Validating Causal Inference Models via Influence Functions
Ahmed Alaa · Mihaela van der Schaar

Tue Jun 11th 11:00 -- 11:20 AM @ Room 201

The problem of estimating causal effects of treatments from observational data falls beyond the realm of supervised learning — because counterfactual data is inaccessible, we can never observe the true causal effects. In the absence of "supervision", how can we evaluate the performance of causal inference methods? In this paper, we use influence functions — the functional derivatives of a loss function — to develop a model validation procedure that estimates the estimation error of causal inference methods. Our procedure utilizes a Taylor-like expansion to approximate the loss function of a method on a given dataset in terms of the influence functions of its loss on a "synthesized", proximal dataset with known causal effects. Under minimal regularity assumptions, we show that our procedure is consistent and efficient. Experiments on 77 benchmark datasets show that using our procedure, we can accurately predict the comparative performances of state-of-the-art causal inference methods applied to a given observational study.

Author Information

Ahmed Alaa (UCLA)
Mihaela van der Schaar (UCLA)
Mihaela van der Schaar

Professor van der Schaar is John Humphrey Plummer Professor of Machine Learning, Artificial Intelligence and Medicine at the University of Cambridge, a Turing Faculty Fellow at The Alan Turing Institute in London, and Chancellor's Professor at UCLA. She was elected IEEE Fellow in 2009. She has received numerous awards, including the Oon Prize on Preventative Medicine from the University of Cambridge (2018), an NSF Career Award (2004), 3 IBM Faculty Awards, the IBM Exploratory Stream Analytics Innovation Award, the Philips Make a Difference Award and several best paper awards, including the IEEE Darlington Award. She holds 35 granted USA patents. In 2019, she was identified by National Endowment for Science, Technology and the Arts as the female researcher based in the UK with the most publications in the field of AI. She was also elected as a 2019 "Star in Computer Networking and Communications". Her current research focus is on machine learning, AI and operations research for healthcare and medicine. For more details, see her website: http://www.vanderschaar-lab.com/

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