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Over the last few decades, machine learning (ML) applications have grown exponentially, yielding several benefits to society. However, these benefits are tempered with concerns of discriminatory behaviours exhibited by ML models. In this regard, fairness in machine learning has emerged as a priority research area. Consequently, several fairness metrics and algorithms have been developed to mitigate against discriminatory behaviours that ML models may possess. Yet still, very little attention has been paid to the problem of naturally occurring changes in data patterns (\textit{aka} data distributional drift), and its impact on fairness algorithms and metrics. In this work, we study this problem comprehensively by analyzing 4 fairness-unaware baseline algorithms and 7 fairness-aware algorithms, carefully curated to cover the breadth of its typology, across 5 datasets including public and proprietary data, and evaluated them using 3 predictive performance and 10 fairness metrics. In doing so, we show that (1) data distributional drift is not a trivial occurrence, and in several cases can lead to serious deterioration of fairness in so-called fair models; (2) contrary to some existing literature, the size and direction of data distributional drift is not correlated to the resulting size and direction of unfairness; and (3) choice of, and training of fairness algorithms is impacted by the effect of data distributional drift which is largely ignored in the literature. Emanating from our findings, we synthesize several policy implications of data distributional drift on fairness algorithms that can be very relevant to stakeholders and practitioners.

Estimating causal effects is crucial for decision-makers in many applications, but it is particularly challenging with observational network data due to peer interactions. Many algorithms have been proposed to estimate causal effects involving network data, particularly peer effects, but they often overlook the variety of peer effects. To address this issue, we propose a general setting which considers both peer direct effects and peer indirect effects, and the effect of an individual's own treatment, and provide identification conditions of these causal effects and proofs. To estimate these causal effects, we utilize attention mechanisms to distinguish the influences of different neighbors and explore high-order neighbor effects through multi-layer graph neural networks (GNNs). Additionally, to control the dependency between node features and representations, we incorporate the Hilbert-Schmidt Independence Criterion (HSIC) into the GNN, fully utilizing the structural information of the graph, to enhance the robustness and accuracy of the model. Extensive experiments on two semi-synthetic datasets confirm the effectiveness of our approach. Our theoretical findings have the potential to improve intervention strategies in networked systems, with applications in areas such as social networks and epidemiology.

Global Climate Models (GCMs) are crucial for predicting future climate changes by simulating the Earth systems. However, GCM outputs exhibit systematic biases due to model uncertainties, parameterization simplifications, and inadequate representation of complex climate phenomena. Traditional bias correction methods, which rely on historical observation data and statistical techniques, often neglect unobserved confounders, leading to biased results. This paper proposes a novel bias correction approach to utilize both GCM and observational data to learn a factor model that captures multi-cause latent confounders. Inspired by recent advances in causality based time series deconfounding, our method first constructs a factor model to learn latent confounders from historical data and then applies them to enhance the bias correction process using advanced time series forecasting models. The experimental results demonstrate significant improvements in the accuracy of precipitation outputs. By addressing unobserved confounders, our approach offers a robust and theoretically grounded solution for climate model bias correction.

In recommender systems, latent variables can cause user-item interaction data to deviate from true user preferences. This biased data is then used to train recommendation models, further amplifying the bias and ultimately compromising both recommendation accuracy and user satisfaction. Instrumental Variable (IV) methods are effective tools for addressing the confounding bias introduced by latent variables; however, identifying a valid IV is often challenging. To overcome this issue, we propose a novel data-driven conditional IV (CIV) debiasing method for recommender systems, called CIV4Rec. CIV4Rec automatically generates valid CIVs and their corresponding conditioning sets directly from interaction data, significantly reducing the complexity of IV selection while effectively mitigating the confounding bias caused by latent variables in recommender systems. Specifically, CIV4Rec leverages a variational autoencoder (VAE) to generate the representations of the CIV and its conditional set from interaction data, followed by the application of least squares to derive causal representations for click prediction. Extensive experiments on two real-world datasets, Movielens-10M and Douban-Movie, demonstrate that our CIV4Rec successfully identifies valid CIVs, effectively reduces bias, and consequently improves recommendation accuracy.

