We address the problem of integrating data from multiple observational and interventional studies to eventually compute counterfactuals in structural causal models. We derive a likelihood characterisation for the overall data that leads us to extend a previous EM-based algorithm from the case of a single study to that of multiple ones. The new algorithm learns to approximate the (unidentifiability) region of model parameters from such mixed data sources. On this basis, it delivers interval approximations to counterfactual results, which collapse to points in the identifiable case. The algorithm is very general, it works on semi-Markovian models with discrete variables and can compute any counterfactual. Moreover, it automatically determines if a problem is feasible (the parameter region being nonempty), which is a necessary step not to yield incorrect results. Systematic numerical experiments show the effectiveness and accuracy of the algorithm, while hinting at the benefits of integrating heterogeneous data to get informative bounds in case of unidentifiability.
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结构因果模型是珍珠因果理论的基本建模单元;原则上,他们允许我们解决反事实,这些反应性是因果关系阶梯的顶部梯级。但它们通常包含将其应用程序应用于特殊设置的潜在变量。这似乎是本文证明的事实的结果,即使在具有聚节形图所表征的模型中,也是NP - 硬的因果推断。为了处理这种硬度,我们介绍了因果EM算法。其主要目标是从关于分类清单变量的数据重建关于潜在变量的不确定性。然后通过贝叶斯网络的标准算法解决反事实推断。结果是近似计算反事实的一般方法,是它们可识别的或不可识别(在这种情况下,我们提供界限)。我们经验展示,以及通过导出可靠的间隔,我们提供的近似在展开的EM运行中得到准确。这些结果终于争辩说,似乎对趋势的想法似乎不受注意到的趋势概念,即不知道结构方程,通常可以计算反事实界。
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我们基于从多个数据集的合并信息介绍了一种反事实推断的方法。我们考虑了统计边际问题的因果重新重新制定:鉴于边际结构因果模型(SCM)的集合在不同但重叠的变量集上,请确定与边际相反一致的关节SCMS集。我们使用响应函数配方对分类SCM进行了形式化这种方法,并表明它降低了允许的边际和关节SCM的空间。因此,我们的工作通过其他变量突出了一种通过其他变量的新模式,与统计数据相反。
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基于AI和机器学习的决策系统已在各种现实世界中都使用,包括医疗保健,执法,教育和金融。不再是牵强的,即设想一个未来,自治系统将推动整个业务决策,并且更广泛地支持大规模决策基础设施以解决社会最具挑战性的问题。当人类做出决定时,不公平和歧视的问题普遍存在,并且当使用几乎没有透明度,问责制和公平性的机器做出决定时(或可能会放大)。在本文中,我们介绍了\ textit {Causal公平分析}的框架,目的是填补此差距,即理解,建模,并可能解决决策设置中的公平性问题。我们方法的主要见解是将观察到数据中存在的差异的量化与基本且通常是未观察到的因果机制收集的因果机制的收集,这些机制首先会产生差异,挑战我们称之为因果公平的基本问题分析(FPCFA)。为了解决FPCFA,我们研究了分解差异和公平性的经验度量的问题,将这种变化归因于结构机制和人群的不同单位。我们的努力最终达到了公平地图,这是组织和解释文献中不同标准之间关系的首次系统尝试。最后,我们研究了进行因果公平分析并提出一本公平食谱的最低因果假设,该假设使数据科学家能够评估不同影响和不同治疗的存在。
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This review presents empirical researchers with recent advances in causal inference, and stresses the paradigmatic shifts that must be undertaken in moving from traditional statistical analysis to causal analysis of multivariate data. Special emphasis is placed on the assumptions that underly all causal inferences, the languages used in formulating those assumptions, the conditional nature of all causal and counterfactual claims, and the methods that have been developed for the assessment of such claims. These advances are illustrated using a general theory of causation based on the Structural Causal Model (SCM) described in Pearl (2000a), which subsumes and unifies other approaches to causation, and provides a coherent mathematical foundation for the analysis of causes and counterfactuals. In particular, the paper surveys the development of mathematical tools for inferring (from a combination of data and assumptions) answers to three types of causal queries: (1) queries about the effects of potential interventions, (also called "causal effects" or "policy evaluation") (2) queries about probabilities of counterfactuals, (including assessment of "regret," "attribution" or "causes of effects") and (3) queries about direct and indirect effects (also known as "mediation"). Finally, the paper defines the formal and conceptual relationships between the structural and potential-outcome frameworks and presents tools for a symbiotic analysis that uses the strong features of both.
