Moderator: Mohammad Taha Bahadori

Abstract:

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Tue 19 July 13:15 - 13:20 PDT

Spotlight

Nitai Fingerhut · Matteo Sesia · Yaniv Romano

Double machine learning is a statistical method for leveraging complex black-box models to construct approximately unbiased treatment effect estimates given observational data with high-dimensional covariates, under the assumption of a partially linear model. The idea is to first fit on a subset of the samples two non-linear predictive models, one for the continuous outcome of interest and one for the observed treatment, and then to estimate a linear coefficient for the treatment using the remaining samples through a simple orthogonalized regression. While this methodology is flexible and can accommodate arbitrary predictive models, typically trained independently of one another, this paper argues that a carefully coordinated learning algorithm for deep neural networks may reduce the estimation bias. The improved empirical performance of the proposed method is demonstrated through numerical experiments on both simulated and real data.

Tue 19 July 13:20 - 13:25 PDT

Spotlight

Sorawit Saengkyongam · Leonard Henckel · Niklas Pfister · Jonas Peters

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$ and the hidden confounders are uncorrelated with the instruments $Z$. This is often motivated by a graphical separation, an argument that also justifies independence. Positing an independence restriction, however, leads to strictly stronger identifiability results. We connect to the existing literature in econometrics and provide a practical method called HSIC-X for exploiting independence that can be combined with any gradient-based learning procedure. We see that even in identifiable settings, taking into account higher moments may yield better finite sample results. Furthermore, we exploit the independence for distribution generalization. We prove that the proposed estimator is invariant to distributional shifts on the instruments and worst-case optimal whenever these shifts are sufficiently strong. These results hold even in the under-identified case where the instruments are not sufficiently rich to identify the causal function.

Tue 19 July 13:25 - 13:30 PDT

Spotlight

Junzhe Zhang · Jin Tian · Elias Bareinboim

This paper investigates the problem of bounding counterfactual queries from an arbitrary collection of observational and experimental distributions and qualitative knowledge about the underlying data-generating model represented in the form of a causal diagram. We show that all counterfactual distributions in an arbitrary structural causal model (SCM) with discrete observed domains could be generated by a canonical family of SCMs with the same causal diagram where unobserved (exogenous) variables are also discrete, taking values in finite domains. Utilizing the canonical SCMs, we translate the problem of bounding counterfactuals into that of polynomial programming whose solution provides optimal bounds for the counterfactual query. Solving such polynomial programs is in general computationally expensive. We then develop effective Monte Carlo algorithms to approximate optimal bounds from a combination of observational and experimental data. Our algorithms are validated extensively on synthetic and real-world datasets.

Tue 19 July 13:30 - 13:35 PDT

Spotlight

Yonghan Jung · Shiva Kasiviswanathan · Jin Tian · Dominik Janzing · Patrick Bloebaum · Elias Bareinboim

Causal contributions measure the strengths of different causes to a target quantity. Understanding causal contributions is important in empirical sciences and data-driven disciplines since it allows to answer practical queries like ``what are the contributions of each cause to the effect?'' In this paper, we develop a principled method for quantifying causal contributions. First, we provide desiderata of properties axioms that causal contribution measures should satisfy and propose the do-Shapley values (inspired by do-interventions [Pearl, 2000]) as a unique method satisfying these properties. Next, we develop a criterion under which the do-Shapley values can be efficiently inferred from non-experimental data. Finally, we provide do-Shapley estimators exhibiting consistency, computational feasibility, and statistical robustness. Simulation results corroborate with the theory.

Tue 19 July 13:35 - 13:40 PDT

Spotlight

Yinjie Jiang · Zhengyu Chen · Kun Kuang · Luotian Yuan · Xinhai Ye · Zhihua Wang · Fei Wu · Ying WEI

Meta-learning has emerged as a potent paradigm for quick learning of few-shot tasks, by leveraging the meta-knowledge learned from meta-training tasks. Well-generalized meta-knowledge that facilitates fast adaptation in each task is preferred; however, recent evidence suggests the undesirable memorization effect where the meta-knowledge simply memorizing all meta-training tasks discourages task-specific adaptation and poorly generalizes. There have been several solutions to mitigating the effect, including both regularizer-based and augmentation-based methods, while a systematic understanding of these methods in a single framework is still lacking. In this paper, we offer a novel causal perspective of meta-learning. Through the lens of causality, we conclude the universal label space as a confounder to be the causing factor of memorization and frame the two lines of prevailing methods as different deconfounder approaches. Remarkably, derived from the causal inference principle of front-door adjustment, we propose two frustratingly easy but effective deconfounder algorithms, i.e., sampling multiple versions of the meta-knowledge via Dropout and grouping the meta-knowledge into multiple bins. The proposed causal perspective not only brings in the two deconfounder algorithms that surpass previous works in four benchmark datasets towards combating memorization, but also opens a promising direction for meta-learning.

