Abstract We introduce the concept of Automated Causal Discovery (AutoCD), defined as any system that aims to fully automate the application of causal discovery and causal reasoning methods. AutoCD’s goal is to deliver all causal information that an expert human analyst would provide and answer user’s causal queries. To this goal, we introduce ETIA, a system that performs dimensionality reduction, causal structure learning, and causal reasoning. We present the architecture of ETIA, benchmark its performance on synthetic data sets, and present a use case example. The system is general and can be applied to a plethora of causal discovery problems.

Causal discovery is continually being enriched with new algorithms for learning causal graphical probabilistic models. Each one of them requires a set of hyperparameters, creating a great number of combinations. Given that the true graph is unknown and the learning task is unsupervised, the challenge to a practitioner is how to tune these choices. We propose out-of-sample causal tuning (OCT) that aims to select an optimal combination. The method treats a causal model as a set of predictive models and uses out-of-sample protocols for supervised methods. This approach can handle general settings like latent confounders and nonlinear relationships. The method uses an information-theoretic approach to be able to generalize to mixed data types and a penalty for dense graphs to penalize for complexity. To evaluate OCT, we introduce a causal-based simulation method to create datasets that mimic the properties of real-world problems. We evaluate OCT against two other tuning approaches, based on stability and in-sample fitting. We show that OCT performs well in many experimental settings and it is an effective tuning method for causal discovery.

Decision making often depends on causal effect estimation. For example, clinical decisions are often based on estimates of the probability of post-treatment outcomes. Experimental data from randomized controlled trials allow for unbiased estimation of these probabilities. However, such data are usually limited in the number of samples and the set of measured covariates. Observational data, such as electronic medical records, contain many more samples and a richer set of measured covariates, which can be used to estimate more personalized treatment effects; however, these estimates may be biased due to latent confounding. In this work, we propose a Bayesian method for combining observational and experimental data for unbiased conditional treatment effect estimation. Our method addresses the following question: Given observational data $D_o$ measuring a set of covariates $\mathbf V$, and experimental data $D_e$ measuring a possibly smaller set of covariates $\mathbf{V_b}\subseteq \mathbf{V}$, which set of covariates $\mathbf{Z}$ leads to the optimal, unbiased prediction of the post-intervention outcome $P(Y |do(X), \mathbf{Z})$, and when can we use observational data for this estimation? In simulated data, we show that our method improves the prediction of post-intervention outcomes.

A highly accurate but overconfident model is ill-suited for deployment in critical applications such as healthcare and autonomous driving. The classification outcome should reflect a high uncertainty on ambiguous in-distribution samples that lie close to the decision boundary. The model should also refrain from making overconfident decisions on samples that lie far outside its training distribution, far-out-of-distribution (far-OOD), or on unseen samples from novel classes that lie near its training distribution (near-OOD). This paper proposes an application of counterfactual explanations in fixing an over-confident classifier. Specifically, we propose to fine-tune a given pre-trained classifier using augmentations from a counterfactual explainer (ACE) to fix its uncertainty characteristics while retaining its predictive performance. We perform extensive experiments with detecting far-OOD, near-OOD, and ambiguous samples. Our empirical results show that the revised model have improved uncertainty measures, and its performance is competitive to the state-of-the-art methods.

Causal relationships have been utilized in almost all disciplines, and the research into causal discovery has attracted a lot of attention in the last few years. Traditionally, causal relationships are identified by making use of interventions or randomized controlled experiments. However, conducting such experiments is often expensive or even impossible due to cost or ethical concerns. Therefore, there has been an increasing interest in discovering causal relationships based on observational data, and in the past few decades, significant contributions have been made to this field by computer scientists.

As a basic and effective tool for explanation, prediction and decision making, causal relationships have been utilized in almost all disciplines. Traditionally, causal relationships are identified by making use of interventions or randomized controlled experiments. However, conducting such experiments is often expensive or even impossible due to cost or ethical concerns. Therefore, there has been an increasing interest in discovering causal relationships based on observational data, and in the past few decades, significant contributions have been made to this field by computer scientists.

Feature selection is an important problem in machine learning, which aims to select variables that lead to an optimal predictive model. In this paper, we focus on feature selection for post-intervention outcome prediction from pre-intervention variables. We are motivated by healthcare settings, where the goal is often to select the treatment that will maximize a specific patient’s outcome; however, we often do not have sufficient randomized control trial data to identify well the conditional treatment effect. We show how we can use observational data to improve feature selection and effect estimation in two cases: (a) using observational data when we know the causal graph, and (b) when we do not know the causal graph but have observational and limited experimental data. Our paper extends the notion of Markov boundary to treatment-outcome pairs. We provide theoretical guarantees for the methods we introduce. In simulated data, we show that combining observational and experimental data improves feature selection and effect estimation.