skip to main content


Title: Estimating Identifiable Causal Effects on Markov Equivalence Class through Double Machine Learning
General methods have been developed for estimating causal effects from observational data under causal assumptions encoded in the form of a causal graph. Most of this literature assumes that the underlying causal graph is completely specified. However, only observational data is available in most practical settings, which means that one can learn at most a Markov equivalence class (MEC) of the underlying causal graph. In this paper, we study the problem of causal estimation from a MEC represented by a partial ancestral graph (PAG), which is learnable from observational data. We develop a general estimator for any identifiable causal effects in a PAG. The result fills a gap for an end-to-end solution to causal inference from observational data to effects estimation. Specifically, we develop a complete identification algorithm that derives an influence function for any identifiable causal effects from PAGs. We then construct a double/debiased machine learning (DML) estimator that is robust to model misspecification and biases in nuisance function estimation, permitting the use of modern machine learning techniques. Simulation results corroborate with the theory.  more » « less
Award ID(s):
2040971
PAR ID:
10318191
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Proceedings of Machine Learning Research
Volume:
139
ISSN:
2640-3498
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Abstract

    Bayesian networks have been widely used to generate causal hypotheses from multivariate data. Despite their popularity, the vast majority of existing causal discovery approaches make the strong assumption of a (partially) homogeneous sampling scheme. However, such assumption can be seriously violated, causing significant biases when the underlying population is inherently heterogeneous. To this end, we propose a novel causal Bayesian network model, termed BN-LTE, that embeds heterogeneous samples onto a low-dimensional manifold and builds Bayesian networks conditional on the embedding. This new framework allows for more precise network inference by improving the estimation resolution from the population level to the observation level. Moreover, while causal Bayesian networks are in general not identifiable with purely observational, cross-sectional data due to Markov equivalence, with the blessing of causal effect heterogeneity, we prove that the proposed BN-LTE is uniquely identifiable under relatively mild assumptions. Through extensive experiments, we demonstrate the superior performance of BN-LTE in causal structure learning as well as inferring observation-specific gene regulatory networks from observational data.

     
    more » « less
  2. Summary It is important to draw causal inference from observational studies, but this becomes challenging if the confounders have missing values. Generally, causal effects are not identifiable if the confounders are missing not at random. In this article we propose a novel framework for nonparametric identification of causal effects with confounders subject to an outcome-independent missingness, which means that the missing data mechanism is independent of the outcome, given the treatment and possibly missing confounders. We then propose a nonparametric two-stage least squares estimator and a parametric estimator for causal effects. 
    more » « less
  3. We study the problem of learning conditional average treatment effects (CATE) from observational data with unobserved confounders. The CATE function maps baseline covariates to individual causal effect predictions and is key for personalized assessments. Recent work has focused on how to learn CATE under unconfoundedness, i.e., when there are no unobserved confounders. Since CATE may not be identified when unconfoundedness is violated, we develop a functional interval estimator that predicts bounds on the individual causal effects under realistic violations of unconfoundedness. Our estimator takes the form of a weighted kernel estimator with weights that vary adversarially. We prove that our estimator is sharp in that it converges exactly to the tightest bounds possible on CATE when there may be unobserved confounders. Further, we study personalized decision rules derived from our estimator and prove that they achieve optimal minimax regret asymptotically. We assess our approach in a simulation study as well as demonstrate its application in the case of hormone replacement therapy by comparing conclusions from a real observational study and clinical trial. 
    more » « less
  4. Abstract

    Recent years have witnessed a rocketing growth of machine learning methods on graph data, especially those powered by effective neural networks. Despite their success in different real‐world scenarios, the majority of these methods on graphs only focus on predictive or descriptive tasks, but lack consideration of causality. Causal inference can reveal the causality inside data, promote human understanding of the learning process and model prediction, and serve as a significant component of artificial intelligence (AI). An important problem in causal inference is causal effect estimation, which aims to estimate the causal effects of a certain treatment (e.g., prescription of medicine) on an outcome (e.g., cure of disease) at an individual level (e.g., each patient) or a population level (e.g., a group of patients). In this paper, we introduce the background of causal effect estimation from observational data, envision the challenges of causal effect estimation with graphs, and then summarize representative approaches of causal effect estimation with graphs in recent years. Furthermore, we provide some insights for future research directions in related area. Link to video abstract:https://youtu.be/BpDPOOqw‐ns

     
    more » « less
  5. Abstract

    Structural nested mean models (SNMMs) are useful for causal inference of treatment effects in longitudinal observational studies. Most existing works assume that the data are collected at prefixed time points for all subjects, which, however, may be restrictive in practice. To deal with irregularly spaced observations, we assume a class of continuous‐time SNMMs and a martingale condition of no unmeasured confounding (NUC) to identify the causal parameters. We develop the semiparametric efficiency theory and locally efficient estimators for continuous‐time SNMMs. This task is nontrivial due to the restrictions from the NUC assumption imposed on the SNMM parameter. In the presence of ignorable censoring, we show that the complete‐case estimator is optimal among a class of weighting estimators including the inverse probability of censoring weighting estimator, and it achieves a double robustness feature in that it is consistent if at least one of the models for the potential outcome mean function and the treatment process is correctly specified. The new framework allows us to conduct causal analysis respecting the underlying continuous‐time nature of data processes. The simulation study shows that the proposed estimator outperforms existing approaches. We estimate the effect of time to initiate highly active antiretroviral therapy on the CD4 count at year 2 from the observational Acute Infection and Early Disease Research Program database.

     
    more » « less