proximal Reinforcement Learning: Efficient Off-Policy Evaluation in Partially Observed Markov Decision Processescited by 40
- 2021Instrumental Variable Value Iteration for Causal Offline Reinforcement Learningcited by 35
- 2025Causal Imitation Learning under Expert-Observable and Expert-Unobservable Confoundingcited by 1
- 2025Causal Imitation Learning under Expert-Observable and Expert-Unobservable Confounding11 Feb 2025
- 2021Proximal Reinforcement Learning: Efficient Off-Policy Evaluation in Partially Observed Markov Decision Processes28 Oct 2021
- 2021Instrumental Variable Value Iteration for Causal Offline Reinforcement Learning19 Feb 2021
- 2021Proximal Causal Learning with Kernels: Two-Stage Estimation and Moment Restrictioncited by 54
- 2021Causal Inference Under Unmeasured Confounding With Negative Controls: A Minimax Learning Approachcited by 43
- 2021Deep Proxy Causal Learning and its Application to Confounded Bandit Policy Evaluationcited by 39
- 2021An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangianscited by 25
- 2021On Instrumental Variable Regression for Deep Offline Policy Evaluationcited by 22
- 2021Minimax Kernel Machine Learning for a Class of Doubly Robust Functionals with Application to Proximal Causal Inferencecited by 20
- 2023Minimax Instrumental Variable Regression and L2 Convergence Guarantees without Identification or Closednesscited by 13
- 2022Inference on Strongly Identified Functionals of Weakly Identified Functionscited by 12
- 2022Spectral Representation Learning for Conditional Moment Modelscited by 12
- 2024Spectral Representation for Causal Estimation with Hidden Confounderscited by 12
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- 2023Source Condition Double Robust Inference on Functionals of Inverse Problemscited by 8
12 most cited of 28 All 28 (JSON)
- 2026Conformal Prediction for Nonparametric Instrumental Regression26 Mar 2026
- 2026Adaptive Estimation and Inference in Conditional Moment Models via the Discrepancy Principle2 Mar 2026
- 2025Outcome-Aware Spectral Feature Learning for Instrumental Variable Regression30 Nov 2025
- 2025Demystifying Spectral Feature Learning for Instrumental Variable Regression12 Jun 2025
- 2025Machine learning the first stage in 2SLS: Practical guidance from bias decomposition and simulation19 May 2025
- 2025Optimality and Adaptivity of Deep Neural Features for Instrumental Variable Regression9 Jan 2025
- 2024Nonparametric Instrumental Regression via Kernel Methods is Minimax Optimal29 Nov 2024
- 2024Causal Inference with Complex Treatments: A Survey19 Jul 2024
- 2024Spectral Representation for Causal Estimation with Hidden Confounders15 Jul 2024
- 2024Targeted Sequential Indirect Experiment Design30 May 2024
- 2024Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data29 May 2024
- 2024Nonparametric Instrumental Variable Regression through Stochastic Approximate Gradients8 Feb 2024
12 newest of 28 All 28 (JSON)