We introduce the Salesforce CausalAI Library, an open-source library for causal analysis using observational data. It supports causal discovery and causal inference for tabular and time series data, of discrete, continuous and heterogeneous types. This library includes algorithms that handle linear and non-linear causal relationships between variables, and uses multi-processing for speed-up. We also include a data generator capable of generating synthetic data with specified structural equation model for the aforementioned data formats and types, that helps users control the ground-truth causal process while investigating various algorithms. Finally, we provide a user interface (UI) that allows users to perform causal analysis on data without coding. The goal of this library is to provide a fast and flexible solution for a variety of problems in the domain of causality. This technical report describes the Salesforce CausalAI API along with its capabilities, the implementations of the supported algorithms, and experiments demonstrating their performance and speed.

In a typical emergency call for service event, a 911 dispatcher takes down information from the caller, dispatches an officer, and attaches available location, type, time, and text information to the call record. Eventually, the officer arrives on scene, handles the situation at hand, and then writes up a detailed report of what occurred during the incident, known as an "incident narrative". Such narratives are extremely informative and contain nuance beyond the set of time-points and event category assigned by a call dispatcher and recorded in a call for service database. However, the narratives are also highly noisy and unstructured as they are often written in haste. In this work, we study an extensive call-for-service data set from the Atlanta Police Department (APD).

Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $\pi(\theta)\propto \exp(-U(\theta)) $, LMC iteratively generates the next sample by taking a step in the gradient direction $\nabla U$ with added Gaussian perturbations. Expectations w.r.t. the target distribution $\pi$ are estimated by averaging over LMC samples. In ordinary Monte Carlo, it is well known that the estimation error can be substantially reduced by replacing independent random samples by quasi-random samples like low-discrepancy sequences. In this work, we show that the estimation error of LMC can also be reduced by using quasi-random samples. Specifically, we propose to use completely uniformly distributed (CUD) sequences with certain low-discrepancy property to generate the Gaussian perturbations. Under smoothness and convexity conditions, we prove that LMC with a low-discrepancy CUD sequence achieves smaller error than standard LMC. The theoretical analysis is supported by compelling numerical experiments, which demonstrate the effectiveness of our approach.

Deep Gaussian Process (DGP) models offer a powerful nonparametric approach for Bayesian inference, but exact inference is typically intractable, motivating the use of various approximations. However, existing approaches, such as mean-field Gaussian assumptions, limit the expressiveness and efficacy of DGP models, while stochastic approximation can be computationally expensive. To tackle these challenges, we introduce Neural Operator Variational Inference (NOVI) for Deep Gaussian Processes. NOVI uses a neural generator to obtain a sampler and minimizes the Regularized Stein Discrepancy in L2 space between the generated distribution and true posterior. We solve the minimax problem using Monte Carlo estimation and subsampling stochastic optimization techniques. We demonstrate that the bias introduced by our method can be controlled by multiplying the Fisher divergence with a constant, which leads to robust error control and ensures the stability and precision of the algorithm. Our experiments on datasets ranging from hundreds to tens of thousands demonstrate the effectiveness and the faster convergence rate of the proposed method. We achieve a classification accuracy of 93.56 on the CIFAR10 dataset, outperforming SOTA Gaussian process methods. Furthermore, our method guarantees theoretically controlled prediction error for DGP models and demonstrates remarkable performance on various datasets. We are optimistic that NOVI has the potential to enhance the performance of deep Bayesian nonparametric models and could have significant implications for various practical applications

Offline reinforcement learning is important in domains such as medicine, economics, and e-commerce where online experimentation is costly, dangerous or unethical, and where the true model is unknown. However, most methods assume all covariates used in the behavior policy's action decisions are observed. Though this assumption, sequential ignorability/unconfoundedness, likely does not hold in observational data, most of the data that accounts for selection into treatment may be observed, motivating sensitivity analysis. We study robust policy evaluation and policy optimization in the presence of sequentially-exogenous unobserved confounders under a sensitivity model. We propose and analyze orthogonalized robust fitted-Q-iteration that uses closed-form solutions of the robust Bellman operator to derive a loss minimization problem for the robust Q function, and adds a bias-correction to quantile estimation. Our algorithm enjoys the computational ease of fitted-Q-iteration and statistical improvements (reduced dependence on quantile estimation error) from orthogonalization. We provide sample complexity bounds, insights, and show effectiveness both in simulations and on real-world longitudinal healthcare data of treating sepsis. In particular, our model of sequential unobserved confounders yields an online Markov decision process, rather than partially observed Markov decision process: we illustrate how this can enable warm-starting optimistic reinforcement learning algorithms with valid robust bounds from observational data.

