counterfactual reasoning & tanmayee narendra causal inference
TRANSCRIPT
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.
AnExample
GeneA GeneB
AdaptedfromPeters,Jonas,DominikJanzing,andBernhardSchölkopf. Elementsofcausalinference:foundationsandlearningalgorithms.MITPress,2017.
AnExample
GeneA GeneB
AdaptedfromPeters,Jonas,DominikJanzing,andBernhardSchölkopf. Elementsofcausalinference:foundationsandlearningalgorithms.MITPress,2017.
CausalModel
• Anycausalmodelmustbeabletoanswerthefollowingtypesofquestions1. Observationalquestions
Whatifwesee A?2. Actionquestions(interventions)
Whatifwedo A?3. Counterfactualquestions
Whatifwedidthingsdifferently?• ParametricandNon-parametric
AdaptedfromPearl,Judea. Causality.Cambridgeuniversitypress,2009.
CausalModel
• AnyCausalModelusuallycomprisesof• CausalGraph• Distribution• InterventionDistributions• Counterfactuals
Prediction
Wouldthepavementbe
slipperyifwefindthesprinkleroff?
AdaptedfromPearl,Judea. Causality.Cambridgeuniversitypress,2009.
Intervention
Wouldthepavementbeslipperyifwemakesurethesprinkleris
off?
AdaptedfromPearl,Judea. Causality.Cambridgeuniversitypress,2009.
Counterfactual
Wouldthepavementbeslipperyhadthesprinkler
beenoff,giventhatthepavementisinfactnotslipperyandthesprinkler
ison?
AdaptedfromPearl,Judea. Causality.Cambridgeuniversitypress,2009.
CausalBayesianNetworks
AdaptedfromPeters,Jonas,DominikJanzing,andBernhardSchölkopf. Elementsofcausalinference:foundationsandlearningalgorithms.MITPress,2017.
CausalBayesianNetworks
AdaptedfromPeters,Jonas,DominikJanzing,andBernhardSchölkopf. Elementsofcausalinference:foundationsandlearningalgorithms.MITPress,2017.
StructuralEquationModels
AdaptedfromPeters,Jonas,DominikJanzing,andBernhardSchölkopf. Elementsofcausalinference:foundationsandlearningalgorithms.MITPress,2017.
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