In recommender systems, popularity and conformity biases undermine recommender effectiveness by disproportionately favouring popular items, leading to their over-representation in recommendation lists and causing an unbalanced distribution of user-item historical data. We construct a causal graph to address both biases and describe the abstract data generation mechanism. Then, we use it as a guide to develop a novel Debiased Contrastive Learning framework for Mitigating Dual Biases, called DCLMDB. In DCLMDB, both popularity bias and conformity bias are handled in the model training process by contrastive learning to ensure that user choices and recommended items are not unduly influenced by conformity and popularity. Extensive experiments on two real-world datasets, Movielens-10M and Netflix, show that DCLMDB can effectively reduce the dual biases, as well as significantly enhance the accuracy and diversity of recommendations.

Estimating causal effects from observational data is challenging, especially in the presence of latent confounders. Much work has been done on addressing this challenge, but most of the existing research ignores the bias introduced by the post-treatment variables. In this paper, we propose a novel method of joint Variational AutoEncoder (VAE) and identifiable Variational AutoEncoder (iVAE) for learning the representations of latent confounders and latent post-treatment variables from their proxy variables, termed CPTiVAE, to achieve unbiased causal effect estimation from observational data. We further prove the identifiability in terms of the representation of latent post-treatment variables. Extensive experiments on synthetic and semi-synthetic datasets demonstrate that the CPTiVAE outperforms the state-of-the-art methods in the presence of latent confounders and post-treatment variables. We further apply CPTiVAE to a real-world dataset to show its potential application.

Many studies have been done to detect smokes from satellite imagery. However, these prior methods are not still effective in detecting various smokes in complex backgrounds. Smokes present challenges in detection due to variations in density, color, lighting, and backgrounds such as clouds, haze, and/or mist, as well as the contextual nature of thin smoke. This paper addresses these challenges by proposing a new segmentation model called VTrUNet which consists of a virtual band construction module to capture spectral patterns and a transformer boosted UNet to capture long range contextual features. The model takes imagery of six bands: red, green, blue, near infrared, and two shortwave infrared bands as input. To show the advantages of the proposed model, the paper presents extensive results for various possible model architectures improving UNet and draws interesting conclusions including that adding more modules to a model does not always lead to a better performance. The paper also compares the proposed model with very recently proposed and related models for smoke segmentation and shows that the proposed model performs the best and makes significant improvements on prediction performances

Causal inference from longitudinal observational data is a challenging problem due to the difficulty in correctly identifying the time-dependent confounders, especially in the presence of latent time-dependent confounders. Instrumental variable (IV) is a powerful tool for addressing the latent confounders issue, but the traditional IV technique cannot deal with latent time-dependent confounders in longitudinal studies. In this work, we propose a novel Time-dependent Instrumental Factor Model (TIFM) for time-varying causal effect estimation from data with latent time-dependent confounders. At each time-step, the proposed TIFM method employs the Recurrent Neural Network (RNN) architecture to infer latent IV, and then uses the inferred latent IV factor for addressing the confounding bias caused by the latent time-dependent confounders. We provide a theoretical analysis for the proposed TIFM method regarding causal effect estimation in longitudinal data. Extensive evaluation with synthetic datasets demonstrates the effectiveness of TIFM in addressing causal effect estimation over time. We further apply TIFM to a climate dataset to showcase the potential of the proposed method in tackling real-world problems., Comment: 13 pages, 7 figures and 3 tables

In causal inference, it is a fundamental task to estimate the causal effect from observational data. However, latent confounders pose major challenges in causal inference in observational data, for example, confounding bias and M-bias. Recent data-driven causal effect estimators tackle the confounding bias problem via balanced representation learning, but assume no M-bias in the system, thus they fail to handle the M-bias. In this paper, we identify a challenging and unsolved problem caused by a variable that leads to confounding bias and M-bias simultaneously. To address this problem with co-occurring M-bias and confounding bias, we propose a novel Disentangled Latent Representation learning framework for learning latent representations from proxy variables for unbiased Causal effect Estimation (DLRCE) from observational data. Specifically, DLRCE learns three sets of latent representations from the measured proxy variables to adjust for the confounding bias and M-bias. Extensive experiments on both synthetic and three real-world datasets demonstrate that DLRCE significantly outperforms the state-of-the-art estimators in the case of the presence of both confounding bias and M-bias., Comment: 10 pages, 3 figures and 5 tables. Accepted by ICDM2023

