Counterfactual Reasoning & Tanmayee Narendra Causal Inference

BeyondCorrelationCounterfactualReasoning&

CausalInference

TanmayeeNarendraIBMResearch

KarlPearson• “Beyondsuchdiscardedfundamentalsas

‘matter’and‘force’liesstillanotherfetishamidsttheinscrutablearcanaofmodernscience,namely,thecategoryofcauseandeffect.”

• Hecategoricallydeniedtheneedforanindependentconceptofcausalrelationbeyondcorrelation.

Porter,TheodoreM.“KarlPearson.” Encyclopædia Britannica,Encyclopædia Britannica,Inc.,20Mar.2018,www.britannica.com/biography/Karl-Pearson.

WhatisCausality?Whydoweneedit?

AnExample

GeneA GeneB

AdaptedfromPeters,Jonas,DominikJanzing,andBernhardSchölkopf. Elementsofcausalinference:foundationsandlearningalgorithms.MITPress,2017.

StatisticalInferenceParadigm

AdaptedfromPearl,Judea. Causality.Cambridgeuniversitypress,2009.

CausalParadigm


CausalModel

• Anycausalmodelmustbeabletoanswerthefollowingtypesofquestions1. Observationalquestions

Whatifwesee A?2. Actionquestions(interventions)

Whatifwedo A?3. Counterfactualquestions

Whatifwedidthingsdifferently?• ParametricandNon-parametric


CausalModel

• AnyCausalModelusuallycomprisesof• CausalGraph• Distribution• InterventionDistributions• Counterfactuals

Prediction

Wouldthepavementbe

slipperyifwefindthesprinkleroff?


Intervention

Wouldthepavementbeslipperyifwemakesurethesprinkleris

off?


Counterfactual

Wouldthepavementbeslipperyhadthesprinkler

beenoff,giventhatthepavementisinfactnotslipperyandthesprinkler

ison?


CausalBayesianNetworks


Intervention


MarkovEquivalent

Class


CausalBayesianNetworks


StructuralEquationModels


IsCausalityuseful?

ComputationalAdvertising

• Complex system with several MLcomponents, and actors withvaried interests• Traditionally modelled asContextual Bandits• Causal Modelling helps in designof the system, by making itprincipled and cheaper

Bottou,Léon,etal."Counterfactualreasoningandlearningsystems:Theexampleofcomputationaladvertising." TheJournalofMachineLearningResearch 14.1(2013):3207-3260.

ExoplanetSearch

• RemovingsystemicnoisefromobservationsoftheKeplerspaceobservatory• Systemicnoiseintroducedfromspacecraftandtelescope(pointingjitter)• NewtechniquecalledHalf-SiblingRegression

Schölkopf,Bernhard,etal."Removingsystematicerrorsforexoplanetsearchvialatentcauses." InternationalConferenceonMachineLearning.2015.

GenePerturbationExperiments

• Improvingexperimentalinterventionslikegenedeletion• Estimatecausalrelationsbetweenbiochemicalagents

Peters,Jonas,PeterBühlmann,andNicolaiMeinshausen."Causalinferencebyusinginvariantprediction:identificationandconfidenceintervals." JournaloftheRoyalStatisticalSociety:SeriesB(StatisticalMethodology) 78.5(2016):947-1012.

EstimatingtheEffectofaMarketIntervention

• Didaparticularadvertisingcampaignincreaseproductsales?• BayesianStructuralTimeSeriesModel• Brodersen KH,Gallusser F,KoehlerJ,RemyN,ScottSL.InferringcausalimpactusingBayesianstructuraltime-seriesmodels. AnnalsofAppliedStatistics,2015,Vol.9,No.1,247-274.

Brodersen,KayH.,etal."InferringcausalimpactusingBayesianstructuraltime-seriesmodels." TheAnnalsofAppliedStatistics 9.1(2015):247-274.

AppStoreAnalysis

• Estimatewhichappreleaseissuccessfulandwhichisnot• SimpleapplicationofCausalImpactpaper

Martin,William."Causalimpactforappstoreanalysis." SoftwareEngineeringCompanion(ICSE-C),IEEE/ACMInternationalConferenceon.IEEE,2016.

PeopleinCausal

Inference

• UCLA- JudeaPearl• CMU- PeterSpirtes,ClarkGlymour,RichardScheines• Harvard- DonaldRubin• ETH-Zurich- JonasPeters,PeterBuhlmann,NicolaiMeinshausen,Stefen Bauer• MPI-Tubingen- DominikJanzing,BernhardScholkopf• Others- Joris Mooij,Patrik Hoyerandmanyothers

FurtherReading

• Pearl,Judea. Causality.Cambridgeuniversitypress,2009.• Peters,Jonas,DominikJanzing,andBernhardSchölkopf. Elementsofcausalinference:foundationsandlearningalgorithms.MITPress,2017.• LecturesonCausalityhttps://youtu.be/zvrcyqcN9Wo• Andmanymore

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Counterfactual Reasoning & Tanmayee Narendra Causal Inference

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