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This paper presents a computational framework that generates ensemble predictive mechanics models with uncertainty quantification (UQ). We first develop a causal discovery algorithm to infer causal relations among time-history data measured during each representative volume element (RVE) simulation through a directed acyclic graph (DAG). With multiple plausible sets of causal relationships estimated from multiple RVE simulations, the predictions are propagated in the derived causal graph while using a deep neural network equipped with dropout layers as a Bayesian approximation for uncertainty quantification. We select two representative numerical examples (traction-separation laws for frictional interfaces, elastoplasticity models for granular assembles) to examine the accuracy and robustness of the proposed causal discovery method for the common material law predictions in civil engineering applications.
Machine learning has shown much promise in helping improve the quality of medical, legal, and economic decision-making. In these applications, machine learning models must satisfy two important criteria: (i) they must be causal, since the goal is typically to predict individual treatment effects, and (ii) they must be interpretable, so that human decision makers can validate and trust the model predictions. There has recently been much progress along each direction independently, yet the state-of-the-art approaches are fundamentally incompatible. We propose a framework for learning causal interpretable models---from observational data---that can be used to predict individual treatment effects. Our framework can be used with any algorithm for learning interpretable models. Furthermore, we prove an error bound on the treatment effects predicted by our model. Finally, in an experiment on real-world data, we show that the models trained using our framework significantly outperform a number of baselines.
Standard causal discovery methods must fit a new model whenever they encounter samples from a new underlying causal graph. However, these samples often share relevant information - for instance, the dynamics describing the effects of causal relations - which is lost when following this approach. We propose Amortized Causal Discovery, a novel framework that leverages such shared dynamics to learn to infer causal relations from time-series data. This enables us to train a single, amortized model that infers causal relations across samples with different underlying causal graphs, and thus makes use of the information that is shared. We demonstrate experimentally that this approach, implemented as a variational model, leads to significant improvements in causal discovery performance, and show how it can be extended to perform well under hidden confounding.
The offline reinforcement learning (RL) setting (also known as full batch RL), where a policy is learned from a static dataset, is compelling as progress enables RL methods to take advantage of large, previously-collected datasets, much like how the rise of large datasets has fueled results in supervised learning. However, existing online RL benchmarks are not tailored towards the offline setting and existing offline RL benchmarks are restricted to data generated by partially-trained agents, making progress in offline RL difficult to measure. In this work, we introduce benchmarks specifically designed for the offline setting, guided by key properties of datasets relevant to real-world applications of offline RL. With a focus on dataset collection, examples of such properties include: datasets generated via hand-designed controllers and human demonstrators, multitask datasets where an agent performs different tasks in the same environment, and datasets collected with mixtures of policies. By moving beyond simple benchmark tasks and data collected by partially-trained RL agents, we reveal important and unappreciated deficiencies of existing algorithms. To facilitate research, we have released our benchmark tasks and datasets with a comprehensive evaluation of existing algorithms, an evaluation protocol, and open-source examples. This serves as a common starting point for the community to identify shortcomings in existing offline RL methods and a collaborative route for progress in this emerging area.
A fundamental question for companies with large amount of logged data is: How to use such logged data together with incoming streaming data to make good decisions? Many companies currently make decisions via online A/B tests, but wrong decisions during testing hurt users experiences and cause irreversible damage. A typical alternative is offline causal inference, which analyzes logged data alone to make decisions. However, these decisions are not adaptive to the new incoming data, and so a wrong decision will continuously hurt users experiences. To overcome the aforementioned limitations, we propose a framework to unify offline causal inference algorithms (e.g., weighting, matching) and online learning algorithms (e.g., UCB, LinUCB). We propose novel algorithms and derive bounds on the decision accuracy via the notion of regret. We derive the first upper regret bound for forest-based online bandit algorithms. Experiments on two real datasets show that our algorithms outperform other algorithms that use only logged data or online feedbacks, or algorithms that do not use the data properly.
It is commonplace to encounter heterogeneous or nonstationary data, of which the underlying generating process changes across domains or over time. Such a distribution shift feature presents both challenges and opportunities for causal discovery. In this paper, we develop a framework for causal discovery from such data, called Constraint-based causal Discovery from heterogeneous/NOnstationary Data (CD-NOD), to find causal skeleton and directions and estimate the properties of mechanism changes. First, we propose an enhanced constraint-based procedure to detect variables whose local mechanisms change and recover the skeleton of the causal structure over observed variables. Second, we present a method to determine causal orientations by making use of independent changes in the data distribution implied by the underlying causal model, benefiting from information carried by changing distributions. After learning the causal structure, next, we investigate how to efficiently estimate the driving force of the nonstationarity of a causal mechanism. That is, we aim to extract from data a low-dimensional representation of changes. The proposed methods are nonparametric, with no hard restrictions on data distributions and causal mechanisms, and do not rely on window segmentation. Furthermore, we find that data heterogeneity benefits causal structure identification even with particular types of confounders. Finally, we show the connection between heterogeneity/nonstationarity and soft intervention in causal discovery. Experimental results on various synthetic and real-world data sets (task-fMRI and stock market data) are presented to demonstrate the efficacy of the proposed methods.