This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV) are commonly used to eliminate confounding bias, including the bias caused by unobserved confounders, but they rely on the linearity assumption. Besides, the strict condition of unconfounded instruments posed on a standard IV is too strong to be practical. To address these challenging and practical problems of the standard IV method (linearity assumption and the strict condition), in this paper, we use a conditional IV (CIV) to relax the unconfounded instrument condition of standard IV and propose a non-linear CIV regression with Confounding Balancing Representation Learning, CBRL.CIV, for jointly eliminating the confounding bias from unobserved confounders and balancing the observed confounders, without the linearity assumption. We theoretically demonstrate the soundness of CBRL.CIV. Extensive experiments on synthetic and two real-world datasets show the competitive performance of CBRL.CIV against state-of-the-art IV-based estimators and superiority in dealing with the non-linear situation., Comment: 17pages, 3 figures and 6 tables

An essential and challenging problem in causal inference is causal effect estimation from observational data. The problem becomes more difficult with the presence of unobserved confounding variables. The front-door adjustment is a practical approach for dealing with unobserved confounding variables. However, the restriction for the standard front-door adjustment is difficult to satisfy in practice. In this paper, we relax some of the restrictions by proposing the concept of conditional front-door (CFD) adjustment and develop the theorem that guarantees the causal effect identifiability of CFD adjustment. Furthermore, as it is often impossible for a CFD variable to be given in practice, it is desirable to learn it from data. By leveraging the ability of deep generative models, we propose CFDiVAE to learn the representation of the CFD adjustment variable directly from data with the identifiable Variational AutoEncoder and formally prove the model identifiability. Extensive experiments on synthetic datasets validate the effectiveness of CFDiVAE and its superiority over existing methods. The experiments also show that the performance of CFDiVAE is less sensitive to the causal strength of unobserved confounding variables. We further apply CFDiVAE to a real-world dataset to demonstrate its potential application.

Detecting fire smoke is crucial for the timely identification of early wildfires using satellite imagery. However, the spatial and spectral similarity of fire smoke to other confounding aerosols, such as clouds and haze, often confuse even the most advanced deep-learning (DL) models. Nonetheless, these aerosols also present distinct spectral characteristics in some specific bands, and such spectral patterns are useful for distinguishing the aerosols more accurately. Early research tried to derive various threshold values from the reflectance and brightness temperature in specific spectral bands to differentiate smoke and cloud pixels. However, such threshold values were determined based on domain knowledge and are hard to generalise. In addition, such threshold values were manually derived from specific combinations of bands to infer spectral patterns, making them difficult to employ in deep-learning models. In this paper, we introduce a DL module called input amplification (InAmp) which is designed to enable DL models to learn class-specific spectral patterns automatically from multi-spectral satellite imagery and improve the fire smoke detection accuracy. InAmp can be conveniently integrated with different DL architectures. We evaluate the effectiveness of the InAmp module on different Convolutional neural network (CNN) architectures using two satellite imagery datasets: USTC_SmokeRS, derived from Moderate Resolution Imaging Spectroradiometer (MODIS) with three spectral bands; and Landsat_Smk, derived from Landsat 5/8 with six spectral bands. Our experimental results demonstrate that the InAmp module improves the fire smoke detection accuracy of the CNN models. Additionally, we visualise the spectral patterns extracted by the InAmp module using test imagery and demonstrate that the InAmp module can effectively extract class-specific spectral patterns., Comment: 13 pages, 5 figures, 7 tables

One of the fundamental challenges in causal inference is to estimate the causal effect of a treatment on its outcome of interest from observational data. However, causal effect estimation often suffers from the impacts of confounding bias caused by unmeasured confounders that affect both the treatment and the outcome. The instrumental variable (IV) approach is a powerful way to eliminate the confounding bias from latent confounders. However, the existing IV-based estimators require a nominated IV, and for a conditional IV (CIV) the corresponding conditioning set too, for causal effect estimation. This limits the application of IV-based estimators. In this paper, by leveraging the advantage of disentangled representation learning, we propose a novel method, named DVAE.CIV, for learning and disentangling the representations of CIV and the representations of its conditioning set for causal effect estimations from data with latent confounders. Extensive experimental results on both synthetic and real-world datasets demonstrate the superiority of the proposed DVAE.CIV method against the existing causal effect estimators., Comment: Debo Cheng and Ziqi Xu contributed equally. 20 pages, 5 tables, and 3 figures. Accepted at ECML-PKDD2023

