Deep End-to-end Causal Inference
- URL: http://arxiv.org/abs/2202.02195v1
- Date: Fri, 4 Feb 2022 15:40:28 GMT
- Title: Deep End-to-end Causal Inference
- Authors: Tomas Geffner, Javier Antoran, Adam Foster, Wenbo Gong, Chao Ma, Emre
Kiciman, Amit Sharma, Angus Lamb, Martin Kukla, Nick Pawlowski, Miltiadis
Allamanis, Cheng Zhang
- Abstract summary: Causal inference is essential for data-driven decision making across domains such as business engagement, medical treatment or policy making.
We develop Deep End-to-end Causal Inference (DECI), a single flow-based method that takes in observational data and can perform both causal discovery and inference.
Our results show the superior performance of DECI when compared to relevant baselines for both causal discovery and (C)ATE estimation.
- Score: 36.822180456180675
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Causal inference is essential for data-driven decision making across domains
such as business engagement, medical treatment or policy making. However,
research on causal discovery and inference has evolved separately, and the
combination of the two domains is not trivial. In this work, we develop Deep
End-to-end Causal Inference (DECI), a single flow-based method that takes in
observational data and can perform both causal discovery and inference,
including conditional average treatment effect (CATE) estimation. We provide a
theoretical guarantee that DECI can recover the ground truth causal graph under
mild assumptions. In addition, our method can handle heterogeneous, real-world,
mixed-type data with missing values, allowing for both continuous and discrete
treatment decisions. Moreover, the design principle of our method can
generalize beyond DECI, providing a general End-to-end Causal Inference (ECI)
recipe, which enables different ECI frameworks to be built using existing
methods. Our results show the superior performance of DECI when compared to
relevant baselines for both causal discovery and (C)ATE estimation in over a
thousand experiments on both synthetic datasets and other causal machine
learning benchmark datasets.
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