Paper: Causality-based Feature Selection: Methods and Evaluations

Feature selection is a crucial preprocessing step in data analytics and machine learning. Classical feature selection algorithms select features based on the correlations between predictive features and the class variable and do not attempt to capture causal relationships between them. It has been shown that the knowledge about the causal relationships between features and the class variable has potential benefits for building interpretable and robust prediction models, since causal relationships imply the underlying mechanism of a system. Consequently, causality-based feature selection has gradually attracted greater attentions and many algorithms have been proposed. In this paper, we present a comprehensive review of recent advances in causality-based feature selection. To facilitate the development of new algorithms in the research area and make it easy for the comparisons between new methods and existing ones, we develop the first open-source package, called CausalFS, which consists of most of the representative causality-based feature selection algorithms (available at Using CausalFS, we conduct extensive experiments to compare the representative algorithms with both synthetic and real-world data sets. Finally, we discuss some challenging problems to be tackled in future causality-based feature selection research.

Python Library: causeinfer

Causal inference/uplift in Python

Article: What Is The Strongest Quasi-Experimental Method? Interrupted Time Series. Period!

Randomized Controlled Trials (RCTs) are considered the gold standard for causal inference. However, it is not always feasible to run RCTs due to various reasons. Interrupted Time Series (ITS) design comes in handy when RCTs are not available (see Netflix for examples). Aa a quasi-experimental method, ITS contains a strong inferential power and has wide applications in epidemiology, medication research, and macro program evaluations in general. Arguably, ITS is the strongest quasi-experimental method in causal inference (Penfold and Zhang, 2013), and we shall elaborate in the following parts.

Paper: Counterfactual Vision-and-Language Navigation via Adversarial Path Sampling

Vision-and-Language Navigation (VLN) is a task where agents must decide how to move through a 3D environment to reach a goal by grounding natural language instructions to the visual surroundings. One of the problems of the VLN task is data scarcity since it is difficult to collect enough navigation paths with human-annotated instructions for interactive environments. In this paper, we explore the use of counterfactual thinking as a human-inspired data augmentation method that results in robust models. Counterfactual thinking is a concept that describes the human propensity to create possible alternatives to life events that have already occurred. We propose an adversarial-driven counterfactual reasoning model that can consider effective conditions instead of low-quality augmented data. In particular, we present a model-agnostic adversarial path sampler (APS) that learns to sample challenging paths that force the navigator to improve based on the navigation performance. APS also serves to do pre-exploration of unseen environments to strengthen the model’s ability to generalize. We evaluate the influence of APS on the performance of different VLN baseline models using the room-to-room dataset (R2R). The results show that the adversarial training process with our proposed APS benefits VLN models under both seen and unseen environments. And the pre-exploration process can further gain additional improvements under unseen environments.

Paper: A Graph Autoencoder Approach to Causal Structure Learning

Causal structure learning has been a challenging task in the past decades and several mainstream approaches such as constraint- and score-based methods have been studied with theoretical guarantees. Recently, a new approach has transformed the combinatorial structure learning problem into a continuous one and then solved it using gradient-based optimization methods. Following the recent state-of-the-arts, we propose a new gradient-based method to learn causal structures from observational data. The proposed method generalizes the recent gradient-based methods to a graph autoencoder framework that allows nonlinear structural equation models and is easily applicable to vector-valued variables. We demonstrate that on synthetic datasets, our proposed method outperforms other gradient-based methods significantly, especially on large causal graphs. We further investigate the scalability and efficiency of our method, and observe a near linear training time when scaling up the graph size.

Paper: PRINCE: Provider-side Interpretability with Counterfactual Explanations in Recommender Systems

Interpretable explanations for recommender systems and other machine learning models are crucial to gain user trust. Prior works that have focused on paths connecting users and items in a heterogeneous network have several limitations, such as discovering relationships rather than true explanations, or disregarding other users’ privacy. In this work, we take a fresh perspective, and present PRINCE: a provider-side mechanism to produce tangible explanations for end-users, where an explanation is defined to be a set of minimal actions performed by the user that, if removed, changes the recommendation to a different item. Given a recommendation, PRINCE uses a polynomial-time optimal algorithm for finding this minimal set of a user’s actions from an exponential search space, based on random walks over dynamic graphs. Experiments on two real-world datasets show that PRINCE provides more compact explanations than intuitive baselines, and insights from a crowdsourced user-study demonstrate the viability of such action-based explanations. We thus posit that PRINCE produces scrutable, actionable, and concise explanations, owing to its use of counterfactual evidence, a user’s own actions, and minimal sets, respectively.

Python Library: PyIF

An open source implementation to compute bi-variate Transfer Entropy.

Paper: Instrumental Variables: to Strengthen or not to Strengthen?

Instrumental variables (IV) are extensively used to estimate treatment effects in the presence of unmeasured confounding; however, weak IVs are often encountered in empirical studies and may cause problems. Many studies have considered building a stronger IV from the original, possibly weak, IV in the design stage of a matched study at the cost of not using some of the samples in the analysis. It is widely accepted that strengthening an IV may render nonparametric tests more powerful and typically increases the power of sensitivity analyses. In this article, we argue that contrary to this conventional wisdom, although a strong IV is good, strengthening an IV may not be. We consider matched observational studies from three perspectives. First, we evaluate the trade-off between IV strength and sample size on nonparametric tests assuming the IV is valid and show that there are circumstances in which strengthening an IV increases power but other circumstances in which it decreases power. Second, we derive a necessary condition for a valid sensitivity analysis model with continuous doses. We show that the $\Gamma$ sensitivity analysis model, which has been previously used to come to the conclusion that strengthening an IV makes studies less sensitive to bias, does not apply to the continuous IV setting and thus this previously reached conclusion may be invalid. Third, we quantify the bias of the Wald estimator with a possibly invalid IV under an oracle called the asymptotic oracle bias and leverage it to develop a valid sensitivity analysis framework; under this framework, we show that strengthening an IV may amplify or mitigate the bias of the estimator, and may or may not increase the power of sensitivity analyses. We also discuss how to better adjust for the observed covariates when building an IV.