There are many scenarios where short- and long-term causal effects of an intervention are different. For example, low-quality ads may increase short-term ad clicks but decrease the long-term revenue via reduced clicks; search engines measured by inappropriate performance metrics may increase search query shares in a short-term but not long-term. This work therefore studies the long-term effect where the outcome of primary interest, or primary outcome, takes months or even years to accumulate. The observational study of long-term effect presents unique challenges. First, the confounding bias causes large estimation error and variance, which can further accumulate towards the prediction of primary outcomes. Second, short-term outcomes are often directly used as the proxy of the primary outcome, i.e., the surrogate. Notwithstanding its simplicity, this method entails the strong surrogacy assumption that is often impractical. To tackle these challenges, we propose to build connections between long-term causal inference and sequential models in machine learning. This enables us to learn surrogate representations that account for the temporal unconfoundedness and circumvent the stringent surrogacy assumption by conditioning on time-varying confounders in the latent space. Experimental results show that the proposed framework outperforms the state-of-the-art.

The era of big data provides researchers with convenient access to copious data. However, people often have little knowledge about it. The increasing prevalence of big data is challenging the traditional methods of learning causality because they are developed for the cases with limited amount of data and solid prior causal knowledge. This survey aims to close the gap between big data and learning causality with a comprehensive and structured review of traditional and frontier methods and a discussion about some open problems of learning causality. We begin with preliminaries of learning causality. Then we categorize and revisit methods of learning causality for the typical problems and data types. After that, we discuss the connections between learning causality and machine learning. At the end, some open problems are presented to show the great potential of learning causality with data.