Deconfounded Score Method: Scoring DAGs with Dense Unobserved Confounding

Unobserved confounding is one of the greatest challenges for causal discovery. The case in which unobserved variables have a potentially widespread effect on many of the observed ones is particularly difficult because most pairs of variables are conditionally dependent given any other subset. In this paper, we show that beyond conditional independencies, unobserved confounding in this setting leaves a characteristic footprint in the observed data distribution that allows for disentangling spurious and causal effects. Using this insight, we demonstrate that a sparse linear Gaussian directed acyclic graph among observed variables may be recovered approximately and propose an adjusted score-based causal discovery algorithm that may be implemented with general-purpose solvers and scales to high-dimensional problems. We find, in addition, that despite the conditions we pose to guarantee causal recovery, performance in practice is robust to large deviations in model assumptions.

Scalable Bayesian Inverse Reinforcement Learning

Bayesian inference over the reward presents an ideal solution to the ill-posed nature of the inverse reinforcement learning problem. Unfortunately current methods generally do not scale well beyond the small tabular setting due to the need for an inner-loop MDP solver, and even non-Bayesian methods that do themselves scale often require extensive interaction with the environment to perform well, being inappropriate for high stakes or costly applications such as healthcare. In this paper we introduce our method, Approximate Variational Reward Imitation Learning (AVRIL), that addresses both of these issues by jointly learning an approximate posterior distribution over the reward that scales to arbitrarily complicated state spaces alongside an appropriate policy in a completely offline manner through a variational approach to said latent reward. Applying our method to real medical data alongside classic control simulations, we demonstrate Bayesian reward inference in environments beyond the scope of current methods, as well as task performance competitive with focused offline imitation learning algorithms.

Nonparametric Estimation of Heterogeneous Treatment Effects: From Theory to Learning Algorithms

The need to evaluate treatment effectiveness is ubiquitous in most of empirical science, and interest in flexibly investigating effect heterogeneity is growing rapidly. To do so, a multitude of model-agnostic, nonparametric meta-learners have been proposed in recent years. Such learners decompose the treatment effect estimation problem into separate sub-problems, each solvable using standard supervised learning methods. Choosing between different meta-learners in a data-driven manner is difficult, as it requires access to counterfactual information. Therefore, with the ultimate goal of building better understanding of the conditions under which some learners can be expected to perform better than others a priori, we theoretically analyze four broad meta-learning strategies which rely on plug-in estimation and pseudo-outcome regression. We highlight how this theoretical reasoning can be used to guide principled algorithm design and translate our analyses into practice by considering a variety of neural network architectures as base-learners for the discussed meta-learning strategies. In a simulation study, we showcase the relative strengths of the learners under different data-generating processes.

Model-Attentive Ensemble Learning for Sequence Modeling

Medical time-series datasets have unique characteristics that make prediction tasks challenging. Most notably, patient trajectories often contain longitudinal variations in their input-output relationships, generally referred to as temporal conditional shift. Designing sequence models capable of adapting to such time-varying distributions remains a prevailing problem. To address this we present Model-Attentive Ensemble learning for Sequence modeling (MAES). MAES is a mixture of time-series experts which leverages an attention-based gating mechanism to specialize the experts on different sequence dynamics and adaptively weight their predictions. We demonstrate that MAES significantly out-performs popular sequence models on datasets subject to temporal shift.

How Faithful is your Synthetic Data? Sample-level Metrics for Evaluating and Auditing Generative Models

Devising domain- and model-agnostic evaluation metrics for generative models is an important and as yet unresolved problem. Most existing metrics, which were tailored solely to the image synthesis setup, exhibit a limited capacity for diagnosing the different modes of failure of generative models across broader application domains. In this paper, we introduce a 3-dimensional evaluation metric, ($\alpha$-Precision, $\beta$-Recall, Authenticity), that characterizes the fidelity, diversity and generalization performance of any generative model in a domain-agnostic fashion. Our metric unifies statistical divergence measures with precision-recall analysis, enabling sample- and distribution-level diagnoses of model fidelity and diversity. We introduce generalization as an additional, independent dimension (to the fidelity-diversity trade-off) that quantifies the extent to which a model copies training data -- a crucial performance indicator when modeling sensitive data with requirements on privacy. The three metric components correspond to (interpretable) probabilistic quantities, and are estimated via sample-level binary classification. The sample-level nature of our metric inspires a novel use case which we call model auditing, wherein we judge the quality of individual samples generated by a (black-box) model, discarding low-quality samples and hence improving the overall model performance in a post-hoc manner.

