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意思決定に繋げるための因果推論(DID)と PythonによるCausalImpact
hikarut
January 15, 2021
Technology
1
130
意思決定に繋げるための因果推論(DID)と PythonによるCausalImpact
hikarut
January 15, 2021
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Transcript
ɹˏୈճҙࢥܾఆͷͨΊͷσʔλੳษڧձPOMJOF ҙࢥܾఆʹܨ͛ΔͨΊͷҼՌਪʢ%*%ʣͱ 1ZUIPOʹΑΔ$BVTBM*NQBDU
ɾࣗݾհ ɾҼՌਪʹ͍ͭͯ ɾҼՌਪͰ͍͍͢%*% ɾ$BVTBM*NQBDUʹ͍ͭͯ ɾ1ZUIPOʹΑΔ$BVTBM*NQBDUͷ࣮ྫ "HFOEB
ɾגࣜձࣾΤοάγεςϜ8&#ΤϯδχΞ ɾ#ϦʔάἚϩϘοπ ɹɹɹɹɹϚʔέςΟϯάετϥςδετ σʔλੳ ɾ-"13"4ΤϯδχΞεΧταϙʔτ IJLBSVU IJLBSVU MJHIU ຊ
ۀ ɾ:BIPP+"1"/৽ଔೖࣾ8&#ΤϯδχΞ ɾגࣜձࣾΠʔϒοΫΠχγΞςΟϒδϟύϯ ग़ ɾσʔλαΠΤϯεάϧʔϓάϧʔϓϚωʔδϟʔ ෳ ۀ ࣗݾհɹߴڮޫ
ҼՌਪ
ҼՌਪͱ ɾʮ݁Ռʯʹର͢ΔʮݪҼʯΛ໌Β͔ʹ͢Δࣄ ɾʮ૬ؔؔʯͱʮҼՌؔʯҧ͏ ݪҼ ݁Ռ ݪҼ ݁Ռ ૬ؔؔ ҼՌؔ
ҼՌਪͱ ɾʮ݁Ռʯʹର͢ΔʮݪҼʯΛ໌Β͔ʹ͢Δࣄ ɾʮ૬ؔؔʯͱʮҼՌؔʯҧ͏ ݪҼ ݁Ռ ݪҼ ݁Ռ ૬ؔؔ ҼՌؔ ʮݪҼʯ͕໌Β͔ʹͳΕ
ҙࢥܾఆ͕͘͢͠ͳΔ
ҼՌਪͰ͍͍͢%*%
ɾ%J⒎FSFODFJO%J⒎FSFODFT ɾࠩͷࠩ๏ %*%ͱ ୯७ͳલޙൺֱͰͳ͘հೖ͕ߦΘΕͨάϧʔϓͱͦ͏Ͱͳ ͍άϧʔϓͷલޙͷࠩͷࠩΛൺֱ͢Δݕূํ๏
#" Ϋʔϙϯલ " #
%*%ͷྫɿECαΠτͰΫʔϙϯΛͨ͠ͱ͖ͷऔѻߴͷޮՌݕূ Ϋʔϙϯޙ ΫʔϙϯʹΑΔऔѻߴͷޮՌ
#" Ϋʔϙϯલ " #
%*%ͷྫɿECαΠτͰΫʔϙϯΛͨ͠ͱ͖ͷऔѻߴͷޮՌݕূ Ϋʔϙϯޙ ΫʔϙϯʹΑΔऔѻߴͷޮՌ ΫʔϙϯʹΑͬͯऔѻߴ্͕ ͕ͬͨͷ͔ɺͦΕҎ֎ͷཁҼ Ͱ্͕ͬͨͷ͔͔Βͳ͍ قઅཁҼͳͲ
հೖ͕ߦΘΕ͍ͯͳ͍άϧʔ ϓ Ϋʔϙϯະ ͷͱ ൺֱ͢Δ " $
& % Ϋʔϙϯ %*%ͷྫɿECαΠτͰΫʔϙϯΛͨ͠ͱ͖ͷऔѻߴͷޮՌݕূ # Ϋʔϙϯલ Ϋʔϙϯޙ Ϋʔϙϯະ ΫʔϙϯʹΑΔऔѻߴͷޮՌ Կ͠ͳ͚Ε"&ʹͳͬͯ ͍͕ͨΫʔϙϯʹΑͬͯ#ʹ ͳͬͨ #& ͕ຊͷޮՌ
" $ & % Ϋʔϙϯ %*%ͷྫɿECαΠτͰΫʔϙϯΛͨ͠ͱ͖ͷऔѻߴͷޮՌݕূ #
Ϋʔϙϯલ Ϋʔϙϯޙ Ϋʔϙϯະ ΫʔϙϯʹΑΔऔѻߴͷޮՌ #& #" %$ ࠩͷࠩ
%*%ͷϝϦοτ ɾ୯७ͳલޙൺֱʹൺͯհೖʹΑΔޮՌΛݕূ͢͠ ͍ʢҼՌؔΛಛఆ͍͢͠ʣ ɾσʔλ͕औಘͰ͖Ε୯७ͳܭࢉͰޮՌݕূͰ͖Δ ɾ݁Ռͷղऍ͕͍ͨ͢͠ΊޮՌΛ໌֬ʹ͍͢͠ ҙࢥܾఆʹܨ͍͛͢
