Learning to Bound Counterfactual Inference in Structural Causal Models
from Observational and Randomised Data
- URL: http://arxiv.org/abs/2212.02932v1
- Date: Tue, 6 Dec 2022 12:42:11 GMT
- Title: Learning to Bound Counterfactual Inference in Structural Causal Models
from Observational and Randomised Data
- Authors: Marco Zaffalon and Alessandro Antonucci and David Huber and Rafael
Caba\~nas
- Abstract summary: We derive a likelihood characterisation for the overall data that leads us to extend a previous EM-based algorithm.
The new algorithm learns to approximate the (unidentifiability) region of model parameters from such mixed data sources.
It delivers interval approximations to counterfactual results, which collapse to points in the identifiable case.
- Score: 64.96984404868411
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We address the problem of integrating data from multiple observational and
interventional studies to eventually compute counterfactuals in structural
causal models. We derive a likelihood characterisation for the overall data
that leads us to extend a previous EM-based algorithm from the case of a single
study to that of multiple ones. The new algorithm learns to approximate the
(unidentifiability) region of model parameters from such mixed data sources. On
this basis, it delivers interval approximations to counterfactual results,
which collapse to points in the identifiable case. The algorithm is very
general, it works on semi-Markovian models with discrete variables and can
compute any counterfactual. Moreover, it automatically determines if a problem
is feasible (the parameter region being nonempty), which is a necessary step
not to yield incorrect results. Systematic numerical experiments show the
effectiveness and accuracy of the algorithm, while hinting at the benefits of
integrating heterogeneous data to get informative bounds in case of
unidentifiability.
Related papers
- Conditional Generative Models are Sufficient to Sample from Any Causal Effect Estimand [9.460857822923842]
Causal inference from observational data plays critical role in many applications in trustworthy machine learning.
We show how to sample from any identifiable interventional distribution given an arbitrary causal graph.
We also generate high-dimensional interventional samples from the MIMIC-CXR dataset involving text and image variables.
arXiv Detail & Related papers (2024-02-12T05:48:31Z) - Approximating Counterfactual Bounds while Fusing Observational, Biased
and Randomised Data Sources [64.96984404868411]
We address the problem of integrating data from multiple, possibly biased, observational and interventional studies.
We show that the likelihood of the available data has no local maxima.
We then show how the same approach can address the general case of multiple datasets.
arXiv Detail & Related papers (2023-07-31T11:28:24Z) - A Causality-Based Learning Approach for Discovering the Underlying
Dynamics of Complex Systems from Partial Observations with Stochastic
Parameterization [1.2882319878552302]
This paper develops a new iterative learning algorithm for complex turbulent systems with partial observations.
It alternates between identifying model structures, recovering unobserved variables, and estimating parameters.
Numerical experiments show that the new algorithm succeeds in identifying the model structure and providing suitable parameterizations for many complex nonlinear systems.
arXiv Detail & Related papers (2022-08-19T00:35:03Z) - MissDAG: Causal Discovery in the Presence of Missing Data with
Continuous Additive Noise Models [78.72682320019737]
We develop a general method, which we call MissDAG, to perform causal discovery from data with incomplete observations.
MissDAG maximizes the expected likelihood of the visible part of observations under the expectation-maximization framework.
We demonstrate the flexibility of MissDAG for incorporating various causal discovery algorithms and its efficacy through extensive simulations and real data experiments.
arXiv Detail & Related papers (2022-05-27T09:59:46Z) - Amortized Inference for Causal Structure Learning [72.84105256353801]
Learning causal structure poses a search problem that typically involves evaluating structures using a score or independence test.
We train a variational inference model to predict the causal structure from observational/interventional data.
Our models exhibit robust generalization capabilities under substantial distribution shift.
arXiv Detail & Related papers (2022-05-25T17:37:08Z) - The interventional Bayesian Gaussian equivalent score for Bayesian
causal inference with unknown soft interventions [0.0]
In certain settings, such as genomics, we may have data from heterogeneous study conditions, with soft (partial) interventions only pertaining to a subset of the study variables.
We define the interventional BGe score for a mixture of observational and interventional data, where the targets and effects of intervention may be unknown.
arXiv Detail & Related papers (2022-05-05T12:32:08Z) - Scalable Intervention Target Estimation in Linear Models [52.60799340056917]
Current approaches to causal structure learning either work with known intervention targets or use hypothesis testing to discover the unknown intervention targets.
This paper proposes a scalable and efficient algorithm that consistently identifies all intervention targets.
The proposed algorithm can be used to also update a given observational Markov equivalence class into the interventional Markov equivalence class.
arXiv Detail & Related papers (2021-11-15T03:16:56Z) - MIRACLE: Causally-Aware Imputation via Learning Missing Data Mechanisms [82.90843777097606]
We propose a causally-aware imputation algorithm (MIRACLE) for missing data.
MIRACLE iteratively refines the imputation of a baseline by simultaneously modeling the missingness generating mechanism.
We conduct extensive experiments on synthetic and a variety of publicly available datasets to show that MIRACLE is able to consistently improve imputation.
arXiv Detail & Related papers (2021-11-04T22:38:18Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.