Estimating treatment effects over time holds significance in various domains, including precision medicine, epidemiology, economy, and marketing. This paper introduces a unique approach to counterfactual regression over time, emphasizing long-term predictions. Distinguishing itself from existing models like Causal Transformer, our approach highlights the efficacy of employing RNNs for long-term forecasting, complemented by Contrastive Predictive Coding (CPC) and Information Maximization (InfoMax). Emphasizing efficiency, we avoid the need for computationally expensive transformers. Leveraging CPC, our method captures long-term dependencies in the presence of time-varying confounders. Notably, recent models have disregarded the importance of invertible representation, compromising identification assumptions. To remedy this, we employ the InfoMax principle, maximizing a lower bound of mutual information between sequence data and its representation. Our method achieves state-of-the-art counterfactual estimation results using both synthetic and real-world data, marking the pioneering incorporation of Contrastive Predictive Encoding in causal inference.
Advancing Counterfactual Inference through Nonlinear Quantile Regression
Carnegie Mellon University（卡内基梅隆大学）；University of California San Diego（加利福尼亚大学圣迭戈分校）；Mohamed bin Zayed University of Artificial Intelligence（穆罕默德·本·扎耶德人工智能大学）；The University of Sydney（悉尼大学）
Massachusetts Institute of Technology（麻省理工学院）；Microsoft Research（微软研究院）
Recent advances in probabilistic generative modeling have motivated learning Structural Causal Models (SCM) from observational datasets using deep conditional generative models, also known as Deep Structural Causal Models (DSCM). If successful, DSCMs can be utilized for causal estimation tasks, e.g., for answering counterfactual queries. In this work, we warn practitioners about non-identifiability of counterfactual inference from observational data, even in the absence of unobserved confounding and assuming known causal structure. We prove counterfactual identifiability of monotonic generatio…
This paper introduces a simple framework of counterfactual estimation for causal inference with time-series cross-sectional data, in which we estimate the average treatment effect on the treated by directly imputing counterfactual outcomes for treated observations. We discuss several novel estimators under this framework, including the fixed effects counterfactual estimator, interactive fixed effects counterfactual estimator, and matrix completion estimator. They provide more reliable causal estimates than conventional twoway fixed effects models when treatment effects are heterogeneous or uno…
We formulate a general framework for building structural causal models (SCMs) with deep learning components. The proposed approach employs normalising flows and variational inference to enable tractable inference of exogenous noise variables - a crucial step for counterfactual inference that is missing from existing deep causal learning methods. Our framework is validated on a synthetic dataset built on MNIST as well as on a real-world medical dataset of brain MRI scans. Our experimental results indicate that we can successfully train deep SCMs that are capable of all three levels of Pearl's l…
This manuscript contributes a general and practical framework for casting a Markov process model of a system at equilibrium as a structural causal model, and carrying out counterfactual inference. Markov processes mathematically describe the mechanisms in the system, and predict the system's equilibrium behavior upon intervention, but do not support counterfactual inference. In contrast, structural causal models support counterfactual inference, but do not identify the mechanisms. This manuscript leverages the benefits of both approaches. We define the structural causal models in terms of the …
From What Ifs to Insights: Counterfactuals in Causal Inference vs. Explainable AI
Institute of Service Science, National Tsing Hua University（服务科学研究所，国立清华大学）；Faculty of Business and Economics, University of Antwerp（商学院与经济学院，安特卫普大学）；Copenhagen Business School（哥本哈根商学院）
Microsoft Research（微软研究院）；BenevolentAI（BenevolentAI公司）；University of Oxford（牛津大学）；Human Technopole（人类技术园）
Learning meaningful representations of data that can address challenges such as batch effect correction and counterfactual inference is a central problem in many domains including computational biology. Adopting a Conditional VAE framework, we show that marginal independence between the representation and a condition variable plays a key role in both of these challenges. We propose the Contrastive Mixture of Posteriors (CoMP) method that uses a novel misalignment penalty defined in terms of mixtures of the variational posteriors to enforce this independence in latent space. We show that CoMP h…
CoDCL: Counterfactual-Inspired Augmentation Contrastive Learning for Temporal Link Prediction in Social Networks
Jiangsu Key Laboratory of Net-Worked Collective Intelligence, School of Cyber Science and Engineering, Southeast University（江苏网络集体智能重点实验室，网络安全科学与工程学院，东南大学）；School of Mathematics, Southeast University（数学学院，东南大学）；Frontiers Science Center for Mobile Information Communication and Security, School of Mathematics, Southeast University（移动信息通信与安全前沿科学中心，数学学院，东南大学）；Purple Mountain Laboratories（紫金山实验室）
We derive a formal, decision-based method for comparing the performance of counterfactual treatment regime predictions using the results of experiments that give relevant information on the distribution of treated outcomes. Our approach allows us to quantify and assess the statistical significance of differential performance for optimal treatment regimes estimated from structural models, extrapolated treatment effects, expert opinion, and other methods. We apply our method to evaluate optimal treatment regimes for conditional cash transfer programs across countries where predictions are genera…