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反事实推断是一种强大的工具,能够解决备受瞩目的领域中具有挑战性的问题。要进行反事实推断,需要了解潜在的因果机制。但是,仅凭观察和干预措施就不能独特地确定因果机制。这就提出了一个问题,即如何选择因果机制,以便在给定领域中值得信赖。在具有二进制变量的因果模型中已经解决了这个问题,但是分类变量的情况仍未得到解答。我们通过为具有分类变量的因果模型引入反事实排序的概念来应对这一挑战。为了学习满足这些约束的因果机制,并对它们进行反事实推断,我们引入了深层双胞胎网络。这些是深层神经网络,在受过训练的情况下,可以进行双网络反事实推断 - 一种替代绑架,动作和预测方法的替代方法。我们从经验上测试了来自医学,流行病学和金融的多种现实世界和半合成数据的方法,并报告了反事实概率的准确估算,同时证明了反事实订购时不执行反事实的问题。
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也称为(非参数)结构方程模型(SEMS)的结构因果模型(SCM)被广泛用于因果建模目的。特别是,也称为递归SEM的无循环SCMS,形成了一个研究的SCM的良好的子类,概括了因果贝叶斯网络来允许潜在混淆。在本文中,我们调查了更多普通环境中的SCM,允许存在潜在混杂器和周期。我们展示在存在周期中,无循环SCM的许多方便的性质通常不会持有:它们并不总是有解决方案;它们并不总是诱导独特的观察,介入和反事实分布;边缘化并不总是存在,如果存在边缘模型并不总是尊重潜在的投影;他们并不总是满足马尔可夫财产;他们的图表并不总是与他们的因果语义一致。我们证明,对于SCM一般,这些属性中的每一个都在某些可加工条件下保持。我们的工作概括了SCM的结果,迄今为止仅针对某些特殊情况所知的周期。我们介绍了将循环循环设置扩展到循环设置的简单SCM的类,同时保留了许多方便的无环SCM的性能。用本文,我们的目标是为SCM提供统计因果建模的一般理论的基础。
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This work shows how to leverage causal inference to understand the behavior of complex learning systems interacting with their environment and predict the consequences of changes to the system. Such predictions allow both humans and algorithms to select the changes that would have improved the system performance. This work is illustrated by experiments on the ad placement system associated with the Bing search engine.
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我们考虑代表代理模型的问题,该模型使用我们称之为CSTREES的阶段树模型的适当子类对离散数据编码离散数据的原因模型。我们表明,可以通过集合表达CSTREE编码的上下文专用信息。由于并非所有阶段树模型都承认此属性,CSTREES是一个子类,可提供特定于上下文的因果信息的透明,直观和紧凑的表示。我们证明了CSTREEES承认全球性马尔可夫属性,它产生了模型等价的图形标准,概括了Verma和珍珠的DAG模型。这些结果延伸到一般介入模型设置,使CSTREES第一族的上下文专用模型允许介入模型等价的特征。我们还为CSTREE的最大似然估计器提供了一种封闭式公式,并使用它来表示贝叶斯信息标准是该模型类的本地一致的分数函数。在模拟和实际数据上分析了CSTHEELE的性能,在那里我们看到与CSTREELE而不是一般上演树的建模不会导致预测精度的显着损失,同时提供了特定于上下文的因果信息的DAG表示。
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决策者需要在采用新的治疗政策之前预测结果的发展,该政策定义了何时以及如何连续地影响结果的治疗序列。通常,预测介入的未来结果轨迹的算法将未来治疗的固定顺序作为输入。这要么忽略了未来治疗对结果之前的结果的依赖性,要么隐含地假设已知治疗政策,因此排除了该政策未知或需要反事实分析的情况。为了应对这些局限性,我们开发了一种用于治疗和结果的联合模型,该模型允许估计处理策略和顺序治疗(OUT COMECTION数据)的影响。它可以回答有关治疗政策干预措施的介入和反事实查询,因为我们使用有关血糖进展的现实数据显示,并在此基础上进行了模拟研究。
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贝叶斯结构学习允许人们对负责生成给定数据的因果定向无环图(DAG)捕获不确定性。在这项工作中,我们提出了结构学习(信任)的可疗法不确定性,这是近似后推理的框架,依赖于概率回路作为我们后验信仰的表示。与基于样本的后近似值相反,我们的表示可以捕获一个更丰富的DAG空间,同时也能够通过一系列有用的推理查询来仔细地理解不确定性。我们从经验上展示了如何将概率回路用作结构学习方法的增强表示,从而改善了推断结构和后部不确定性的质量。有条件查询的实验结果进一步证明了信任的表示能力的实际实用性。
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Machine learning can impact people with legal or ethical consequences when it is used to automate decisions in areas such as insurance, lending, hiring, and predictive policing. In many of these scenarios, previous decisions have been made that are unfairly biased against certain subpopulations, for example those of a particular race, gender, or sexual orientation. Since this past data may be biased, machine learning predictors must account for this to avoid perpetuating or creating discriminatory practices. In this paper, we