An essential problem in causal inference is estimating causal effects from observational data. The problem becomes more challenging with the presence of unobserved confounders. When there are unobserved confounders, the commonly used back-door adjustment is not applicable. Although the instrumental variable (IV) methods can deal with unobserved confounders, they all assume that the treatment directly affects the outcome, and there is no mediator between the treatment and the outcome. This paper aims to use the front-door criterion to address the challenging problem with the presence of unobserved confounders and mediators. In practice, it is often difficult to identify the set of variables used for front-door adjustment from data. By leveraging the ability of deep generative models in representation learning, we propose FDVAE to learn the representation of a Front-Door adjustment set with a Variational AutoEncoder, instead of trying to search for a set of variables for front-door adjustment. Extensive experiments on synthetic datasets validate the effectiveness of FDVAE and its superiority over existing methods. The experiments also show that the performance of FDVAE is not sensitive to the causal strength of unobserved confounders and is feasible in the case of dimensionality mismatch between learned representations and the ground truth. We further apply the method to three real-world datasets to demonstrate its potential applications.

A predictive model makes outcome predictions based on some given features, i.e., it estimates the conditional probability of the outcome given a feature vector. In general, a predictive model cannot estimate the causal effect of a feature on the outcome, i.e., how the outcome will change if the feature is changed while keeping the values of other features unchanged. This is because causal effect estimation requires interventional probabilities. However, many real world problems such as personalised decision making, recommendation, and fairness computing, need to know the causal effect of any feature on the outcome for a given instance. This is different from the traditional causal effect estimation problem with a fixed treatment variable. This paper first tackles the challenge of estimating the causal effect of any feature (as the treatment) on the outcome w.r.t. a given instance. The theoretical results naturally link a predictive model to causal effect estimations and imply that a predictive model is causally interpretable when the conditions identified in the paper are satisfied. The paper also reveals the robust property of a causally interpretable model. We use experiments to demonstrate that various types of predictive models, when satisfying the conditions identified in this paper, can estimate the causal effects of features as accurately as state-of-the-art causal effect estimation methods. We also show the potential of such causally interpretable predictive models for robust predictions and personalised decision making., Comment: 16

Estimating direct and indirect causal effects from observational data is crucial to understanding the causal mechanisms and predicting the behaviour under different interventions. Causal mediation analysis is a method that is often used to reveal direct and indirect effects. Deep learning shows promise in mediation analysis, but the current methods only assume latent confounders that affect treatment, mediator and outcome simultaneously, and fail to identify different types of latent confounders (e.g., confounders that only affect the mediator or outcome). Furthermore, current methods are based on the sequential ignorability assumption, which is not feasible for dealing with multiple types of latent confounders. This work aims to circumvent the sequential ignorability assumption and applies the piecemeal deconfounding assumption as an alternative. We propose the Disentangled Mediation Analysis Variational AutoEncoder (DMAVAE), which disentangles the representations of latent confounders into three types to accurately estimate the natural direct effect, natural indirect effect and total effect. Experimental results show that the proposed method outperforms existing methods and has strong generalisation ability. We further apply the method to a real-world dataset to show its potential application., Comment: This paper has been accepted by AAAI 2023. Please check: https://doi.org/10.1609/aaai.v37i9.26266

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment variable and independent of all other variables in the system. However, it is challenging to search for a standard IV from data directly due to the strict conditions. The conditional IV (CIV) method has been proposed to allow a variable to be an instrument conditioning on a set of variables, allowing a wider choice of possible IVs and enabling broader practical applications of the IV approach. Nevertheless, there is not a data-driven method to discover a CIV and its conditioning set directly from data. To fill this gap, in this paper, we propose to learn the representations of the information of a CIV and its conditioning set from data with latent confounders for average causal effect estimation. By taking advantage of deep generative models, we develop a novel data-driven approach for simultaneously learning the representation of a CIV from measured variables and generating the representation of its conditioning set given measured variables. Extensive experiments on synthetic and real-world datasets show that our method outperforms the existing IV methods., Comment: 10 pages, 4 figures and 3 tables. Accepted by AAAI2023

