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 elia bareinboim


Computational Identifiability

arXiv.org Machine Learning

Identification conditions describe the computability of a target query or parameter of interest as a function of the type and amount of information available. In causal identification, this information is often expressed in the form of a causal graph, and data are observed or collected for some subset of variables in the graph. Target queries may be for a single effect alone or for a class of effects in a given model. The derivation of an identification algorithm then defines mathematically the process by which the desired causal effect(s) can be uniquely determined, theoretically, in expectation. Identifiability in expectation, or'theoretical identifiability,' generally assumes asymptotic properties, infinite data, or other mathematically idealized conditions. In this paper, we explore a fundamental distinction between this theoretical, idealized notion of identifiability and a proposed alternative that is computation-bound. The framework we propose -- 'computational identifiability' -- is to instead define a finite computational search procedure for an empirical estimator. If this process finds an estimator empirically, within a desired error tolerance, then identifiability is satisfied, conditional on the specified assumptions of the search (i.e., a prior distribution over the parameters) and conditional on the search procedure itself. Through several experiments, we demonstrate how this framework allows us to answer fine-grained, practical identification questions, such as identification with small finite samples, with ambiguous graphical criteria, with mixed observational-interventional data, and across counterfactual data and estimands.








On Transportability for Structural Causal Bandits

arXiv.org Machine Learning

Intelligent agents equipped with causal knowledge can optimize their action spaces to avoid unnecessary exploration. The structural causal bandit framework provides a graphical characterization for identifying actions that are unable to maximize rewards by leveraging prior knowledge of the underlying causal structure. While such knowledge enables an agent to estimate the expected rewards of certain actions based on others in online interactions, there has been little guidance on how to transfer information inferred from arbitrary combinations of datasets collected under different conditions -- observational or experimental -- and from heterogeneous environments. In this paper, we investigate the structural causal bandit with transportability, where priors from the source environments are fused to enhance learning in the deployment setting. We demonstrate that it is possible to exploit invariances across environments to consistently improve learning. The resulting bandit algorithm achieves a sub-linear regret bound with an explicit dependence on informativeness of prior data, and it may outperform standard bandit approaches that rely solely on online learning.



Estimating Causal Effects Identifiable from a Combination of Observations and Experiments Y onghan Jung 1, Iván Díaz

Neural Information Processing Systems

Learning cause and effect relations is arguably one of the central challenges found throughout the data sciences. Formally, determining whether a collection of observational and interventional distributions can be combined to learn a target causal relation is known as the problem of generalized identification (or g-identification) [ Lee et al., 2019 ]. Although g-identification has been well understood and solved in theory, it turns out to be challenging to apply these results in practice, in particular when considering the estimation of the target distribution from finite samples. In this paper, we develop a new, general estimator that exhibits multiply robustness properties for g-identifiable causal functionals. Specifically, we show that any g-identifiable causal effect can be expressed as a function of generalized multi-outcome sequential back-door adjustments that are amenable to estimation. We then construct a corresponding estimator for the g-identification expression that exhibits robustness properties to bias. We analyze the asymptotic convergence properties of the estimator. Finally, we illustrate the use of the proposed estimator in experimental studies. Simulation results corroborate the theory.