develop a framework for modeling fairness using tools from causal inference. Our definition of counterfactual fairness captures the intuition that a decision is fair towards an individual if it is the same in (a) the actual world and (b) a counterfactual world where the individual belonged to a different demographic group. We demonstrate our framework on a real-world problem of fair prediction of success in law school. * Equal contribution. This work was done while JL was a Research Fellow at the Alan Turing Institute. 2 https://obamawhitehouse.archives.gov/blog/2016/05/04/big-risks-big-opportunities-intersection-big-dataand-civil-rights 31st Conference on Neural Information Processing Systems (NIPS 2017),
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贝叶斯网络是一种图形模型,用于编码感兴趣的变量之间的概率关系。当与统计技术结合使用时,图形模型对数据分析具有几个优点。一个,因为模型对所有变量中的依赖性进行编码,因此它易于处理缺少某些数据条目的情况。二,贝叶斯网络可以用于学习因果关系,因此可以用来获得关于问题域的理解并预测干预的后果。三,因为该模型具有因果和概率语义,因此是结合先前知识(通常出现因果形式)和数据的理想表示。四,贝叶斯网络与贝叶斯网络的统计方法提供了一种有效和原则的方法,可以避免数据过剩。在本文中,我们讨论了从先前知识构建贝叶斯网络的方法,总结了使用数据来改善这些模型的贝叶斯统计方法。关于后一项任务,我们描述了学习贝叶斯网络的参数和结构的方法,包括使用不完整数据学习的技术。此外,我们还联系了贝叶斯网络方法,以学习监督和无监督学习的技术。我们说明了使用真实案例研究的图形建模方法。
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Neurally-parameterized Structural Causal Models in the Pearlian notion to causality, referred to as NCM, were recently introduced as a step towards next-generation learning systems. However, said NCM are only concerned with the learning aspect of causal inference but totally miss out on the architecture aspect. That is, actual causal inference within NCM is intractable in that the NCM won't return an answer to a query in polynomial time. This insight follows as corollary to the more general statement on the intractability of arbitrary SCM parameterizations, which we prove in this work through classical 3-SAT reduction. Since future learning algorithms will be required to deal with both high dimensional data and highly complex mechanisms governing the data, we ultimately believe work on tractable inference for causality to be decisive. We also show that not all ``causal'' models are created equal. More specifically, there are models capable of answering causal queries that are not SCM, which we refer to as \emph{partially causal models} (PCM). We provide a tabular taxonomy in terms of tractability properties for all of the different model families, namely correlation-based, PCM and SCM. To conclude our work, we also provide some initial ideas on how to overcome parts of the intractability of causal inference with SCM by showing an example of how parameterizing an SCM with SPN modules can at least allow for tractable mechanisms. We hope that our impossibility result alongside the taxonomy for tractability in causal models can raise awareness for this novel research direction since achieving success with causality in real world downstream tasks will not only depend on learning correct models as we also require having the practical ability to gain access to model inferences.
