Root causal analysis seeks to identify the set of initial perturbations that induce an unwanted outcome. In prior work, we defined sample-specific root causes of disease using exogenous error terms that predict a diagnosis in a structural equation model. We rigorously quantified predictivity using Shapley values. However, the associated algorithms for inferring root causes assume no latent confounding. We relax this assumption by permitting confounding among the predictors. We then introduce a corresponding procedure called Extract Errors with Latents (EEL) for recovering the error terms up to contamination by vertices on certain paths under the linear non-Gaussian acyclic model. EEL also identifies the smallest sets of dependent errors for fast computation of the Shapley values. The algorithm bypasses the hard problem of estimating the underlying causal graph in both cases. Experiments highlight the superior accuracy and robustness of EEL relative to its predecessors.
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Inferring causal structure poses a combinatorial search problem that typically involves evaluating structures with a score or independence test. The resulting search is costly, and designing suitable scores or tests that capture prior knowledge is difficult. In this work, we propose to amortize causal structure learning. Rather than searching over structures, we train a variational inference model to directly predict the causal structure from observational or interventional data. This allows our inference model to acquire domain-specific inductive biases for causal discovery solely from data generated by a simulator, bypassing both the hand-engineering of suitable score functions and the search over graphs. The architecture of our inference model emulates permutation invariances that are crucial for statistical efficiency in structure learning, which facilitates generalization to significantly larger problem instances than seen during training. On synthetic data and semisynthetic gene expression data, our models exhibit robust generalization capabilities when subject to substantial distribution shifts and significantly outperform existing algorithms, especially in the challenging genomics domain. Our code and models are publicly available at: //github.com/larslorch/avici.
Multilingual machine translation models can benefit from synergy between different language pairs, but also suffer from interference. While there is a growing number of sophisticated methods that aim to eliminate interference, our understanding of interference as a phenomenon is still limited. This work identifies the main factors that contribute to interference in multilingual machine translation. Through systematic experimentation, we find that interference (or synergy) are primarily determined by model size, data size, and the proportion of each language pair within the total dataset. We observe that substantial interference occurs mainly when the model is very small with respect to the available training data, and that using standard transformer configurations with less than one billion parameters largely alleviates interference and promotes synergy. Moreover, we show that tuning the sampling temperature to control the proportion of each language pair in the data is key to balancing the amount of interference between low and high resource language pairs effectively, and can lead to superior performance overall.
Max-stable processes provide natural models for the modelling of spatial extreme values observed at a set of spatial sites. Full likelihood inference for max-stable data is, however, complicated by the form of the likelihood function as it contains a sum over all partitions of sites. As such, the number of terms to sum over grows rapidly with the number of sites and quickly becomes prohibitively burdensome to compute. We propose a variational inference approach to full likelihood inference that circumvents the problematic sum. To achieve this, we first posit a parametric family of partition distributions from which partitions can be sampled. Second, we optimise the parameters of the family in conjunction with the max-stable model to find the partition distribution best supported by the data, and to estimate the max-stable model parameters. In a simulation study we show that our method enables full likelihood inference in higher dimensions than previous methods, and is readily applicable to data sets with a large number of observations. Furthermore, our method can easily be extended to a Bayesian setting. Code is available at //github.com/LPAndersson/MaxStableVI.jl.
Composite endpoints are commonly used with an anticipation that clinically relevant endpoints as a whole would yield meaningful treatment benefits. The win ratio is a rank-based statistic to summarize composite endpoints, allowing prioritizing the important components of the composite endpoints. Recent development in statistical inference for the win ratio statistic has been focusing on independent subjects without any potential confounding. When analyzing composite endpoints using observational data, one of the important challenges is confounding at baseline. Additionally, hierarchical observational data structures are commonly seen in practice, especially in multi-center studies with patients nesting within hospitals. Such hierarchical structure can introduce potential dependency or cluster effects among observations in the analysis. To address these two issues when using the win ratio statistic, we propose a weighted stratified causal win ratio estimator with calibrated weights. The calibrated weights create balanced patient-level covariates and cluster effect distributions between comparison groups. We conducted extensive simulation studies and showed promising performance of the proposed estimator in terms of bias, variance estimation, type I error and power analysis, regardless of the allocation of treatment assignments at baseline and intra-cluster correlations within clusters. Lastly, the proposed estimator was applied to an observational study among children with traumatic brain injury.
