Feasible Fusion: Constrained Joint Estimation under Structural Non-Overlap

摘要

Causal inference in modern large-scale systems faces growing challenges, including high-dimensional covariates, multi-valued treatments, massive observational (OBS) data, and limited randomized controlled trial (RCT) samples due to cost constraints. We formalize treatment-induced structural non-overlap and show that, under this regime, commonly used weighted fusion methods provably fail to satisfy randomized identifying restrictions.To address this issue,we propose a constrained joint estimation framework that minimizes observational risk while enforcing causal validity through orthogonal experimental moment conditions. We further show that structural non-overlap creates a feasibility obstruction for moment enforcement in the original covariate space.We also derive a penalized primal–dual algorithm that jointly learns representations and predictors, and establish oracle inequalities decomposing error into overlap recovery, moment violation, and statistical terms.Extensive synthetic experiments demonstrate robust performance under varying degrees of non-overlap. A large-scale ride-hailing application shows that our method achieves substantial gains over existing baselines, matching the performance of models trained with significantly more RCT data.