Existing methods frequently assume causal sufficiency, disregarding the presence of unobserved confounding variables.

Unobserved confounding arises when an unmeasured feature influences both the treatment and the outcome, leading to biased causal effect estimates. This issue undermines observational studies in fields like economics, medicine, ecology or epidemiology. Recommender systems leveraging fully observed data seem not to be vulnerable to this problem. However many standard practices in recommender systems result in observed features being ignored, resulting in effectively the same problem. This paper will show that numerous common practices such as feature engineering, A/B testing and modularization can in fact introduce confounding into recommendation systems and hamper their performance. Several illustrations of the phenomena are provided, supported by simulation studies with practical suggestions about how practitioners may reduce or avoid the affects of confounding in real systems.

We propose a novel method for sensitivity analysis to unobserved confounding in causal inference. The method builds on a copula-based causal graphical normalizing flow that we term $ρ$-GNF, where $ρ\in [-1,+1]$ is the sensitivity parameter. The parameter represents the non-causal association between exposure and outcome due to unobserved confounding, which is modeled as a Gaussian copula. In other words, the $ρ$-GNF enables scholars to estimate the average causal effect (ACE) as a function of $ρ$, accounting for various confounding strengths. The output of the $ρ$-GNF is what we term the $ρ_{curve}$, which provides the bounds for the ACE given an interval of assumed $ρ$ values. The $ρ_{curve}$ also enables scholars to identify the confounding strength required to nullify the ACE. We also propose a Bayesian version of our sensitivity analysis method. Assuming a prior over the sensitivity parameter $ρ$ enables us to derive the posterior distribution over the ACE, which enables us to derive credible intervals. Finally, leveraging on experiments from simulated and real-world data, we show the benefits of our sensitivity analysis method.

There is growing interest in extending average treatment effect (ATE) estimation to incorporate non-tabular data, such as images and text, which may act as sources of confounding. Neglecting these effects risks biased results and flawed scientific conclusions. However, incorporating non-tabular data necessitates sophisticated feature extractors, often in combination with ideas of transfer learning. In this work, we investigate how latent features from pre-trained neural networks can be leveraged to adjust for sources of confounding. We formalize conditions under which these latent features enable valid adjustment and statistical inference in ATE estimation, demonstrating results along the example of double machine learning. We discuss critical challenges inherent to latent feature learning and downstream parameter estimation arising from the high dimensionality and non-identifiability of representations. Common structural assumptions for obtaining fast convergence rates with additive or sparse linear models are shown to be unrealistic for latent features. We argue, however, that neural networks are largely insensitive to these issues. In particular, we show that neural networks can achieve fast convergence rates by adapting to intrinsic notions of sparsity and dimension of the learning problem.

Detecting and measuring confounding effects from data is a key challenge in causal inference. Existing methods frequently assume causal sufficiency, disregarding the presence of unobserved confounding variables. Causal sufficiency is both unrealistic and empirically untestable. Additionally, existing methods make strong parametric assumptions about the underlying causal generative process to guarantee the identifiability of confounding variables. Relaxing the causal sufficiency and parametric assumptions and leveraging recent advancements in causal discovery and confounding analysis with non-i.i.d. data, we propose a comprehensive approach for detecting and measuring confounding. We consider various definitions of confounding and introduce tailored methodologies to achieve three objectives: (i) detecting and measuring confounding among a set of variables, (ii) separating observed and unobserved confounding effects, and (iii) understanding the relative strengths of confounding bias between different sets of variables. We present useful properties of a confounding measure and present measures that satisfy those properties. Empirical results support the theoretical analysis.

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing decision-making policy that is generally under-specified and dependent on unobservable factors. These sources of uncertainty are often addressed in practice by making strong assumptions about the data-generating mechanism. In this work, we propose a method to compare the predictive performance of decision policies under a variety of modern identification approaches from the causal inference and off-policy evaluation literatures (e.g., instrumental variable, marginal sensitivity model, proximal variable). Key to our method is the insight that there are regions of uncertainty that we can safely ignore in the policy comparison. We develop a practical approach for finite-sample estimation of regret intervals under no assumptions on the parametric form of the status quo policy. We verify our framework theoretically and via synthetic data experiments. We conclude with a real-world application using our framework to support a pre-deployment evaluation of a proposed modification to a healthcare enrollment policy.

Counterfactual data augmentation has recently emerged as a method to mitigate confounding biases in the training data. These biases, such as spurious correlations, arise due to various observed and unobserved confounding variables in the data generation process. In this paper, we formally analyze how confounding biases impact downstream classifiers and present a causal viewpoint to the solutions based on counterfactual data augmentation. We explore how removing confounding biases serves as a means to learn invariant features, ultimately aiding in generalization beyond the observed data distribution. Additionally, we present a straightforward yet powerful algorithm for generating counterfactual images, which effectively mitigates the influence of confounding effects on downstream classifiers. Through experiments on MNIST variants and the CelebA datasets, we demonstrate how our simple augmentation method helps existing state-of-the-art methods achieve good results.

Natural Language Processing (NLP) methods have been broadly applied to clinical tasks. Machine learning and deep learning approaches have been used to improve the performance of clinical NLP. However, these approaches require sufficiently large datasets for training, and trained models have been shown to transfer poorly across sites. These issues have led to the promotion of data collection and integration across different institutions for accurate and portable models. However, this can introduce a form of bias called confounding by provenance. When source-specific data distributions differ at deployment, this may harm model performance. To address this issue, we evaluate the utility of backdoor adjustment for text classification in a multi-site dataset of clinical notes annotated for mentions of substance abuse. Using an evaluation framework devised to measure robustness to distributional shifts, we assess the utility of backdoor adjustment. Our results indicate that backdoor adjustment can effectively mitigate for confounding shift.

Statistical learning on biological data can be challenging due to confounding variables in sample collection and processing. Confounders can cause models to generalize poorly and result in inaccurate prediction performance metrics if models are not validated thoroughly. In this paper, we propose methods to control for confounding factors and further improve prediction performance. We introduce OrthoNormal basis construction In cOnfounding factor Normalization (ONION) to remove confounding covariates and use the Domain-Adversarial Neural Network (DANN) to penalize models for encoding confounder information. We apply the proposed methods to simulated and empirical patient data and show significant improvements in generalization.