Strength High
CHIP: A Hawkes Process Model for Continuous-time Networks with Scalable and Consistent Estimation
In many application settings involving networks, such as messages between users of an on-line social network or transactions between traders in financial markets, the observed data consist of timestamped relational events, which form a continuoustime network. We propose the Community Hawkes Independent Pairs (CHIP) generative model for such networks. We show that applying spectral clustering to an aggregated adjacency matrix constructed from the CHIP model provides consistent community detection for a growing number of nodes and time duration. We also develop consistent and computationally efficient estimators for the model parameters. We demonstrate that our proposed CHIP model and estimation procedure scales to large networks with tens of thousands of nodes and provides superior fits than existing continuous-time network models on several real networks.
Benchmarking Estimators for Natural Experiments: A Novel Dataset and a Doubly Robust Algorithm
Estimating the effect of treatments from natural experiments, where treatments are pre-assigned, is an important and well-studied problem. We introduce a novel natural experiment dataset obtained from an early childhood literacy nonprofit. Surprisingly, applying over 20 established estimators to the dataset produces inconsistent results in evaluating the nonprofit's efficacy. To address this, we create a benchmark to evaluate estimator accuracy using synthetic outcomes, whose design was guided by domain experts. The benchmark extensively explores performance as real world conditions like sample size, treatment correlation, and propensity score accuracy vary. Based on our benchmark, we observe that the class of doubly robust treatment effect estimators, which are based on simple and intuitive regression adjustment, generally outperform other more complicated estimators by orders of magnitude. To better support our theoretical understanding of doubly robust estimators, we derive a closed form expression for the variance of any such estimator that uses dataset splitting to obtain an unbiased estimate. This expression motivates the design of a new doubly robust estimator that uses a novel loss function when fitting functions for regression adjustment. We release the dataset and benchmark in a Python package; the package is built in a modular way to facilitate new datasets and estimators.
Higher-Order Causal Message Passing for Experimentation with Complex Interference William Overman
Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit can influence outcomes for others through direct or indirect interactions. Such interference can lead to biased treatment effect estimates, particularly when the structure of these interactions is unknown. We address this challenge by introducing a new class of estimators based on causal message-passing, specifically designed for settings with pervasive, unknown interference. Our estimator draws on information from the sample mean and variance of unit outcomes and treatments over time, enabling efficient use of observed data to estimate the evolution of the system state. Concretely, we construct non-linear features from the moments of unit outcomes and treatments and then learn a function that maps these features to future mean and variance of unit outcomes. This allows for the estimation of the treatment effect over time. Extensive simulations across multiple domains, using synthetic and real network data, demonstrate the efficacy of our approach in estimating total treatment effect dynamics, even in cases where interference exhibits non-monotonic behavior in the probability of treatment.
Using Surrogates in Covariate-adjusted Response-adaptive Randomized Experiments with Delayed Outcomes
Covariate-adjusted response-adaptive randomization (CARA) designs are gaining increasing attention. These designs combine the advantages of randomized experiments with the ability to adaptively revise treatment allocations based on data collected across multiple stages, enhancing estimation efficiency. Yet, CARA designs often assume that primary outcomes are immediately observable, which is not the case in many clinical scenarios where there is a delay in observing primary outcomes. This assumption can lead to significant missingness and inefficient estimation of treatment effects. To tackle this practical challenge, we propose a CARA experimental strategy integrating delayed primary outcomes with immediately observed surrogate outcomes.
An engine not a camera: Measuring performative power of online search ELLIS Institute Tübingen
The power of digital platforms is at the center of major ongoing policy and regulatory efforts. To advance existing debates, we designed and executed an experiment to measure the performative power of online search providers. Instantiated in our setting, performative power quantifies the ability of a search engine to steer web traffic by rearranging results. To operationalize this definition we developed a browser extension that performs unassuming randomized experiments in the background. These randomized experiments emulate updates to the search algorithm and identify the causal effect of different content arrangements on clicks. Analyzing tens of thousands of clicks, we discuss what our robust quantitative findings say about the power of online search engines, using the Google Shopping antitrust investigation as a case study. More broadly, we envision our work to serve as a blueprint for how the recent definition of performative power can help integrate quantitative insights from online experiments with future investigations into the economic power of digital platforms.
Sense and Sensitivity Analysis: Simple Post-Hoc Analysis of Bias Due to Unobserved Confounding Google Research
It is a truth universally acknowledged that an observed association without known mechanism must be in want of a causal estimate. However, Causal estimates from observational data will be biased in the presence of'unobserved confounding'. Nevertheless, we might hope that the influence of unobserved confounders is weak relative to a'large' estimated effect. The purpose of this paper is to develop Austen plots, a sensitivity analysis tool to aid such judgments by making it easier to reason about potential bias induced by unobserved confounding. We formalize confounding strength in terms of how strongly the unobserved confounding influences treatment assignment and outcome. For a target level of bias, an Austen plot shows the minimum values of treatment and outcome influence required to induce that level of bias. Austen plots generalize the classic sensitivity analysis approach of Imbens [Imb03]. Critically, Austen plots allow any approach for modeling the observed data. We illustrate the tool by assessing biases for several real causal inference problems, using a variety of machine learning approaches for the initial data analysis.
In Pursuit of Causal Label Correlations for Multi-label Image Recognition 3 1
Multi-label image recognition aims to predict all objects present in an input image. A common belief is that modeling the correlations between objects is beneficial for multi-label recognition. However, this belief has been recently challenged as label correlations may mislead the classifier in testing, due to the possible contextual bias in training. Accordingly, a few of recent works not only discarded label correlation modeling, but also advocated to remove contextual information for multi-label image recognition. This work explicitly explores label correlations for multi-label image recognition based on a principled causal intervention approach. With causal intervention, we pursue causal label correlations and suppress spurious label correlations, as the former tend to convey useful contextual cues while the later may mislead the classifier. Specifically, we decouple label-specific features with a Transformer decoder attached to the backbone network, and model the confounders which may give rise to spurious correlations by clustering spatial features of all training images. Based on label-specific features and confounders, we employ a cross-attention module to implement causal intervention, quantifying the causal correlations from all object categories to each predicted object category. Finally, we obtain image labels by combining the predictions from decoupled features and causal label correlations.