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研究了与隐藏变量有关的非循环图(DAG)相关的因果模型中因果效应的识别理论。然而,由于估计它们输出的识别功能的复杂性,因此未耗尽相应的算法。在这项工作中,我们弥合了识别和估算涉及单一治疗和单一结果的人口水平因果效应之间的差距。我们派生了基于功能的估计,在大类隐藏变量DAG中表现出对所识别的效果的双重稳健性,其中治疗满足简单的图形标准;该类包括模型,产生调整和前门功能作为特殊情况。我们还提供必要的和充分条件,其中隐藏变量DAG的统计模型是非分子饱和的,并且意味着对观察到的数据分布没有平等约束。此外,我们推导了一类重要的隐藏变量DAG,这意味着观察到观察到的数据分布等同于完全观察到的DAG等同于(最高的相等约束)。在这些DAG类中,我们推出了实现兴趣目标的半导体效率界限的估计估计值,该估计是治疗满足我们的图形标准的感兴趣的目标。最后,我们提供了一种完整的识别算法,可直接产生基于权重的估计策略,以了解隐藏可变因果模型中的任何可识别效果。
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因果推断对于跨业务参与,医疗和政策制定等领域的数据驱动决策至关重要。然而,关于因果发现的研究已经与推理方法分开发展,从而阻止了两个领域方法的直接组合。在这项工作中,我们开发了深层端到端因果推理(DECI),这是一种基于流动的非线性添加噪声模型,该模型具有观察数据,并且可以执行因果发现和推理,包括有条件的平均治疗效果(CATE) )估计。我们提供了理论上的保证,即DECI可以根据标准因果发现假设恢复地面真实因果图。受应用影响的激励,我们将该模型扩展到具有缺失值的异质,混合型数据,从而允许连续和离散的治疗决策。我们的结果表明,与因果发现的相关基线相比,DECI的竞争性能和(c)在合成数据集和因果机器学习基准测试基准的一千多个实验中,跨数据类型和缺失水平进行了估计。
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We consider the problem of recovering the causal structure underlying observations from different experimental conditions when the targets of the interventions in each experiment are unknown. We assume a linear structural causal model with additive Gaussian noise and consider interventions that perturb their targets while maintaining the causal relationships in the system. Different models may entail the same distributions, offering competing causal explanations for the given observations. We fully characterize this equivalence class and offer identifiability results, which we use to derive a greedy algorithm called GnIES to recover the equivalence class of the data-generating model without knowledge of the intervention targets. In addition, we develop a novel procedure to generate semi-synthetic data sets with known causal ground truth but distributions closely resembling those of a real data set of choice. We leverage this procedure and evaluate the performance of GnIES on synthetic, real, and semi-synthetic data sets. Despite the strong Gaussian distributional assumption, GnIES is robust to an array of model violations and competitive in recovering the causal structure in small- to large-sample settings. We provide, in the Python packages "gnies" and "sempler", implementations of GnIES and our semi-synthetic data generation procedure.
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我们研究了全球优化因果关系变量的因果关系变量的问题,在该目标变量中可以进行干预措施。这个问题在许多科学领域都引起,包括生物学,运营研究和医疗保健。我们提出了因果熵优化(CEO),该框架概括了因果贝叶斯优化(CBO),以说明所有不确定性来源,包括由因果图结构引起的。首席执行官在因果效应的替代模型中以及用于通过信息理论采集函数选择干预措施的机制中纳入了因果结构的不确定性。所得算法自动交易结构学习和因果效应优化,同时自然考虑观察噪声。对于各种合成和现实世界的结构性因果模型,与CBO相比,CEO可以更快地与全局最佳达到融合,同时还可以学习图形。此外,我们的结构学习和因果优化的联合方法在顺序的结构学习优先方法上改善了。
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最近对DataSet Shift的兴趣,已经产生了许多方法,用于查找新的未经,无奈环境中预测的不变分布。然而,这些方法考虑不同类型的班次,并且已经在不同的框架下开发,从理论上难以分析解决方案如何与稳定性和准确性不同。采取因果图形视图,我们使用灵活的图形表示来表达各种类型的数据集班次。我们表明所有不变的分布对应于图形运算符的因果层次结构,该图形运算符禁用负责班次的图表中的边缘。层次结构提供了一个常见的理论基础,以便理解可以实现转移的何时以及如何实现稳定性,并且在稳定的分布可能不同的情况下。我们使用它来建立跨环境最佳性能的条件,并导出找到最佳稳定分布的新算法。使用这种新的视角,我们经验证明了最低限度和平均性能之间的权衡。
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本文介绍了在结构因果模型(SCM)的一般空间上定义的一系列拓扑结构,介绍了因果推断的拓扑学习 - 理论观点。作为框架的说明,我们证明了拓扑因果层次结构定理,表明只有在微薄的SCM集中就可以实现了无实体的假设因果推断。由于弱拓扑结构和统计上可验证假设的开放集之间的已知对应关系,我们的结果表明,原则上的归纳假设足以许可有效的因果推论是统计上无可核实的。类似于无午餐定理的统计推断,目前的结果阐明了因果推断的实质性假设的必然性。我们拓扑方法的额外好处是它很容易容纳具有无限变量的SCM。我们终于建议该框架对探索和评估替代因果归纳的积极项目有所帮助。
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