ProPublica’s analysis of recidivism predictions produced by Correctional Offender Management Profiling for Alternative Sanctions (COMPAS) software tool for the task, has shown that the predictions were racially biased against African American defendants. We analyze the COMPAS data using a causal reformulation of the underlying algorithmic fairness problem. Specifically, we assess whether COMPAS exhibits racial bias against African American defendants using FACT, a recently introduced causality grounded measure of algorithmic fairness. We use the Neyman-Rubin potential outcomes framework for causal inference from observational data to estimate FACT from COMPAS data. Our analysis offers strong evidence that COMPAS exhibits racial bias against African American defendants. We further show that the FACT estimates from COMPAS data are robust in the presence of unmeasured confounding.

Word embedding has become essential for natural language processing as it boosts empirical performances of various tasks. However, recent research discovers that gender bias is incorporated in neural word embeddings, and downstream tasks that rely on these biased word vectors also produce gender-biased results. While some word-embedding gender-debiasing methods have been developed, these methods mainly focus on reducing gender bias associated with gender direction and fail to reduce the gender bias presented in word embedding relations. In this paper, we design a causal and simple approach for mitigating gender bias in word vector relation by utilizing the statistical dependency between gender-definition word embeddings and gender-biased word embeddings. Our method attains state-of-the-art results on gender-debiasing tasks, lexical- and sentence-level evaluation tasks, and downstream coreference resolution tasks.

Mutual information is widely applied to learn latent representations of observations, whilst its implication in classification neural networks remain to be better explained. In this paper, we show that optimising the parameters of classification neural networks with softmax cross-entropy is equivalent to maximising the mutual information between inputs and labels under the balanced data assumption. Through the experiments on synthetic and real datasets, we show that softmax cross-entropy can estimate mutual information approximately. When applied to image classification, this relation helps approximate the point-wise mutual information between an input image and a label without modifying the network structure. In this end, we propose infoCAM, informative class activation map, which highlights regions of the input image that are the most relevant to a given label based on differences in information. The activation map helps localise the target object in an image. Through the experiments on the semi-supervised object localisation task with two real-world datasets, we evaluate the effectiveness of the information-theoretic approach.

The CausalImpact R package implements an approach to estimating the causal effect of a designed intervention on a time series. For example, how many additional daily clicks were generated by an advertising campaign? Answering a question like this can be difficult when a randomized experiment is not available. The package aims to address this difficulty using a structural Bayesian time-series model to estimate how the response metric might have evolved after the intervention if the intervention had not occurred.

Causal ML is a Python package that provides a suite of uplift modeling and causal inference methods using machine learning algorithms based on recent research. It provides a standard interface that allows user to estimate the Conditional Average Treatment Effect (CATE) or Individual Treatment Effect (ITE) from experimental or observational data. Essentially, it estimates the causal impact of intervention T on outcome Y for users with observed features X, without strong assumptions on the model form.

This paper investigates oil price series using mixed causal-noncausal autoregressive (MAR) models, namely dynamic processes that depend not only on their lags but also on their leads. MAR models have been successfully implemented on commodity prices as they allow to generate nonlinear features such as speculative bubbles. We estimate the probabilities that bubbles in oil price series burst once the series enter an explosive phase. To do so we first evaluate how to adequately detrend nonstationary oil price series while preserving the bubble patterns observed in the raw data. The impact of different filters on the identification of MAR models as well as on forecasting bubble events is investigated using Monte Carlo simulations. We illustrate our findings on WTI and Brent monthly series.

Learning transferable knowledge across similar but different settings is a fundamental component of generalized intelligence. In this paper, we approach the transfer learning challenge from a causal theory perspective. Our agent is endowed with two basic yet general theories for transfer learning: (i) a task shares a common abstract structure that is invariant across domains, and (ii) the behavior of specific features of the environment remain constant across domains. We adopt a Bayesian perspective of causal theory induction and use these theories to transfer knowledge between environments. Given these general theories, the goal is to train an agent by interactively exploring the problem space to (i) discover, form, and transfer useful abstract and structural knowledge, and (ii) induce useful knowledge from the instance-level attributes observed in the environment. A hierarchy of Bayesian structures is used to model abstract-level structural causal knowledge, and an instance-level associative learning scheme learns which specific objects can be used to induce state changes through interaction. This model-learning scheme is then integrated with a model-based planner to achieve a task in the OpenLock environment, a virtual “escape room” with a complex hierarchy that requires agents to reason about an abstract, generalized causal structure. We compare performances against a set of predominate model-free reinforcement learning(RL) algorithms. RL agents showed poor ability transferring learned knowledge across different trials. Whereas the proposed model revealed similar performance trends as human learners, and more importantly, demonstrated transfer behavior across trials and learning situations.

We consider high dimensional $M$-estimation in settings where the response $Y$ is possibly missing at random and the covariates $\mathbf{X} \in \mathbb{R}^p$ can be high dimensional compared to the sample size $n$. The parameter of interest $\boldsymbol{\theta}_0 \in \mathbb{R}^d$ is defined as the minimizer of the risk of a convex loss, under a fully non-parametric model, and $\boldsymbol{\theta}_0$ itself is high dimensional which is a key distinction from existing works. Standard high dimensional regression and series estimation with possibly misspecified models and missing $Y$ are included as special cases, as well as their counterparts in causal inference using ‘potential outcomes’. Assuming $\boldsymbol{\theta}_0$ is $s$-sparse ($s \ll n$), we propose an $L_1$-regularized debiased and doubly robust (DDR) estimator of $\boldsymbol{\theta}_0$ based on a high dimensional adaptation of the traditional double robust (DR) estimator’s construction. Under mild tail assumptions and arbitrarily chosen (working) models for the propensity score (PS) and the outcome regression (OR) estimators, satisfying only some high-level conditions, we establish finite sample performance bounds for the DDR estimator showing its (optimal) $L_2$ error rate to be $\sqrt{s (\log d)/ n}$ when both models are correct, and its consistency and DR properties when only one of them is correct. Further, when both the models are correct, we propose a desparsified version of our DDR estimator that satisfies an asymptotic linear expansion and facilitates inference on low dimensional components of $\boldsymbol{\theta}_0$. Finally, we discuss various of choices of high dimensional parametric/semi-parametric working models for the PS and OR estimators. All results are validated via detailed simulations.