This paper introduces a collection of four data sets, similar to Anscombe's Quartet, that aim to highlight the challenges involved when estimating causal effects. Each of the four data sets is generated based on a distinct causal mechanism: the first involves a collider, the second involves a confounder, the third involves a mediator, and the fourth involves the induction of M-Bias by an included factor. The paper includes a mathematical summary of each data set, as well as directed acyclic graphs that depict the relationships between the variables. Despite the fact that the statistical summaries and visualizations for each data set are identical, the true causal effect differs, and estimating it correctly requires knowledge of the data-generating mechanism. These example data sets can help practitioners gain a better understanding of the assumptions underlying causal inference methods and emphasize the importance of gathering more information beyond what can be obtained from statistical tools alone. The paper also includes R code for reproducing all figures and provides access to the data sets themselves through an R package named quartets.
Recovering causal relationships from data is an important problem. Using observational data, one can typically only recover causal graphs up to a Markov equivalence class and additional assumptions or interventional data are needed for complete recovery. In this work, under some standard assumptions, we study causal graph discovery via adaptive interventions with node-dependent interventional costs. For this setting, we show that no algorithm can achieve an approximation guarantee that is asymptotically better than linear in the number of vertices with respect to the verification number; a well-established benchmark for adaptive search algorithms. Motivated by this negative result, we define a new benchmark that captures the worst-case interventional cost for any search algorithm. Furthermore, with respect to this new benchmark, we provide adaptive search algorithms that achieve logarithmic approximations under various settings: atomic, bounded size interventions and generalized cost objectives.
In this paper, we study the predict-then-optimize problem where the output of a machine learning prediction task is used as the input of some downstream optimization problem, say, the objective coefficient vector of a linear program. The problem is also known as predictive analytics or contextual linear programming. The existing approaches largely suffer from either (i) optimization intractability (a non-convex objective function)/statistical inefficiency (a suboptimal generalization bound) or (ii) requiring strong condition(s) such as no constraint or loss calibration. We develop a new approach to the problem called \textit{maximum optimality margin} which designs the machine learning loss function by the optimality condition of the downstream optimization. The max-margin formulation enjoys both computational efficiency and good theoretical properties for the learning procedure. More importantly, our new approach only needs the observations of the optimal solution in the training data rather than the objective function, which makes it a new and natural approach to the inverse linear programming problem under both contextual and context-free settings; we also analyze the proposed method under both offline and online settings, and demonstrate its performance using numerical experiments.
Independent Component Analysis (ICA) aims to recover independent latent variables from observed mixtures thereof. Causal Representation Learning (CRL) aims instead to infer causally related (thus often statistically dependent) latent variables, together with the unknown graph encoding their causal relationships. We introduce an intermediate problem termed Causal Component Analysis (CauCA). CauCA can be viewed as a generalization of ICA, modelling the causal dependence among the latent components, and as a special case of CRL. In contrast to CRL, it presupposes knowledge of the causal graph, focusing solely on learning the unmixing function and the causal mechanisms. Any impossibility results regarding the recovery of the ground truth in CauCA also apply for CRL, while possibility results may serve as a stepping stone for extensions to CRL. We characterize CauCA identifiability from multiple datasets generated through different types of interventions on the latent causal variables. As a corollary, this interventional perspective also leads to new identifiability results for nonlinear ICA -- a special case of CauCA with an empty graph -- requiring strictly fewer datasets than previous results. We introduce a likelihood-based approach using normalizing flows to estimate both the unmixing function and the causal mechanisms, and demonstrate its effectiveness through extensive synthetic experiments in the CauCA and ICA setting.
Generating synthetic data, with or without differential privacy, has attracted significant attention as a potential solution to the dilemma between making data easily available, and the privacy of data subjects. Several works have shown that consistency of downstream analyses from synthetic data, including accurate uncertainty estimation, requires accounting for the synthetic data generation. There are very few methods of doing so, most of them for frequentist analysis. In this paper, we study how to perform consistent Bayesian inference from synthetic data. We prove that mixing posterior samples obtained separately from multiple large synthetic datasets converges to the posterior of the downstream analysis under standard regularity conditions when the analyst's model is compatible with the data provider's model. We show experimentally that this works in practice, unlocking consistent Bayesian inference from synthetic data while reusing existing downstream analysis methods.
The concept of causality plays an important role in human cognition . In the past few decades, causal inference has been well developed in many fields, such as computer science, medicine, economics, and education. With the advancement of deep learning techniques, it has been increasingly used in causal inference against counterfactual data. Typically, deep causal models map the characteristics of covariates to a representation space and then design various objective optimization functions to estimate counterfactual data unbiasedly based on the different optimization methods. This paper focuses on the survey of the deep causal models, and its core contributions are as follows: 1) we provide relevant metrics under multiple treatments and continuous-dose treatment; 2) we incorporate a comprehensive overview of deep causal models from both temporal development and method classification perspectives; 3) we assist a detailed and comprehensive classification and analysis of relevant datasets and source code.
Causal Machine Learning (CausalML) is an umbrella term for machine learning methods that formalize the data-generation process as a structural causal model (SCM). This allows one to reason about the effects of changes to this process (i.e., interventions) and what would have happened in hindsight (i.e., counterfactuals). We categorize work in \causalml into five groups according to the problems they tackle: (1) causal supervised learning, (2) causal generative modeling, (3) causal explanations, (4) causal fairness, (5) causal reinforcement learning. For each category, we systematically compare its methods and point out open problems. Further, we review modality-specific applications in computer vision, natural language processing, and graph representation learning. Finally, we provide an overview of causal benchmarks and a critical discussion of the state of this nascent field, including recommendations for future work.
A fundamental goal of scientific research is to learn about causal relationships. However, despite its critical role in the life and social sciences, causality has not had the same importance in Natural Language Processing (NLP), which has traditionally placed more emphasis on predictive tasks. This distinction is beginning to fade, with an emerging area of interdisciplinary research at the convergence of causal inference and language processing. Still, research on causality in NLP remains scattered across domains without unified definitions, benchmark datasets and clear articulations of the remaining challenges. In this survey, we consolidate research across academic areas and situate it in the broader NLP landscape. We introduce the statistical challenge of estimating causal effects, encompassing settings where text is used as an outcome, treatment, or as a means to address confounding. In addition, we explore potential uses of causal inference to improve the performance, robustness, fairness, and interpretability of NLP models. We thus provide a unified overview of causal inference for the computational linguistics community.
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.
Graphical causal inference as pioneered by Judea Pearl arose from research on artificial intelligence (AI), and for a long time had little connection to the field of machine learning. This article discusses where links have been and should be established, introducing key concepts along the way. It argues that the hard open problems of machine learning and AI are intrinsically related to causality, and explains how the field is beginning to understand them.