%*%ͷҙ ɾ%*%Λར༻͢ΔʹฏߦτϨϯυͷԾఆ͕ඞཁ ɾฏߦτϨϯυ͕ԾఆͰ͖ͳ͍߹ޮՌ͕ਖ਼֬ ʹଌΕͳ͍ʢผͷόΠΞε͕͔͔͍ͬͯΔՄೳੑ ͕͋Δʣ
" $ & % Ϋʔϙϯ %*%ͷҙɿฏߦτϨϯυͷԾఆ #
Ϋʔϙϯલ Ϋʔϙϯޙ Ϋʔϙϯະ &" ͱ %$ ͕ಉ͡ ฏߦ Ͱ͋Δࣄ͕લ ఏ݅
" $ & % %*%ͷҙɿฏߦτϨϯυͷԾఆ # Ϋʔϙϯલ
Ϋʔϙϯޙ ൺֱର܈ Ϋʔϙϯະ ܈ ͷऔѻߴ͕Լ͕͍ͬͯΔ Ϋʔϙϯ Ϋʔϙϯະ ฏߦτϨϯυ͕ԾఆͰ͖ͳ͍ ߹ผͷόΠΞε͕͔͔ͬ ͍ͯΔՄೳੑ͕͋Γਖ਼֬ͳݕ ূ͕Ͱ͖ͳ͍ ྫɿΫʔϙϯϢʔβʔݩʑϔϏʔϢ ʔβʔͰ͋Δ
$BVTBM*NQBDU
$BVTBM*NQBDUͱ %*%Ͱ୯७ͳࠩͰൺֱͨ͠ͷʹରͯ͠ $BVTBM*NQBDU༧ଌΛجʹͯࠩ͠ΛͱΔख๏ ɾ%*%ͷ֦ு൛ ɾجຊతͳߟ͑ํ%*%ͱಉ͡
" $ & % Ϋʔϙϯ $BVTBM*NQBDUʹ͍ͭͯ #
Ϋʔϙϯલ Ϋʔϙϯޙ Ϋʔϙϯະ ΫʔϙϯະϢʔβʔͷσʔ λΛجʹɺΫʔϙϯ͕͞Ε ͳ͔ͬͨͱ͖ͷσʔλΛ༧ଌ͠ ͯͦ͜ͱͷࠩΛൺֱ͢Δ
1ZUIPOʹΑΔ$BVTBM*NQBDUͷ࣮ྫ
1ZUIPOΛͬͨ$BVTBM*NQBDUͷ࣮ྫ ɾެࣜɿIUUQTHJUIVCDPNEBpUJDBVTBMJNQBDU ɾ1ZUIPO൛$BVTBM*NQBDUΛ༻͍ͨ57$.ͷޮՌݕূ IUUQTXXXMJGVMMCMPHFOUSZ ࢀߟ
1ZUIPOΛͬͨ$BVTBM*NQBDUͷ࣮ྫ
1ZUIPOΛͬͨ$BVTBM*NQBDUͷ࣮ྫ σʔλͷલॲཧ EBUBશମͷσʔλ QSF@QFSJPEհೖલͷσʔλ QPTU@QFSJPEհೖޙͷσʔλ $BVTBM*NQBDUͷ࣮ߦͱ݁Ռͷ ग़ྗ
1ZUIPOΛͬͨ$BVTBM*NQBDUͷ࣮ྫɿ࣮ߦ݁Ռ
1ZUIPOΛͬͨ$BVTBM*NQBDUͷ࣮ྫɿ࣮ߦ݁Ռ ࣮ଌͱ༧ଌͷઢ հೖ͕͋ͬͨλΠϛϯά ࣮ଌͱ༧ଌͷࠩ ࣮ଌͱ༧ଌͷࠩͷྦྷܭ
1ZUIPOΛͬͨ$BVTBM*NQBDUͷ࣮ྫɿ࣮ߦ݁Ռ "DUVBM࣮ࡍͷ 1SFEJDUJPO༧ଌ ࣮ࡍͷͱ༧ଌͱͷࠩ ࣮ͱׂ߹ Q
1ZUIPOΛͬͨ$BVTBM*NQBDUͷ࣮ྫɿ࣮ߦ݁Ռ Ϋʔϙϯޙͷ࣮ࡍͷऔѻߴ͕ͩͬͨΫʔϙϯΛ͠ͳ ͚Ε ༧ଌͰ ͩͬͨͱԾఆ͞ΕΔɻ ͳͷͰΫʔϙϯͷޮՌͱͯ͠ Ͱ͋Δ "DUVBM࣮ࡍͷ
1SFEJDUJPO༧ଌ ࣮ࡍͷͱ༧ଌͱͷࠩ ࣮ͱׂ߹ Q ECαΠτͰΫʔϙϯΛͨ͠ͱ͖ͷྫͰͷղऍ
·ͱΊ
ҙࢥܾఆʹܨ͛Δੳͱͯ͠ҼՌਪ͕େࣄ ҼՌਪʹ%*%༗ޮ %*%ͱࠩͷࠩΛܭࢉ͢Δख๏ 1ZUIPOͬͯ$BVTBM*NQBDU؆୯ʹͰ͖·͢ ·ͱΊ
ɾͦ͜ཧղ͍ͨ͠ʮҼՌਪʯͷษڧ͡Ί·ͨ͠ʛদຊ݈ଠ IUUQTDPNFNPOJLLFJDPNOOFFDED ɾޮՌݕূೖʙਖ਼͍͠ൺֱͷͨΊͷҼՌਪʗܭྔܦࡁֶͷجૅ IUUQTXXXBNB[PODPKQEQ#+/: ɾ1ZUIPO൛$BVTBM*NQBDUΛ༻͍ͨ57$.ͷޮՌݕূ IUUQTXXXMJGVMMCMPHFOUSZ ࢀߟ
&/%