Linking a predictive model to causal effect estimation
- URL: http://arxiv.org/abs/2304.04566v1
- Date: Mon, 10 Apr 2023 13:08:16 GMT
- Title: Linking a predictive model to causal effect estimation
- Authors: Jiuyong Li, Lin Liu, Ziqi Xu, Ha Xuan Tran, Thuc Duy Le, Jixue Liu
- Abstract summary: This paper first tackles the challenge of estimating the causal effect of any feature (as the treatment) on the outcome w.r.t. a given instance.
The theoretical results naturally link a predictive model to causal effect estimations and imply that a predictive model is causally interpretable.
We use experiments to demonstrate that various types of predictive models, when satisfying the conditions identified in this paper, can estimate the causal effects of features as accurately as state-of-the-art causal effect estimation methods.
- Score: 21.869233469885856
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: A predictive model makes outcome predictions based on some given features,
i.e., it estimates the conditional probability of the outcome given a feature
vector. In general, a predictive model cannot estimate the causal effect of a
feature on the outcome, i.e., how the outcome will change if the feature is
changed while keeping the values of other features unchanged. This is because
causal effect estimation requires interventional probabilities. However, many
real world problems such as personalised decision making, recommendation, and
fairness computing, need to know the causal effect of any feature on the
outcome for a given instance. This is different from the traditional causal
effect estimation problem with a fixed treatment variable. This paper first
tackles the challenge of estimating the causal effect of any feature (as the
treatment) on the outcome w.r.t. a given instance. The theoretical results
naturally link a predictive model to causal effect estimations and imply that a
predictive model is causally interpretable when the conditions identified in
the paper are satisfied. The paper also reveals the robust property of a
causally interpretable model. We use experiments to demonstrate that various
types of predictive models, when satisfying the conditions identified in this
paper, can estimate the causal effects of features as accurately as
state-of-the-art causal effect estimation methods. We also show the potential
of such causally interpretable predictive models for robust predictions and
personalised decision making.
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