Federated Estimation of Causal Effects from Observational Data
This addresses the challenge of privacy-preserving causal inference for applications with decentralized data, though it appears incremental as it adapts existing methods to a federated setting.
The paper tackles the problem of performing causal inference from observational data that is distributed across federated sources without centralizing it, by proposing a novel framework that estimates treatment effects using a non-parametric reformulation with Gaussian processes, and demonstrates its efficiency on simulated and real-world benchmarks.
Many modern applications collect data that comes in federated spirit, with data kept locally and undisclosed. Till date, most insight into the causal inference requires data to be stored in a central repository. We present a novel framework for causal inference with federated data sources. We assess and integrate local causal effects from different private data sources without centralizing them. Then, the treatment effects on subjects from observational data using a non-parametric reformulation of the classical potential outcomes framework is estimated. We model the potential outcomes as a random function distributed by Gaussian processes, whose defining parameters can be efficiently learned from multiple data sources, respecting privacy constraints. We demonstrate the promise and efficiency of the proposed approach through a set of simulated and real-world benchmark examples.