Standardized datasets and benchmarks have spurred innovations in computer vision, natural language processing, multi-modal and tabular settings. We note that, as compared to other well researched fields, fraud detection has unique challenges: high-class imbalance, diverse feature types, frequently changing fraud patterns, and adversarial nature of the problem. Due to these, the modeling approaches evaluated on datasets from other research fields may not work well for the fraud detection. In this paper, we introduce Fraud Dataset Benchmark (FDB), a compilation of publicly available datasets catered to fraud detection FDB comprises variety of fraud related tasks, ranging from identifying fraudulent card-not-present transactions, detecting bot attacks, classifying malicious URLs, estimating risk of loan default to content moderation. The Python based library for FDB provides a consistent API for data loading with standardized training and testing splits. We demonstrate several applications of FDB that are of broad interest for fraud detection, including feature engineering, comparison of supervised learning algorithms, label noise removal, class-imbalance treatment and semi-supervised learning. We hope that FDB provides a common playground for researchers and practitioners in the fraud detection domain to develop robust and customized machine learning techniques targeting various fraud use cases.

Deep Learning (DL) can diagnose faults and assess machine health from raw condition monitoring data without manually designed statistical features. However, practical manufacturing applications remain extremely difficult for existing DL methods. Machine data is often unlabeled and from very few health conditions (e.g., only normal operating data). Furthermore, models often encounter shifts in domain as process parameters change and new categories of faults emerge. Traditional supervised learning may struggle to learn compact, discriminative representations that generalize to these unseen target domains since it depends on having plentiful classes to partition the feature space with decision boundaries. Transfer Learning (TL) with domain adaptation attempts to adapt these models to unlabeled target domains but assumes similar underlying structure that may not be present if new faults emerge. This study proposes focusing on maximizing the feature generality on the source domain and applying TL via weight transfer to copy the model to the target domain. Specifically, Self-Supervised Learning (SSL) with Barlow Twins may produce more discriminative features for monitoring health condition than supervised learning by focusing on semantic properties of the data. Furthermore, Federated Learning (FL) for distributed training may also improve generalization by efficiently expanding the effective size and diversity of training data by sharing information across multiple client machines. Results show that Barlow Twins outperforms supervised learning in an unlabeled target domain with emerging motor faults when the source training data contains very few distinct categories. Incorporating FL may also provide a slight advantage by diffusing knowledge of health conditions between machines.

Machine learning models trained with structural health monitoring data have become a powerful tool for system identification. This paper presents a physics-informed Gaussian process (GP) model for Timoshenko beam elements. The model is constructed as a multi-output GP with covariance and cross-covariance kernels analytically derived based on the differential equations for deflections, rotations, strains, bending moments, shear forces and applied loads. Stiffness identification is performed in a Bayesian format by maximising a posterior model through a Markov chain Monte Carlo method, yielding a stochastic model for the structural parameters. The optimised GP model is further employed for probabilistic predictions of unobserved responses. Additionally, an entropy-based method for physics-informed sensor placement optimisation is presented, exploiting heterogeneous sensor position information and structural boundary conditions built into the GP model. Results demonstrate that the proposed approach is effective at identifying structural parameters and is capable of fusing data from heterogeneous and multi-fidelity sensors. Probabilistic predictions of structural responses and internal forces are in closer agreement with measured data. We validate our model with an experimental setup and discuss the quality and uncertainty of the obtained results. The proposed approach has potential applications in the field of structural health monitoring (SHM) for both mechanical and structural systems.

Post-hoc explainability methods aim to clarify predictions of black-box machine learning models. However, it is still largely unclear how well users comprehend the provided explanations and whether these increase the users ability to predict the model behavior. We approach this question by conducting a user study to evaluate comprehensibility and predictability in two widely used tools: LIME and SHAP. Moreover, we investigate the effect of counterfactual explanations and misclassifications on users ability to understand and predict the model behavior. We find that the comprehensibility of SHAP is significantly reduced when explanations are provided for samples near a model's decision boundary. Furthermore, we find that counterfactual explanations and misclassifications can significantly increase the users understanding of how a machine learning model is making decisions. Based on our findings, we also derive design recommendations for future post-hoc explainability methods with increased comprehensibility and predictability.

Synthetic data is seen as the most promising solution to share individual-level data while preserving privacy. Shadow modeling-based Membership Inference Attacks (MIAs) have become the standard approach to evaluate the privacy risk of synthetic data. While very effective, they require a large number of datasets to be created and models trained to evaluate the risk posed by a single record. The privacy risk of a dataset is thus currently evaluated by running MIAs on a handful of records selected using ad-hoc methods. We here propose what is, to the best of our knowledge, the first principled vulnerable record identification technique for synthetic data publishing, leveraging the distance to a record's closest neighbors. We show our method to strongly outperform previous ad-hoc methods across datasets and generators. We also show evidence of our method to be robust to the choice of MIA and to specific choice of parameters. Finally, we show it to accurately identify vulnerable records when synthetic data generators are made differentially private. The choice of vulnerable records is as important as more accurate MIAs when evaluating the privacy of synthetic data releases, including from a legal perspective. We here propose a simple yet highly effective method to do so. We hope our method will enable practitioners to better estimate the risk posed by synthetic data publishing and researchers to fairly compare ever improving MIAs on synthetic data.