Tue 19 July 13:40 - 13:45 PDT

Spotlight

Phillip Lippe · Sara Magliacane · Sindy Löwe · Yuki Asano · Taco Cohen · Stratis Gavves

Understanding the latent causal factors of a dynamical system from visual observations is considered a crucial step towards agents reasoning in complex environments. In this paper, we propose CITRIS, a variational autoencoder framework that learns causal representations from temporal sequences of images in which underlying causal factors have possibly been intervened upon. In contrast to the recent literature, CITRIS exploits temporality and observing intervention targets to identify scalar and multidimensional causal factors, such as 3D rotation angles. Furthermore, by introducing a normalizing flow, CITRIS can be easily extended to leverage and disentangle representations obtained by already pretrained autoencoders. Extending previous results on scalar causal factors, we prove identifiability in a more general setting, in which only some components of a causal factor are affected by interventions. In experiments on 3D rendered image sequences, CITRIS outperforms previous methods on recovering the underlying causal variables. Moreover, using pretrained autoencoders, CITRIS can even generalize to unseen instantiations of causal factors, opening future research areas in sim-to-real generalization for causal representation learning.

Tue 19 July 13:45 - 13:50 PDT

Spotlight

David Arbour · Drew Dimmery · Tung Mai · Anup Rao

We consider the experimental design problem in an online environment, an important practical task for reducing the variance of estimates in randomized experiments which allows for greater precision, and in turn, improved decision making. In this work, we present algorithms that build on recent advances in online discrepancy minimization which accommodate both arbitrary treatment probabilities and multiple treatments. The proposed algorithms are computational efficient, minimize covariate imbalance, and include randomization which enables robustness to misspecification. We provide worst case bounds on the expected mean squared error of the causal estimate and show that the proposed estimator is no worse than an implicit ridge regression, which are within a logarithmic factor of the best known results for offline experimental design. We conclude with a detailed simulation study showing favorable results relative to complete randomization as well as to offline methods for experimental design with time complexities exceeding our algorithm, which has a linear dependence on the number of observations, by polynomial factors.

Tue 19 July 13:50 - 14:10 PDT

Outstanding Paper Runner Up
Oral

Sina Akbari · Jalal Etesami · Negar Kiyavash

Pearl’s do calculus is a complete axiomatic approach to learn the identifiable causal effects from observational data. When such an effect is not identifiable, it is necessary to perform a collection of often costly interventions in the system to learn the causal effect. In this work, we consider the problem of designing the collection of interventions with the minimum cost to identify the desired effect. First, we prove that this prob-em is NP-complete, and subsequently propose an algorithm that can either find the optimal solution or a logarithmic-factor approximation of it. This is done by establishing a connection between our problem and the minimum hitting set problem. Additionally, we propose several polynomial time heuristic algorithms to tackle the computational complexity of the problem. Although these algorithms could potentially stumble on sub-optimal solutions, our simulations show that they achieve small regrets on random graphs.

Tue 19 July 14:10 - 14:15 PDT

Spotlight

Kailash Budhathoki · Lenon Minorics · Patrick Bloebaum · Dominik Janzing

Current techniques for explaining outliers cannot tell what caused the outliers. We present a formal method to identify "root causes" of outliers, amongst variables. The method requires a causal graph of the variables along with the functional causal model. It quantifies the contribution of each variable to the target outlier score, which explains to what extent each variable is a "root cause" of the target outlier. We study the empirical performance of the method through simulations and present a real-world case study identifying "root causes" of extreme river flows.

Tue 19 July 14:15 - 14:20 PDT

Spotlight

Anpeng Wu · Kun Kuang · Bo Li · Fei Wu

This paper considers the challenge of estimating treatment effects from observational data in the presence of unmeasured confounders. A popular way to address this challenge is to utilize an instrumental variable (IV) for two-stage regression, i.e., 2SLS and variants, but limited to the linear setting. Recently, many nonlinear IV regression variants were proposed to overcome it by regressing the treatment with IVs and observed confounders in stage 1, leading to the imbalance of the observed confounders in stage 2. In this paper, we propose a Confounder Balanced IV Regression (CB-IV) algorithm to jointly remove the bias from the unmeasured confounders and balance the observed confounders. To the best of our knowledge, this is the first work to combine confounder balancing in IV regression for treatment effect estimation. Theoretically, we re-define and solve the inverse problems for the response-outcome function. Experiments show that our algorithm outperforms the existing approaches.

