Learning causal structures from observation and experimentation is a central task in many domains. For example, in biology, recent advances allow us to obtain single-cell expression data under multiple interventions such as drugs or gene knockouts. However, a key challenge is that often the targets of the interventions are uncertain or unknown. Thus, standard causal discovery methods can no longer be used. To fill this gap, we propose a Bayesian framework (BaCaDI) for discovering the causal structure that underlies data generated under various unknown experimental/interventional conditions. BaCaDI is fully differentiable and operates in the continuous space of latent probabilistic representations of both causal structures and interventions. This enables us to approximate complex posteriors via gradient-based variational inference and to reason about the epistemic uncertainty in the predicted structure. In experiments on synthetic causal discovery tasks and simulated gene-expression data, BaCaDI outperforms related methods in identifying causal structures and intervention targets. Finally, we demonstrate that, thanks to its rigorous Bayesian approach, our method provides well-calibrated uncertainty estimates.
The fundamental challenge of drawing causal inference is that counterfactual outcomes are not fully observed for any unit. Furthermore, in observational studies, treatment assignment is likely to be confounded. Many statistical methods have emerged for causal inference under unconfoundedness conditions given pre-treatment covariates, including propensity score-based methods, prognostic score-based methods, and doubly robust methods. Unfortunately for applied researchers, there is no `one-size-fits-all' causal method that can perform optimally universally. In practice, causal methods are primarily evaluated quantitatively on handcrafted simulated data. Such data-generative procedures can be of limited value because they are typically stylized models of reality. They are simplified for tractability and lack the complexities of real-world data. For applied researchers, it is critical to understand how well a method performs for the data at hand. Our work introduces a deep generative model-based framework, Credence, to validate causal inference methods. The framework's novelty stems from its ability to generate synthetic data anchored at the empirical distribution for the observed sample, and therefore virtually indistinguishable from the latter. The approach allows the user to specify ground truth for the form and magnitude of causal effects and confounding bias as functions of covariates. Thus simulated data sets are used to evaluate the potential performance of various causal estimation methods when applied to data similar to the observed sample. We demonstrate Credence's ability to accurately assess the relative performance of causal estimation techniques in an extensive simulation study and two real-world data applications from Lalonde and Project STAR studies.
In model extraction attacks, adversaries can steal a machine learning model exposed via a public API by repeatedly querying it and adjusting their own model based on obtained predictions. To prevent model stealing, existing defenses focus on detecting malicious queries, truncating, or distorting outputs, thus necessarily introducing a tradeoff between robustness and model utility for legitimate users. Instead, we propose to impede model extraction by requiring users to complete a proof-of-work before they can read the model's predictions. This deters attackers by greatly increasing (even up to 100x) the computational effort needed to leverage query access for model extraction. Since we calibrate the effort required to complete the proof-of-work to each query, this only introduces a slight overhead for regular users (up to 2x). To achieve this, our calibration applies tools from differential privacy to measure the information revealed by a query. Our method requires no modification of the victim model and can be applied by machine learning practitioners to guard their publicly exposed models against being easily stolen.
We examine federated learning (FL) with over-the-air (OTA) aggregation, where mobile users (MUs) aim to reach a consensus on a global model with the help of a parameter server (PS) that aggregates the local gradients. In OTA FL, MUs train their models using local data at every training round and transmit their gradients simultaneously using the same frequency band in an uncoded fashion. Based on the received signal of the superposed gradients, the PS performs a global model update. While the OTA FL has a significantly decreased communication cost, it is susceptible to adverse channel effects and noise. Employing multiple antennas at the receiver side can reduce these effects, yet the path-loss is still a limiting factor for users located far away from the PS. To ameliorate this issue, in this paper, we propose a wireless-based hierarchical FL scheme that uses intermediate servers (ISs) to form clusters at the areas where the MUs are more densely located. Our scheme utilizes OTA cluster aggregations for the communication of the MUs with their corresponding IS, and OTA global aggregations from the ISs to the PS. We present a convergence analysis for the proposed algorithm, and show through numerical evaluations of the derived analytical expressions and experimental results that utilizing ISs results in a faster convergence and a better performance than the OTA FL alone while using less transmit power. We also validate the results on the performance using different number of cluster iterations with different datasets and data distributions. We conclude that the best choice of cluster aggregations depends on the data distribution among the MUs and the clusters.
