No Arabic abstract
Convenient access to observational data enables us to learn causal effects without randomized experiments. This research direction draws increasing attention in research areas such as economics, healthcare, and education. For example, we can study how a medicine (the treatment) causally affects the health condition (the outcome) of a patient using existing electronic health records. To validate causal effects learned from observational data, we have to control confounding bias -- the influence of variables which causally influence both the treatment and the outcome. Existing work along this line overwhelmingly relies on the unconfoundedness assumption that there do not exist unobserved confounders. However, this assumption is untestable and can even be untenable. In fact, an important fact ignored by the majority of previous work is that observational data can come with network information that can be utilized to infer hidden confounders. For example, in an observational study of the individual-level treatment effect of a medicine, instead of randomized experiments, the medicine is often assigned to each individual based on a series of factors. Some of the factors (e.g., socioeconomic status) can be challenging to measure and therefore become hidden confounders. Fortunately, the socioeconomic status of an individual can be reflected by whom she is connected in social networks. With this fact in mind, we aim to exploit the network information to recognize patterns of hidden confounders which would further allow us to learn valid individual causal effects from observational data. In this work, we propose a novel causal inference framework, the network deconfounder, which learns representations to unravel patterns of hidden confounders from the network information. Empirically, we perform extensive experiments to validate the effectiveness of the network deconfounder on various datasets.
Causal effect sizes may vary among individuals and they can even be of opposite directions. When there exists serious effect heterogeneity, the population average causal effect (ACE) is not very informative. It is well-known that individual causal effects (ICEs) cannot be determined in cross-sectional studies, but we will show that ICEs can be retrieved from longitudinal data under certain conditions. We will present a general framework for individual causality where we will view effect heterogeneity as an individual-specific effect modification that can be parameterized with a latent variable, the receptiveness factor. The distribution of the receptiveness factor can be retrieved, and it will enable us to study the contrast of the potential outcomes of an individual under stationarity assumptions. Within the framework, we will study the joint distribution of the individuals potential outcomes conditioned on all individuals factual data and subsequently the distribution of the cross-world causal effect (CWCE). We discuss conditions such that the latter converges to a degenerated distribution, in which case the ICE can be estimated consistently. To demonstrate the use of this general framework, we present examples in which the outcome process can be parameterized as a (generalized) linear mixed model.
The problem of inferring the direct causal parents of a response variable among a large set of explanatory variables is of high practical importance in many disciplines. Recent work exploits stability of regression coefficients or invariance properties of models across different experimental conditions for reconstructing the full causal graph. These approaches generally do not scale well with the number of the explanatory variables and are difficult to extend to nonlinear relationships. Contrary to existing work, we propose an approach which even works for observational data alone, while still offering theoretical guarantees including the case of partially nonlinear relationships. Our algorithm requires only one estimation for each variable and in our experiments we apply our causal discovery algorithm even to large graphs, demonstrating significant improvements compared to well established approaches.
Learning efficiently a causal model of the environment is a key challenge of model-based RL agents operating in POMDPs. We consider here a scenario where the learning agent has the ability to collect online experiences through direct interactions with the environment (interventional data), but has also access to a large collection of offline experiences, obtained by observing another agent interacting with the environment (observational data). A key ingredient, that makes this situation non-trivial, is that we allow the observed agent to interact with the environment based on hidden information, which is not observed by the learning agent. We then ask the following questions: can the online and offline experiences be safely combined for learning a causal model ? And can we expect the offline experiences to improve the agents performances ? To answer these questions, we import ideas from the well-established causal framework of do-calculus, and we express model-based reinforcement learning as a causal inference problem. Then, we propose a general yet simple methodology for leveraging offline data during learning. In a nutshell, the method relies on learning a latent-based causal transition model that explains both the interventional and observational regimes, and then using the recovered latent variable to infer the standard POMDP transition model via deconfounding. We prove our method is correct and efficient in the sense that it attains better generalization guarantees due to the offline data (in the asymptotic case), and we illustrate its effectiveness empirically on synthetic toy problems. Our contribution aims at bridging the gap between the fields of reinforcement learning and causality.
This paper discusses the problem of causal query in observational data with hidden variables, with the aim of seeking the change of an outcome when manipulating a variable while given a set of plausible confounding variables which affect the manipulated variable and the outcome. Such an experiment on data to estimate the causal effect of the manipulated variable is useful for validating an experiment design using historical data or for exploring confounders when studying a new relationship. However, existing data-driven methods for causal effect estimation face some major challenges, including poor scalability with high dimensional data, low estimation accuracy due to heuristics used by the global causal structure learning algorithms, and the assumption of causal sufficiency when hidden variables are inevitable in data. In this paper, we develop a theorem for using local search to find a superset of the adjustment (or confounding) variables for causal effect estimation from observational data under a realistic pretreatment assumption. The theorem ensures that the unbiased estimate of causal effect is included in the set of causal effects estimated by the superset of adjustment variables. Based on the developed theorem, we propose a data-driven algorithm for causal query. Experiments show that the proposed algorithm is faster and produces better causal effect estimation than an existing data-driven causal effect estimation method with hidden variables. The causal effects estimated by the proposed algorithm are as accurate as those by the state-of-the-art methods using domain knowledge.
Estimating the Individual Treatment Effect from observational data, defined as the difference between outcomes with and without treatment or intervention, while observing just one of both, is a challenging problems in causal learning. In this paper, we formulate this problem as an inference from hidden variables and enforce causal constraints based on a model of four exclusive causal populations. We propose a new version of the EM algorithm, coined as Expected-Causality-Maximization (ECM) algorithm and provide hints on its convergence under mild conditions. We compare our algorithm to baseline methods on synthetic and real-world data and discuss its performances.