Tue 19 July 14:20 - 14:25 PDT

Spotlight

Valentyn Melnychuk · Dennis Frauen · Stefan Feuerriegel

Estimating counterfactual outcomes over time from observational data is relevant for many applications (e.g., personalized medicine). Yet, state-of-the-art methods build upon simple long short-term memory (LSTM) networks, thus rendering inferences for complex, long-range dependencies challenging. In this paper, we develop a novel Causal Transformer for estimating counterfactual outcomes over time. Our model is specifically designed to capture complex, long-range dependencies among time-varying confounders. For this, we combine three transformer subnetworks with separate inputs for time-varying covariates, previous treatments, and previous outcomes into a joint network with in-between cross-attentions. We further develop a custom, end-to-end training procedure for our Causal Transformer. Specifically, we propose a novel counterfactual domain confusion loss to address confounding bias: it aims to learn adversarial balanced representations, so that they are predictive of the next outcome but non-predictive of the current treatment assignment. We evaluate our Causal Transformer based on synthetic and real-world datasets, where it achieves superior performance over current baselines. To the best of our knowledge, this is the first work proposing transformer-based architecture for estimating counterfactual outcomes from longitudinal data.

Tue 19 July 14:25 - 14:30 PDT

Spotlight

Luigi Gresele · Julius von Kügelgen · Jonas Kübler · Elke Kirschbaum · Bernhard Schölkopf · Dominik Janzing

We introduce an approach to counterfactual inference based on merging information from multiple datasets. We consider a causal reformulation of the statistical marginal problem: given a collection of marginal structural causal models (SCMs) over distinct but overlapping sets of variables, determine the set of joint SCMs that are counterfactually consistent with the marginal ones. We formalise this approach for categorical SCMs using the response function formulation and show that it reduces the space of allowed marginal and joint SCMs. Our work thus highlights a new mode of falsifiability through additional variables, in contrast to the statistical one via additional data.

Tue 19 July 14:30 - 14:35 PDT

Spotlight

Heiner Kremer · Jia-Jie Zhu · Krikamol Muandet · Bernhard Schölkopf

Important problems in causal inference, economics, and, more generally, robust machine learning can be expressed as conditional moment restrictions, but estimation becomes challenging as it requires solving a continuum of unconditional moment restrictions. Previous works addressed this problem by extending the generalized method of moments (GMM) to continuum moment restrictions. In contrast, generalized empirical likelihood (GEL) provides a more general framework and has been shown to enjoy favorable small-sample properties compared to GMM-based estimators. To benefit from recent developments in machine learning, we provide a functional reformulation of GEL in which arbitrary models can be leveraged. Motivated by a dual formulation of the resulting infinite dimensional optimization problem, we devise a practical method and explore its asymptotic properties. Finally, we provide kernel- and neural network-based implementations of the estimator, which achieve state-of-the-art empirical performance on two conditional moment restriction problems.

Tue 19 July 14:35 - 14:40 PDT

Spotlight

Sai Srinivas Kancheti · Gowtham Reddy Abbavaram · Vineeth N Balasubramanian · Amit Sharma

A trained neural network can be interpreted as a structural causal model (SCM) that provides the effect of changing input variables on the model's output. However, if training data contains both causal and correlational relationships, a model that optimizes prediction accuracy may not necessarily learn the true causal relationships between input and output variables. On the other hand, expert users often have prior knowledge of the causal relationship between certain input variables and output from domain knowledge. Therefore, we propose a regularization method that aligns the learned causal effects of a neural network with domain priors, including both direct and total causal effects. We show that this approach can generalize to different kinds of domain priors, including monotonicity of causal effect of an input variable on output or zero causal effect of a variable on output for purposes of fairness. Our experiments on twelve benchmark datasets show its utility in regularizing a neural network model to maintain desired causal effects, without compromising on accuracy. Importantly, we also show that a model thus trained is robust and gets improved accuracy on noisy inputs.

Tue 19 July 14:40 - 14:45 PDT

Spotlight

Sascha Xu · Osman Ali Mian · Alexander Marx · Jilles Vreeken

We study the problem of identifying cause and effect over two univariate continuous variables $X$ and $Y$ from a sample of their joint distribution. Our focus lies on the setting when the variance of the noise may be dependent on the cause. We propose to partition the domain of the cause into multiple segments where the noise indeed is dependent. To this end, we minimize a scale-invariant, penalized regression score, finding the optimal partitioning using dynamic programming. We show under which conditions this allows us to identify the causal direction for the linear setting with heteroscedastic noise, for the non-linear setting with homoscedastic noise, as well as empirically confirm that these results generalize to the non-linear and heteroscedastic case. Altogether, the ability to model heteroscedasticity translates into an improved performance in telling cause from effect on a wide range of synthetic and real-world datasets.