Selecting Treatment Effects Models for Domain Adaptation Using Causal Knowledge

Selecting causal inference models for estimating individualized treatment effects (ITE) from observational data presents a unique challenge since the counterfactual outcomes are never observed. The problem is challenged further in the unsupervised domain adaptation (UDA) setting where we only have access to labeled samples in the source domain, but desire selecting a model that achieves good performance on a target domain for which only unlabeled samples are available. Existing techniques for UDA model selection are designed for the predictive setting. These methods examine discriminative density ratios between the input covariates in the source and target domain and do not factor in the model's predictions in the target domain. Because of this, two models with identical performance on the source domain would receive the same risk score by existing methods, but in reality, have significantly different performance in the test domain. We leverage the invariance of causal structures across domains to propose a novel model selection metric specifically designed for ITE methods under the UDA setting. In particular, we propose selecting models whose predictions of interventions' effects satisfy known causal structures in the target domain. Experimentally, our method selects ITE models that are more robust to covariate shifts on several healthcare datasets, including estimating the effect of ventilation in COVID-19 patients from different geographic locations.

A Variational Information Bottleneck Approach to Multi-Omics Data Integration

Integration of data from multiple omics techniques is becoming increasingly important in biomedical research. Due to non-uniformity and technical limitations in omics platforms, such integrative analyses on multiple omics, which we refer to as views, involve learning from incomplete observations with various view-missing patterns. This is challenging because i) complex interactions within and across observed views need to be properly addressed for optimal predictive power and ii) observations with various view-missing patterns need to be flexibly integrated. To address such challenges, we propose a deep variational information bottleneck (IB) approach for incomplete multi-view observations. Our method applies the IB framework on marginal and joint representations of the observed views to focus on intra-view and inter-view interactions that are relevant for the target. Most importantly, by modeling the joint representations as a product of marginal representations, we can efficiently learn from observed views with various view-missing patterns. Experiments on real-world datasets show that our method consistently achieves gain from data integration and outperforms state-of-the-art benchmarks.

Policy Analysis using Synthetic Controls in Continuous-Time

Counterfactual estimation using synthetic controls is one of the most successful recent methodological developments in causal inference. Despite its popularity, the current description only considers time series aligned across units and synthetic controls expressed as linear combinations of observed control units. We propose a continuous-time alternative that models the latent counterfactual path explicitly using the formalism of controlled differential equations. This model is directly applicable to the general setting of irregularly-aligned multivariate time series and may be optimized in rich function spaces -- thereby improving on some limitations of existing approaches.

Learning Matching Representations for Individualized Organ Transplantation Allocation

Organ transplantation is often the last resort for treating end-stage illness, but the probability of a successful transplantation depends greatly on compatibility between donors and recipients. Current medical practice relies on coarse rules for donor-recipient matching, but is short of domain knowledge regarding the complex factors underlying organ compatibility. In this paper, we formulate the problem of learning data-driven rules for organ matching using observational data for organ allocations and transplant outcomes. This problem departs from the standard supervised learning setup in that it involves matching the two feature spaces (i.e., donors and recipients), and requires estimating transplant outcomes under counterfactual matches not observed in the data. To address these problems, we propose a model based on representation learning to predict donor-recipient compatibility; our model learns representations that cluster donor features, and applies donor-invariant transformations to recipient features to predict outcomes for a given donor-recipient feature instance. Experiments on semi-synthetic and real-world datasets show that our model outperforms state-of-art allocation methods and policies executed by human experts.