Counterfactual explanations (CEs) are methods for generating an alternative scenario that produces a different desirable outcome. For example, if a student is predicted to fail a course, then counterfactual explanations can provide the student with alternate ways so that they would be predicted to pass. The applications are many. However, CEs are currently generated from machine learning models that do not necessarily take into account the true causal structure in the data. By doing this, bias can be introduced into the CE quantities. I propose in this study to test the CEs using Judea Pearl's…
When engagement with a randomized trial is driven by factors that affect the outcome or when trial engagement directly affects the outcome independent of treatment, the average treatment effect among trial participants is unlikely to generalize to a target population. In this paper, we use counterfactual and graphical causal models to examine under what conditions we can generalize causal inferences from a randomized trial to the target population of trial-eligible individuals. We offer an interpretation of generalizability analyses using the notion of a hypothetical intervention to "scale-up"…
University College London（伦敦大学学院）；The Alan Turing Institute（艾伦·图灵研究所）
In this paper, we address the challenge of performing counterfactual inference with observational data via Bayesian nonparametric regression adjustment, with a focus on high-dimensional settings featuring multiple actions and multiple correlated outcomes. We present a general class of counterfactual multi-task deep kernels models that estimate causal effects and learn policies proficiently thanks to their sample efficiency gains, while scaling well with high dimensions. In the first part of the work, we rely on Structural Causal Models (SCM) to formally introduce the setup and the problem of i…
Technion（以色列理工学院）；Google Research（谷歌研究院）；University of Toronto（多伦多大学）；Vector Institute（向量研究所）
To perform counterfactual reasoning in Structural Causal Models (SCMs), one needs to know the causal mechanisms, which provide factorizations of conditional distributions into noise sources and deterministic functions mapping realizations of noise to samples. Unfortunately, the causal mechanism is not uniquely identified by data that can be gathered by observing and interacting with the world, so there remains the question of how to choose causal mechanisms. In recent work, Oberst & Sontag (2019) propose Gumbel-max SCMs, which use Gumbel-max reparameterizations as the causal mechanism due to a…
Tokyo Institute of Technology（东京工业大学）；CyberAgent, Inc（CyAgent公司）
We study the model selection problem in conditional average treatment effect (CATE) prediction. Unlike previous works on this topic, we focus on preserving the rank order of the performance of candidate CATE predictors to enable accurate and stable model selection. To this end, we analyze the model performance ranking problem and formulate guidelines to obtain a better evaluation metric. We then propose a novel metric that can identify the ranking of the performance of CATE predictors with high confidence. Empirical evaluations demonstrate that our metric outperforms existing metrics in both m…
Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）；Saarland University（萨尔大学）
In this paper, we introduce VACA, a novel class of variational graph autoencoders for causal inference in the absence of hidden confounders, when only observational data and the causal graph are available. Without making any parametric assumptions, VACA mimics the necessary properties of a Structural Causal Model (SCM) to provide a flexible and practical framework for approximating interventions (do-operator) and abduction-action-prediction steps. As a result, and as shown by our empirical results, VACA accurately approximates the interventional and counterfactual distributions on diverse SCMs…
Google Research（谷歌研究院）；University of Chicago（芝加哥大学）
Informally, a 'spurious correlation' is the dependence of a model on some aspect of the input data that an analyst thinks shouldn't matter. In machine learning, these have a know-it-when-you-see-it character; e.g., changing the gender of a sentence's subject changes a sentiment predictor's output. To check for spurious correlations, we can 'stress test' models by perturbing irrelevant parts of input data and seeing if model predictions change. In this paper, we study stress testing using the tools of causal inference. We introduce counterfactual invariance as a formalization of the requirement…
Mediation analysis serves as a crucial tool to obtain causal inference based on directed acyclic graphs, which has been widely employed in the areas of biomedical science, social science, epidemiology and psychology. Decomposition of total effect provides a deep insight to fully understand the casual contribution from each path and interaction term. Since the four-way decomposition method was proposed to identify the mediated interaction effect in counterfactual framework, the idea had been extended to a more sophisticated scenario with non-sequential multiple mediators. However, the method ex…
In observational studies, treatment may be adapted to covariates at several times without a fixed protocol, in continuous time. Treatment influences covariates, which influence treatment, which influences covariates, and so on. Then even time-dependent Cox-models cannot be used to estimate the net treatment effect. Structural nested models have been applied in this setting. Structural nested models are based on counterfactuals: the outcome a person would have had had treatment been withheld after a certain time. Previous work on continuous-time structural nested models assumes that counterfact…
