Amit Sharma

Amit Sharma, Hua Li, Jian Jiao

Given an unexpected change in the output metric of a large-scale system, it is important to answer why the change occurred: which inputs caused the change in metric? A key component of such an attribution question is estimating the counterfactual: the (hypothetical) change in the system metric due to a specified change in a single input. However, due to inherent stochasticity and complex interactions between parts of the system, it is difficult to model an output metric directly. We utilize the computational structure of a system to break up the modelling task into sub-parts, such that each sub-part corresponds to a more stable mechanism that can be modelled accurately over time. Using the system's structure also helps to view the metric as a computation over a structural causal model (SCM), thus providing a principled way to estimate counterfactuals. Specifically, we propose a method to estimate counterfactuals using time-series predictive models and construct an attribution score, CF-Shapley, that is consistent with desirable axioms for attributing an observed change in the output metric. Unlike past work on causal shapley values, our proposed method can attribute a single observed change in output (rather than a population-level effect) and thus provides more accurate attribution scores when evaluated on simulated datasets. As a real-world application, we analyze a query-ad matching system with the goal of attributing observed change in a metric for ad matching density. Attribution scores explain how query volume and ad demand from different query categories affect the ad matching density, leading to actionable insights and uncovering the role of external events (e.g., "Cheetah Day") in driving the matching density.

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.

Victor Chernozhukov, Carlos Cinelli, Whitney Newey et al.

We develop a general theory of omitted variable bias for a wide range of common causal parameters, including (but not limited to) averages of potential outcomes, average treatment effects, average causal derivatives, and policy effects from covariate shifts. Our theory applies to nonparametric models, while naturally allowing for (semi-)parametric restrictions (such as partial linearity) when such assumptions are made. We show how simple plausibility judgments on the maximum explanatory power of omitted variables are sufficient to bound the magnitude of the bias, thus facilitating sensitivity analysis in otherwise complex, nonlinear models. Finally, we provide flexible and efficient statistical inference methods for the bounds, which can leverage modern machine learning algorithms for estimation. These results allow empirical researchers to perform sensitivity analyses in a flexible class of machine-learned causal models using very simple, and interpretable, tools. We demonstrate the utility of our approach with two empirical examples.