Although understanding and characterizing causal effects have become essential in observational studies, it is challenging when the confounders are high-dimensional. In this article, we develop a general framework $\textit{CausalEGM}$ for estimating causal effects by encoding generative modeling, which can be applied in both binary and continuous treatment settings. Under the potential outcome framework with unconfoundedness, we establish a bidirectional transformation between the high-dimensional confounders space and a low-dimensional latent space where the density is known (e.g., multivariate normal distribution). Through this, CausalEGM simultaneously decouples the dependencies of confounders on both treatment and outcome and maps the confounders to the low-dimensional latent space. By conditioning on the low-dimensional latent features, CausalEGM can estimate the causal effect for each individual or the average causal effect within a population. Our theoretical analysis shows that the excess risk for CausalEGM can be bounded through empirical process theory. Under an assumption on encoder-decoder networks, the consistency of the estimate can be guaranteed. In a series of experiments, CausalEGM demonstrates superior performance over existing methods for both binary and continuous treatments. Specifically, we find CausalEGM to be substantially more powerful than competing methods in the presence of large sample sizes and high dimensional confounders. The software of CausalEGM is freely available at //github.com/SUwonglab/CausalEGM.
We present a method for controlling a swarm using its spectral decomposition -- that is, by describing the set of trajectories of a swarm in terms of a spatial distribution throughout the operational domain -- guaranteeing scale invariance with respect to the number of agents both for computation and for the operator tasked with controlling the swarm. We use ergodic control, decentralized across the network, for implementation. In the DARPA OFFSET program field setting, we test this interface design for the operator using the STOMP interface -- the same interface used by Raytheon BBN throughout the duration of the OFFSET program. In these tests, we demonstrate that our approach is scale-invariant -- the user specification does not depend on the number of agents; it is persistent -- the specification remains active until the user specifies a new command; and it is real-time -- the user can interact with and interrupt the swarm at any time. Moreover, we show that the spectral/ergodic specification of swarm behavior degrades gracefully as the number of agents goes down, enabling the operator to maintain the same approach as agents become disabled or are added to the network. We demonstrate the scale-invariance and dynamic response of our system in a field relevant simulator on a variety of tactical scenarios with up to 50 agents. We also demonstrate the dynamic response of our system in the field with a smaller team of agents. Lastly, we make the code for our system available.
Causal discovery and causal reasoning are classically treated as separate and consecutive tasks: one first infers the causal graph, and then uses it to estimate causal effects of interventions. However, such a two-stage approach is uneconomical, especially in terms of actively collected interventional data, since the causal query of interest may not require a fully-specified causal model. From a Bayesian perspective, it is also unnatural, since a causal query (e.g., the causal graph or some causal effect) can be viewed as a latent quantity subject to posterior inference -- other unobserved quantities that are not of direct interest (e.g., the full causal model) ought to be marginalized out in this process and contribute to our epistemic uncertainty. In this work, we propose Active Bayesian Causal Inference (ABCI), a fully-Bayesian active learning framework for integrated causal discovery and reasoning, which jointly infers a posterior over causal models and queries of interest. In our approach to ABCI, we focus on the class of causally-sufficient, nonlinear additive noise models, which we model using Gaussian processes. We sequentially design experiments that are maximally informative about our target causal query, collect the corresponding interventional data, and update our beliefs to choose the next experiment. Through simulations, we demonstrate that our approach is more data-efficient than several baselines that only focus on learning the full causal graph. This allows us to accurately learn downstream causal queries from fewer samples while providing well-calibrated uncertainty estimates for the quantities of interest.
Classic algorithms and machine learning systems like neural networks are both abundant in everyday life. While classic computer science algorithms are suitable for precise execution of exactly defined tasks such as finding the shortest path in a large graph, neural networks allow learning from data to predict the most likely answer in more complex tasks such as image classification, which cannot be reduced to an exact algorithm. To get the best of both worlds, this thesis explores combining both concepts leading to more robust, better performing, more interpretable, more computationally efficient, and more data efficient architectures. The thesis formalizes the idea of algorithmic supervision, which allows a neural network to learn from or in conjunction with an algorithm. When integrating an algorithm into a neural architecture, it is important that the algorithm is differentiable such that the architecture can be trained end-to-end and gradients can be propagated back through the algorithm in a meaningful way. To make algorithms differentiable, this thesis proposes a general method for continuously relaxing algorithms by perturbing variables and approximating the expectation value in closed form, i.e., without sampling. In addition, this thesis proposes differentiable algorithms, such as differentiable sorting networks, differentiable renderers, and differentiable logic gate networks. Finally, this thesis presents alternative training strategies for learning with algorithms.
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.
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