Causal generative models (CGMs) have recently emerged as capable approaches to simulate the causal mechanisms generating our observations, enabling causal inference. Unfortunately, existing approaches either are overly restrictive, assuming the absence of hidden confounders, or lack generality, being tailored to a particular query and graph. In this work, we introduce DeCaFlow, a CGM that accounts for hidden confounders in a single amortized training process using only observational data and the causal graph. Importantly, DeCaFlow can provably identify all causal queries with a valid adjustment set or sufficiently informative proxy variables. Remarkably, for the first time to our knowledge, we show that a confounded counterfactual query is identifiable, and thus solvable by DeCaFlow, as long as its interventional counterpart is as well. Our empirical results on diverse settings (including the Ecoli70 dataset, with 3 independent hidden confounders, tens of observed variables and hundreds of causal queries) show that DeCaFlow outperforms existing approaches, while demonstrating its out-of-the-box flexibility.

In machine learning (ML), it is common to account for multiple objectives when, e.g., selecting a model to deploy. However, it is often unclear how one should compare, aggregate and, ultimately, trade-off these objectives, as they might be measured in different units or scales. For example, when deploying large language models (LLMs), we might not only care about their performance, but also their CO2 consumption. In this work, we investigate how objectives can be sensibly compared and aggregated to navigate their Pareto front. To do so, we propose to make incomparable objectives comparable via their CDFs, approximated by their relative rankings. This allows us to aggregate them while matching user-specific preferences, allowing practitioners to meaningfully navigate and search for models in the Pareto front. We demonstrate the potential impact of our methodology in diverse areas such as LLM selection, domain generalization, and AutoML benchmarking, where classical ways to aggregate and normalize objectives fail.

In this work, we deepen on the use of normalizing flows for causal reasoning. Specifically, we first leverage recent results on non-linear ICA to show that causal models are identifiable from observational data given a causal ordering, and thus can be recovered using autoregressive normalizing flows (NFs). Second, we analyze different design and learning choices for causal normalizing flows to capture the underlying causal data-generating process. Third, we describe how to implement the do-operator in causal NFs, and thus, how to answer interventional and counterfactual questions. Finally, in our experiments, we validate our design and training choices through a comprehensive ablation study; compare causal NFs to other approaches for approximating causal models; and empirically demonstrate that causal NFs can be used to address real-world problems, where the presence of mixed discrete-continuous data and partial knowledge on the causal graph is the norm. The code for this work can be found at https://github.com/psanch21/causal-flows.

Existing Graph Neural Networks (GNNs) compute the message exchange between nodes by either aggregating uniformly (convolving) the features of all the neighboring nodes, or by applying a non-uniform score (attending) to the features. Recent works have shown the strengths and weaknesses of the resulting GNN architectures, respectively, GCNs and GATs. In this work, we aim at exploiting the strengths of both approaches to their full extent. To this end, we first introduce the graph convolutional attention layer (CAT), which relies on convolutions to compute the attention scores. Unfortunately, as in the case of GCNs and GATs, we show that there exists no clear winner between the three (neither theoretically nor in practice) as their performance directly depends on the nature of the data (i.e., of the graph and features). This result brings us to the main contribution of our work, the learnable graph convolutional attention network (L-CAT): a GNN architecture that automatically interpolates between GCN, GAT and CAT in each layer, by adding only two scalar parameters. Our results demonstrate that L-CAT is able to efficiently combine different GNN layers along the network, outperforming competing methods in a wide range of datasets, and resulting in a more robust model that reduces the need of cross-validating.

Learning expressive probabilistic models correctly describing the data is a ubiquitous problem in machine learning. A popular approach for solving it is mapping the observations into a representation space with a simple joint distribution, which can typically be written as a product of its marginals -- thus drawing a connection with the field of nonlinear independent component analysis. Deep density models have been widely used for this task, but their maximum likelihood based training requires estimating the log-determinant of the Jacobian and is computationally expensive, thus imposing a trade-off between computation and expressive power. In this work, we propose a new approach for exact training of such neural networks. Based on relative gradients, we exploit the matrix structure of neural network parameters to compute updates efficiently even in high-dimensional spaces; the computational cost of the training is quadratic in the input size, in contrast with the cubic scaling of naive approaches. This allows fast training with objective functions involving the log-determinant of the Jacobian, without imposing constraints on its structure, in stark contrast to autoregressive normalizing flows.