In causality, estimating the effect of a treatment without confounding inference remains a major issue because requires to assess the outcome in both case with and without treatment. Not being able to observe simultaneously both of them, the estimation of potential outcome remains a challenging task. We propose an innovative approach where the problem is reformulated as a missing data model. The aim is to estimate the hidden distribution of \emph{causal populations}, defined as a function of treatment and outcome. A Causal Auto-Encoder (CAE), enhanced by a prior dependent on treatment and outc…
With the advent of GDPR, the domain of explainable AI and model interpretability has gained added impetus. Methods to extract and communicate visibility into decision-making models have become legal requirement. Two specific types of explanations, contrastive and counterfactual have been identified as suitable for human understanding. In this paper, we propose a model agnostic method and its systemic implementation to generate these explanations using shapely additive explanations (SHAP). We discuss a generative pipeline to create contrastive explanations and use it to further to generate coun…
Evaluating hypothetical statements about how the world would be had a different course of action been taken is arguably one key capability expected from modern AI systems. Counterfactual reasoning underpins discussions in fairness, the determination of blame and responsibility, credit assignment, and regret. In this paper, we study the evaluation of counterfactual statements through neural models. Specifically, we tackle two causal problems required to make such evaluations, i.e., counterfactual identification and estimation from an arbitrary combination of observational and experimental data.…
The University of Melbourne（墨尔本大学）；The University of Sydney（悉尼大学）；Hong Kong Baptist University（香港浸会大学）；Carnegie Mellon University（卡内基梅隆大学）；MBZUAI（穆罕默德·本·扎耶德人工智能大学）
Fair machine learning aims to avoid treating individuals or sub-populations unfavourably based on \textit{sensitive attributes}, such as gender and race. Those methods in fair machine learning that are built on causal inference ascertain discrimination and bias through causal effects. Though causality-based fair learning is attracting increasing attention, current methods assume the true causal graph is fully known. This paper proposes a general method to achieve the notion of counterfactual fairness when the true causal graph is unknown. To be able to select features that lead to counterfactu…
Imperial College London（帝国理工学院）；Spotify（Spotify公司）；FAU Erlangen-Nuremberg（埃尔朗根-纽伦堡大学）；University College London（伦敦大学学院）
Counterfactual inference is a powerful tool, capable of solving challenging problems in high-profile sectors. To perform counterfactual inference, one requires knowledge of the underlying causal mechanisms. However, causal mechanisms cannot be uniquely determined from observations and interventions alone. This raises the question of how to choose the causal mechanisms so that resulting counterfactual inference is trustworthy in a given domain. This question has been addressed in causal models with binary variables, but the case of categorical variables remains unanswered. We address this chall…
We consider the task of counterfactual estimation from observational imaging data given a known causal structure. In particular, quantifying the causal effect of interventions for high-dimensional data with neural networks remains an open challenge. Herein we propose Diff-SCM, a deep structural causal model that builds on recent advances of generative energy-based models. In our setting, inference is performed by iteratively sampling gradients of the marginal and conditional distributions entailed by the causal model. Counterfactual estimation is achieved by firstly inferring latent variables …
Microsoft Research（微软研究院）；Indian Institute of Technology Hyderabad（印度理工学院海得拉巴分校）
Counterfactual examples for an input -- perturbations that change specific features but not others -- have been shown to be useful for evaluating bias of machine learning models, e.g., against specific demographic groups. However, generating counterfactual examples for images is non-trivial due to the underlying causal structure on the various features of an image. To be meaningful, generated perturbations need to satisfy constraints implied by the causal model. We present a method for generating counterfactuals by incorporating a structural causal model (SCM) in an improved variant of Adversa…
DoFlow: Flow-based Generative Models for Interventional and Counterfactual Forecasting on Time Series
H. Milton Stewart School of Industrial and Systems Engineering（H. Milton Stewart工业与系统工程学院）；Georgia Institute of Technology（佐治亚理工学院）；Northwestern–Argonne Institute for Scientific and Engineering Excellence（西北-阿贡科学与工程卓越研究所）
University of Technology Sydney（悉尼科技大学）；Curtin University（科廷大学）
Counterfactual fairness alleviates the discrimination between the model prediction toward an individual in the actual world (observational data) and that in counterfactual world (i.e., what if the individual belongs to other sensitive groups). The existing studies need to pre-define the structural causal model that captures the correlations among variables for counterfactual inference; however, the underlying causal model is usually unknown and difficult to be validated in real-world scenarios. Moreover, the misspecification of the causal model potentially leads to poor performance in model pr…
