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A Further Step of Causal Discovery towards Real-World Impacts
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Robotics, Perception and Learning, RPL.ORCID iD: 0000-0003-1356-9653
2023 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

The goal of many sciences is to find causal relationships and understand underlying mechanisms. As the golden standard for finding causal relationships, doing randomized experiments can be difficult or impossible in some applications; hence, determining underlying causal relationships purely from observational data, i.e., causal discovery, has attracted more and more attention in many domains, such as earth science, biology, and healthcare. On the one hand, computational methods of causal discovery have been developed and improved significantly in the recent three decades. On the other hand, there are still many challenges in both practice and theory to further achieve real-world impacts. This thesis aims to introduce the typical methods and challenges of causal discovery and then elaborates on the contributions of the included papers that step forward to achieve more real-world impacts for causal discovery. It mainly covers four challenges: practical issues, understanding and generalizing the restrictive assumptions, the lack of benchmark data sets, and applications of causality in machine learning topics. Each included paper contributes to one of the challenges.

In the first paper, regarding causal discovery in the presence of missing data as one of the practical issues, we theoretically study the influence of missing values on causal discovery methods and then correct the errors in their results. Under mild assumptions, our proposed method provides asymptotically correct results.

In the second paper, we investigate the understanding of assumptions in a class of causal discovery methods. Such methods impose substantial constraints on functional classes and distributions of causal processes for determining causal relationships; however, the constraints are restrictive and there is a lack of good understanding. Therefore, we introduce a new dynamical-system view for understanding the methods and their constraints by connecting optimal transport and causal discovery. Furthermore, we provide a causal discovery criterion and a robust optimal transport-based algorithm. 

In the third paper, the evaluation of causal discovery methods is discussed. While it is too simplistic to evaluate causal discovery methods on synthetic data generated from random causal graphs, the real-world benchmark data sets with ground-truth causal relations are in great demand and always include practical issues. Thus, we create a neuropathic pain diagnosis simulator based on real-world patient records and domain knowledge. The simulator provides ground-truth causal relations and generates simulation data that cannot be distinguished by the medical expert. 

Finally, we explored an application of causality: Fairness in machine learning. Many fairness works are based on the constraints of static statistical measures across different demographic groups. It turns out that decisions under such constraints can lead to a pernicious long-term impact on the disadvantaged group. Therefore, we consider the underlying causal processes, theoretically analyze the equilibrium states of dynamical systems under various fairness constraints, show their impact on equilibrium states, and introduce potentially effective interventions to improve the equilibrium states. 

Abstract [sv]

Målet för många vetenskapsområden är att hitta orsakssamband och förstå bakomliggande mekanismer. Som den gyllene standarden för att hitta orsakssamband kan slumpmässiga experiment vara svåra eller omöjliga i vissa tillämpningar; Därför har bestämning av underliggande orsakssamband enbart från observationsdata, d.v.s. kausal upptäckt, väckt mer och mer uppmärksamhet inom många områden, såsom geovetenskap, biologi och sjukvård. Å ena sidan har beräkningsmetoder för kausal upptäckt utvecklats och förbättrats avsevärt under de senaste tre decennierna. Å andra sidan finns det fortfarande många utmaningar kvar i både praktik och teori för att ytterligare uppnå verkliga effekter. Denna avhandling syftar till att introducera de typiska metoderna och utmaningarna för kausal upptäckt och sedan utveckla bidragen från de inkluderade artiklarna som tar kliv framåt för att uppnå fler verkliga effekter för kausal upptäckt. Den täcker huvudsakligen fyra utmaningar: praktiska frågor, förståelse och generalisering av de restriktiva antagandena, bristen på uppsättningar av referensdata och tillämpningar av kausalitet i maskininlärningsområden. Varje medföljande artikel bidrar till en av utmaningarna.

I den första artikeln, angående kausal upptäckt i närvaro av saknade data som en av de praktiska frågorna, studerar vi teoretiskt saknade värdens inverkan på metoder för kausal upptäckt och korrigerar sedan felen i deras resultat. Under milda antaganden ger vår föreslagna metod korrekta resultat.

I den andra artikeln undersöker vi förståelsen av antaganden i en klass av kausala upptäcktsmetoder. Sådana metoder lägger betydande begränsningar på funktionella klasser och fördelningar av kausala processer för att bestämma orsakssamband; dock är begränsningarna restriktiva och det saknas god förståelse. Därför introducerar vi en ny dynamisk systemvy för att förstå metoderna och deras begränsningar genom att koppla ihop optimal transport och kausal upptäckt. Dessutom tillhandahåller vi ett kausalt upptäcktskriterium och en robust optimal transport-baserad algoritm.

