Federated Learning of Causal Effects from Incomplete Observational Data

Decentralized and incomplete data sources are prevalent in real-world applications, posing a formidable challenge for causal inference. These sources cannot be consolidated into a single entity owing to privacy constraints, and the presence of missing values within them can potentially introduce bias to the causal estimands. We introduce a new approach for federated causal inference from incomplete data, enabling the estimation of causal effects from multiple decentralized and incomplete data sources. Our approach disentangles the loss function into multiple components, each corresponding to a specific data source with missing values. Our approach accounts for the missing data under the missing at random assumption, while also estimating higher-order statistics of the causal estimands. Our method recovers the conditional distribution of missing confounders given the observed confounders from the decentralized data sources to identify causal effects. Our framework estimates heterogeneous causal effects without the sharing of raw training data among sources, which helps to mitigate privacy risks. The efficacy of our approach is demonstrated through a collection of simulated and real-world instances, illustrating its potential and practicality.

An Adaptive Kernel Approach to Federated Learning of Heterogeneous Causal Effects

We propose a new causal inference framework to learn causal effects from multiple, decentralized data sources in a federated setting. We introduce an adaptive transfer algorithm that learns the similarities among the data sources by utilizing Random Fourier Features to disentangle the loss function into multiple components, each of which is associated with a data source. The data sources may have different distributions; the causal effects are independently and systematically incorporated. The proposed method estimates the similarities among the sources through transfer coefficients, and hence requiring no prior information about the similarity measures. The heterogeneous causal effects can be estimated with no sharing of the raw training data among the sources, thus minimizing the risk of privacy leak. We also provide minimax lower bounds to assess the quality of the parameters learned from the disparate sources. The proposed method is empirically shown to outperform the baselines on decentralized data sources with dissimilar distributions.

Adaptive Multi-Source Causal Inference

Data scarcity is a tremendous challenge in causal effect estimation. In this paper, we propose to exploit additional data sources to facilitate estimating causal effects in the target population. Specifically, we leverage additional source datasets which share similar causal mechanisms with the target observations to help infer causal effects of the target population. We propose three levels of knowledge transfer, through modelling the outcomes, treatments, and confounders. To achieve consistent positive transfer, we introduce learnable parametric transfer factors to adaptively control the transfer strength, and thus achieving a fair and balanced knowledge transfer between the sources and the target. The proposed method can infer causal effects in the target population without prior knowledge of data discrepancy between the additional data sources and the target. Experiments on both synthetic and real-world datasets show the effectiveness of the proposed method as compared with recent baselines.

Federated Estimation of Causal Effects from Observational Data

Many modern applications collect data that comes in federated spirit, with data kept locally and undisclosed. Till date, most insight into the causal inference requires data to be stored in a central repository. We present a novel framework for causal inference with federated data sources. We assess and integrate local causal effects from different private data sources without centralizing them. Then, the treatment effects on subjects from observational data using a non-parametric reformulation of the classical potential outcomes framework is estimated. We model the potential outcomes as a random function distributed by Gaussian processes, whose defining parameters can be efficiently learned from multiple data sources, respecting privacy constraints. We demonstrate the promise and efficiency of the proposed approach through a set of simulated and real-world benchmark examples.

A Causal Modeling Framework with Stochastic Confounders

This work aims to extend the current causal inference framework to incorporate stochastic confounders by exploiting the Markov property. We further develop a robust and simple algorithm for accurately estimating the causal effects based on the observed outcomes, treatments, and covariates, without any parametric specification of the components and their relations. This is in contrast to the state-of-the-art approaches that involve careful parameterization of deep neural networks for causal inference. Far from being a triviality, we show that the proposed algorithm has profound significance to temporal data in both a qualitative and quantitative sense.