Causal discovery is a major task with the utmost importance for machine learning since causal structures can enable models to go beyond pure correlation-based inference and significantly boost their performance. However, finding causal structures from data poses a significant challenge both in computational effort and accuracy, let alone its impossibility without interventions in general. In this paper, we develop a meta-reinforcement learning algorithm that performs causal discovery by learning to perform interventions such that it can construct an explicit causal graph. Apart from being useful for possible downstream applications, the estimated causal graph also provides an explanation for the data-generating process. In this article, we show that our algorithm estimates a good graph compared to the SOTA approaches, even in environments whose underlying causal structure is previously unseen. Further, we make an ablation study that shows how learning interventions contribute to the overall performance of our approach. We conclude that interventions indeed help boost the performance, efficiently yielding an accurate estimate of the causal structure of a possibly unseen environment.
Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores close to 0 or 1, and therefore both practical and theoretical researchers suggest dropping units with extreme estimated propensity scores. However, existing trimming methods ignore the uncertainty in this design stage and restrict inference only to the trimmed sample, due to the non-smoothness of the trimming. We propose a smooth weighting, which approximates the existing sample trimming but has better asymptotic properties. An advantage of the new smoothly weighted estimator is its asymptotic linearity, which ensures that the bootstrap can be used to make inference for the target population, incorporating uncertainty arising from both the design and analysis stages. We also extend the theory to the average treatment effect on the treated, suggesting trimming samples with estimated propensity scores close to 1.
Claiming causal inferences in network settings necessitates careful consideration of the often complex dependency between outcomes for actors. Of particular importance are treatment spillover or outcome interference effects. We consider causal inference when the actors are connected via an underlying network structure. Our key contribution is a model for causality when the underlying network is unobserved and the actor covariates evolve stochastically over time. We develop a joint model for the relational and covariate generating process that avoids restrictive separability assumptions and deterministic network assumptions that do not hold in the majority of social network settings of interest. Our framework utilizes the highly general class of Exponential-family Random Network models (ERNM) of which Markov Random Fields (MRF) and Exponential-family Random Graph models (ERGM) are special cases. We present potential outcome based inference within a Bayesian framework, and propose a simple modification to the exchange algorithm to allow for sampling from ERNM posteriors. We present results of a simulation study demonstrating the validity of the approach. Finally, we demonstrate the value of the framework in a case-study of smoking over time in the context of adolescent friendship networks.
Learning disentanglement aims at finding a low dimensional representation which consists of multiple explanatory and generative factors of the observational data. The framework of variational autoencoder (VAE) is commonly used to disentangle independent factors from observations. However, in real scenarios, factors with semantics are not necessarily independent. Instead, there might be an underlying causal structure which renders these factors dependent. We thus propose a new VAE based framework named CausalVAE, which includes a Causal Layer to transform independent exogenous factors into causal endogenous ones that correspond to causally related concepts in data. We further analyze the model identifiabitily, showing that the proposed model learned from observations recovers the true one up to a certain degree. Experiments are conducted on various datasets, including synthetic and real word benchmark CelebA. Results show that the causal representations learned by CausalVAE are semantically interpretable, and their causal relationship as a Directed Acyclic Graph (DAG) is identified with good accuracy. Furthermore, we demonstrate that the proposed CausalVAE model is able to generate counterfactual data through "do-operation" to the causal factors.
This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.
Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing research direction owing to the large amount of available data and low budget requirement, compared with randomized controlled trials. Embraced with the rapidly developed machine learning area, various causal effect estimation methods for observational data have sprung up. In this survey, we provide a comprehensive review of causal inference methods under the potential outcome framework, one of the well known causal inference framework. The methods are divided into two categories depending on whether they require all three assumptions of the potential outcome framework or not. For each category, both the traditional statistical methods and the recent machine learning enhanced methods are discussed and compared. The plausible applications of these methods are also presented, including the applications in advertising, recommendation, medicine and so on. Moreover, the commonly used benchmark datasets as well as the open-source codes are also summarized, which facilitate researchers and practitioners to explore, evaluate and apply the causal inference methods.
We study how to generate captions that are not only accurate in describing an image but also discriminative across different images. The problem is both fundamental and interesting, as most machine-generated captions, despite phenomenal research progresses in the past several years, are expressed in a very monotonic and featureless format. While such captions are normally accurate, they often lack important characteristics in human languages - distinctiveness for each caption and diversity for different images. To address this problem, we propose a novel conditional generative adversarial network for generating diverse captions across images. Instead of estimating the quality of a caption solely on one image, the proposed comparative adversarial learning framework better assesses the quality of captions by comparing a set of captions within the image-caption joint space. By contrasting with human-written captions and image-mismatched captions, the caption generator effectively exploits the inherent characteristics of human languages, and generates more discriminative captions. We show that our proposed network is capable of producing accurate and diverse captions across images.