I den tredje artikeln diskuteras utvärderingen av kausala upptäcktsmetoder. Även om det är för förenklat att utvärdera kausala upptäcktsmetoder med syntetisk data genererad från slumpmässiga kausala grafer, så är uppsättningar av verklig referensdata med grund-sannings orsakssamband efterfrågade och inkluderar alltid praktiska frågor. Därför skapar vi en simulator för neuropatisk smärtdiagnos baserad på verkliga patientjournaler och domänkunskap. Simulatorn tillhandahåller sanna orsakssamband och genererar simuleringsdata som inte kan urskiljas av medicinska experter.

Slutligen undersökte vi en tillämpning av kausalitet: Rättvisa i maskininlärning. Många arbeten inom rättvisa är baserade på begränsningar av statiska statistiska mått över olika demografiska grupper. Det visar sig att beslut under sådana begränsningar kan leda till en skadlig långsiktig påverkan på den missgynnade gruppen. Därför tar vi hänsyn till de bakomliggande orsaksprocesserna, analyserar teoretiskt jämviktstillstånden i dynamiska system under olika rättvisa begränsningar, visar deras inverkan på jämviktstillstånd och introducerar potentiellt effektiva interventioner för att förbättra jämviktstillstånden.

Place, publisher, year, edition, pages
Stockholm, Sweden: KTH Royal Institute of Technology, 2023. , p. 32
Series
TRITA-EECS-AVL ; 2023:6
Keywords [en]
causal discovery, missing data, fairness, functional causal model
National Category
Computer Sciences
Research subject
Computer Science
Identifiers
URN: urn:nbn:se:kth:diva-322513ISBN: 978-91-8040-454-9 (print)OAI: oai:DiVA.org:kth-322513DiVA, id: diva2:1720056
Public defence
2023-02-02, F3, Lindstedtsvägen 26, Stockholm, 09:00 (English)
Opponent
Supervisors
Funder
Swedish e‐Science Research Center
Note

QC 20221217

Available from: 2022-12-17 Created: 2022-12-16 Last updated: 2022-12-17Bibliographically approved
List of papers
1. Causal Discovery in the Presence of Missing Data
Open this publication in new window or tab >>Causal Discovery in the Presence of Missing Data
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2020 (English)In: 22nd international conference on artificial intelligence and statistics, vol 89, Microtome Publishing , 2020Conference paper, Published paper (Refereed)
Abstract [en]

Missing data are ubiquitous in many domains such as healthcare. When these data entries are not missing completely at random, the (conditional) independence relations in the observed data may be different from those in the complete data generated by the underlying causal process. Consequently, simply applying existing causal discovery methods to the observed data may lead to wrong conclusions. In this paper, we aim at developing a causal discovery method to recover the underlying causal structure from observed data that are missing under different mechanisms, including missing completely at random (MCAR), missing at random (MAR), and missing not at random (MNAR). With missingness mechanisms represented by missingness graphs (m-graphs), we analyze conditions under which additional correction is needed to derive conditional independence/dependence relations in the complete data. Based on our analysis, we propose Missing Value PC (MVPC), which extends the PC algorithm to incorporate additional corrections. Our proposed MVPC is shown in theory to give asymptotically correct results even on data that are MAR or MNAR. Experimental results on both synthetic data and real healthcare applications illustrate that the proposed algorithm is able to find correct causal relations even in the general case of MNAR.

Place, publisher, year, edition, pages
Microtome Publishing, 2020
Series
Proceedings of Machine Learning Research, ISSN 2640-3498 ; 89
National Category
Mathematics Computer and Information Sciences
Identifiers
urn:nbn:se:kth:diva-258069 (URN)000509687901084 ()2-s2.0-85068990174 (Scopus ID)
Conference
The 22nd International Conference on Artificial Intelligence and Statistics, Naha, Japan, April 16-18, 2019
Note

QC 20190913

Available from: 2019-09-09 Created: 2019-09-09 Last updated: 2022-12-16Bibliographically approved
2. Optimal transport for causal discovery
Open this publication in new window or tab >>Optimal transport for causal discovery
2022 (English)In: ICLR 2022: 10th International Conference on Learning Representations, International Conference on Learning Representations, International Conference on Learning Representations, ICLR , 2022Conference paper, Poster (with or without abstract) (Refereed)
Abstract [en]

To determine causal relationships between two variables, approaches based on Functional Causal Models (FCMs) have been proposed by properly restricting model classes; however, the performance is sensitive to the model assumptions, which makes it difficult to use. In this paper, we provide a novel dynamical-system view of FCMs and propose a new framework for identifying causal direction in the bivariate case. We first show the connection between FCMs and optimal transport, and then study optimal transport under the constraints of FCMs. Furthermore, by exploiting the dynamical interpretation of optimal transport under the FCM constraints, we determine the corresponding underlying dynamical process of the static cause-effect pair data. It provides a new dimension for describing static causal discovery tasks while enjoying more freedom for modeling the quantitative causal influences. In particular, we show that Additive Noise Models (ANMs) correspond to volume-preserving pressure less flows. Consequently, based on their velocity field divergence, we introduce a criterion for determining causal direction. With this criterion, we propose a novel optimal transport-based algorithm for ANMs which is robust to the choice of models and extend it to post-nonlinear models. Our method demonstrated state-of-the-art results on both synthetic and causal discovery benchmark datasets.

