Cheng Zhang

Amit Sharma, Vasilis Syrgkanis, Cheng Zhang et al.

Estimation of causal effects involves crucial assumptions about the data-generating process, such as directionality of effect, presence of instrumental variables or mediators, and whether all relevant confounders are observed. Violation of any of these assumptions leads to significant error in the effect estimate. However, unlike cross-validation for predictive models, there is no global validator method for a causal estimate. As a result, expressing different causal assumptions formally and validating them (to the extent possible) becomes critical for any analysis. We present DoWhy, a framework that allows explicit declaration of assumptions through a causal graph and provides multiple validation tests to check a subset of these assumptions. Our experience with DoWhy highlights a number of open questions for future research: developing new ways beyond causal graphs to express assumptions, the role of causal discovery in learning relevant parts of the graph, and developing validation tests that can better detect errors, both for average and conditional treatment effects. DoWhy is available at https://github.com/microsoft/dowhy.

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.