Martin Kukla

Tomas Geffner, Javier Antoran, Adam Foster et al.

Causal inference is essential for data-driven decision making across domains such as business engagement, medical treatment and policy making. However, research on causal discovery has evolved separately from inference methods, preventing straight-forward combination of methods from both fields. In this work, we develop Deep End-to-end Causal Inference (DECI), a single flow-based non-linear additive noise model that takes in observational data and can perform both causal discovery and inference, including conditional average treatment effect (CATE) estimation. We provide a theoretical guarantee that DECI can recover the ground truth causal graph under standard causal discovery assumptions. Motivated by application impact, we extend this model to heterogeneous, mixed-type data with missing values, allowing for both continuous and discrete treatment decisions. Our results show the competitive performance of DECI when compared to relevant baselines for both causal discovery and (C)ATE estimation in over a thousand experiments on both synthetic datasets and causal machine learning benchmarks across data-types and levels of missingness.

Hippolyt Ritter, Martin Kukla, Cheng Zhang et al.

Bayesian neural networks and deep ensembles represent two modern paradigms of uncertainty quantification in deep learning. Yet these approaches struggle to scale mainly due to memory inefficiency issues, since they require parameter storage several times higher than their deterministic counterparts. To address this, we augment the weight matrix of each layer with a small number of inducing weights, thereby projecting the uncertainty quantification into such low dimensional spaces. We further extend Matheron's conditional Gaussian sampling rule to enable fast weight sampling, which enables our inference method to maintain reasonable run-time as compared with ensembles. Importantly, our approach achieves competitive performance to the state-of-the-art in prediction and uncertainty estimation tasks with fully connected neural networks and ResNets, while reducing the parameter size to $\leq 24.3\%$ of that of a $single$ neural network.