Place, publisher, year, edition, pages
International Conference on Learning Representations, ICLR, 2022
National Category
Computer Sciences
Identifiers
urn:nbn:se:kth:diva-310334 (URN)2-s2.0-85149632800 (Scopus ID)
Conference
ICLR 2022 - The Tenth International Conference on Learning Representations (Virtual), Apr 25th-29th, 2022
Note

QC 20220329

Available from: 2022-03-29 Created: 2022-03-29 Last updated: 2023-08-14Bibliographically approved
3. Neuropathic Pain Diagnosis Simulator for Causal Discovery Algorithm Evaluation
Open this publication in new window or tab >>Neuropathic Pain Diagnosis Simulator for Causal Discovery Algorithm Evaluation
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2019 (English)In: Advances in neural information processing systems 32 (NIPS 2019) / [ed] Wallach, H Larochelle, H Beygelzimer, A d'Alche-Buc, F Fox, E Garnett, R, Neural Information Processing Systems (NIPS) , 2019, Vol. 32Conference paper, Published paper (Refereed)
Abstract [en]

Discovery of causal relations from observational data is essential for many disciplines of science and real-world applications. However, unlike other machine learning algorithms, whose development has been greatly fostered by a large amount of available benchmark datasets, causal discovery algorithms are notoriously difficult to be systematically evaluated because few datasets with known ground-truth causal relations are available. In this work, we handle the problem of evaluating causal discovery algorithms by building a flexible simulator in the medical setting. We develop a neuropathic pain diagnosis simulator, inspired by the fact that the biological processes of neuropathic pathophysiology are well studied with well-understood causal influences. Our simulator exploits the causal graph of the neuropathic pain pathology and its parameters in the generator are estimated from real-life patient cases. We show that the data generated from our simulator have similar statistics as real-world data. As a clear advantage, the simulator can produce infinite samples without jeopardizing the privacy of real-world patients. Our simulator provides a natural tool for evaluating various types of causal discovery algorithms, including those to deal with practical issues in causal discovery, such as unknown confounders, selection bias, and missing data. Using our simulator, we have evaluated extensively causal discovery algorithms under various settings.

Place, publisher, year, edition, pages
Neural Information Processing Systems (NIPS), 2019
Series
Advances in Neural Information Processing Systems, ISSN 1049-5258 ; 32
National Category
Computer Sciences
Identifiers
urn:nbn:se:kth:diva-278415 (URN)000535866904044 ()2-s2.0-85090174576 (Scopus ID)
Conference
33rd Conference on Neural Information Processing Systems (NeurIPS), DEC 08-14, 2019, Vancouver, Canada
Note

QC 20200908

Available from: 2020-09-08 Created: 2020-09-08 Last updated: 2022-12-16Bibliographically approved
4. How Do Fair Decisions Fare in Long-term Qualification?
Open this publication in new window or tab >>How Do Fair Decisions Fare in Long-term Qualification?
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2020 (English)Conference paper, Published paper (Refereed)
Abstract [en]

Although many fairness criteria have been proposed for decision making,  their long-term impact on the well-being of a population remains unclear. In this work, we study the dynamics of population qualification and algorithmic decisions under a partially observed decision making setting. By characterizing the equilibrium of such dynamics, we theoretically analyze the long-term impact of static fairness constraints on the equality and improvement of group well-being. Our results show that static fairness constraints can either promote the equality or exacerbate the disparity depending on the driven factor of qualification transitions and the effect of sensitive attributes on feature distributions. In turn, we consider possible effective interventions that improve group qualification or promote the equality of group qualification. Our theoretical results and experiments on static real-world datasets with simulated dynamics show the consistent findings with social science studies. 

National Category
Engineering and Technology
Identifiers
urn:nbn:se:kth:diva-283120 (URN)2-s2.0-85099862936 (Scopus ID)
Conference
Thirty-fourth Conference on Neural Information Processing Systems
Note

QC 20201020

Available from: 2020-10-05 Created: 2020-10-05 Last updated: 2022-12-16Bibliographically approved

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