In many fields of scientific research and real-world applications, unbiased estimation of causal effects from non-experimental data is crucial for understanding the mechanism underlying the data and for decision-making on effective responses or interventions. A great deal of research has been conducted to address this challenging problem from different angles. For estimating causal effect in observational data, assumptions such as Markov condition, faithfulness and causal sufficiency are always made. Under the assumptions, full knowledge such as, a set of covariates or an underlying causal graph, is typically required. A practical challenge is that in many applications, no such full knowledge or only some partial knowledge is available. In recent years, research has emerged to use search strategies based on graphical causal modelling to discover useful knowledge from data for causal effect estimation, with some mild assumptions, and has shown promise in tackling the practical challenge. In this survey, we review these data-driven methods on causal effect estimation for a single treatment with a single outcome of interest and focus on the challenges faced by data-driven causal effect estimation. We concisely summarise the basic concepts and theories that are essential for data-driven causal effect estimation using graphical causal modelling but are scattered around the literature. We identify and discuss the challenges faced by data-driven causal effect estimation and characterise the existing methods by their assumptions and the approaches to tackling the challenges. We analyse the strengths and limitations of the different types of methods and present an empirical evaluation to support the discussions. We hope this review will motivate more researchers to design better data-driven methods based on graphical causal modelling for the challenging problem of causal effect estimation., Comment: 35 pages, 10 figures and 2 table, Accepted by ACM Computing Surveys

Much research has been devoted to the problem of learning fair representations; however, they do not explicitly the relationship between latent representations. In many real-world applications, there may be causal relationships between latent representations. Furthermore, most fair representation learning methods focus on group-level fairness and are based on correlations, ignoring the causal relationships underlying the data. In this work, we theoretically demonstrate that using the structured representations enable downstream predictive models to achieve counterfactual fairness, and then we propose the Counterfactual Fairness Variational AutoEncoder (CF-VAE) to obtain structured representations with respect to domain knowledge. The experimental results show that the proposed method achieves better fairness and accuracy performance than the benchmark fairness methods., Comment: This paper has been accepted by PAKDD 2023. Please check: https://doi.org/10.1007/978-3-031-33374-3_37

This paper studies the problem of estimating the contributions of features to the prediction of a specific instance by a machine learning model and the overall contribution of a feature to the model. The causal effect of a feature (variable) on the predicted outcome reflects the contribution of the feature to a prediction very well. A challenge is that most existing causal effects cannot be estimated from data without a known causal graph. In this paper, we define an explanatory causal effect based on a hypothetical ideal experiment. The definition brings several benefits to model agnostic explanations. First, explanations are transparent and have causal meanings. Second, the explanatory causal effect estimation can be data driven. Third, the causal effects provide both a local explanation for a specific prediction and a global explanation showing the overall importance of a feature in a predictive model. We further propose a method using individual and combined variables based on explanatory causal effects for explanations. We show the definition and the method work with experiments on some real-world data sets., Comment: 17

Instrumental variable (IV) is a powerful approach to inferring the causal effect of a treatment on an outcome of interest from observational data even when there exist latent confounders between the treatment and the outcome. However, existing IV methods require that an IV is selected and justified with domain knowledge. An invalid IV may lead to biased estimates. Hence, discovering a valid IV is critical to the applications of IV methods. In this paper, we study and design a data-driven algorithm to discover valid IVs from data under mild assumptions. We develop the theory based on partial ancestral graphs (PAGs) to support the search for a set of candidate Ancestral IVs (AIVs), and for each possible AIV, the identification of its conditioning set. Based on the theory, we propose a data-driven algorithm to discover a pair of IVs from data. The experiments on synthetic and real-world datasets show that the developed IV discovery algorithm estimates accurate estimates of causal effects in comparison with the state-of-the-art IV based causal effect estimators., Comment: 10 pages, 5 figures and 1 table

Unobserved confounding is the main obstacle to causal effect estimation from observational data. Instrumental variables (IVs) are widely used for causal effect estimation when there exist latent confounders. With the standard IV method, when a given IV is valid, unbiased estimation can be obtained, but the validity requirement on a standard IV is strict and untestable. Conditional IVs have been proposed to relax the requirement of standard IVs by conditioning on a set of observed variables (known as a conditioning set for a conditional IV). However, the criterion for finding a conditioning set for a conditional IV needs a directed acyclic graph (DAG) representing the causal relationships of both observed and unobserved variables. This makes it challenging to discover a conditioning set directly from data. In this paper, by leveraging maximal ancestral graphs (MAGs) for causal inference with latent variables, we study the graphical properties of ancestral IVs, a type of conditional IVs using MAGs, and develop the theory to support data-driven discovery of the conditioning set for a given ancestral IV in data under the pretreatment variable assumption. Based on the theory, we develop an algorithm for unbiased causal effect estimation with a given ancestral IV and observational data. Extensive experiments on synthetic and real-world datasets demonstrate the performance of the algorithm in comparison with existing IV methods., Comment: 11 pages, 5 figures and 2 tables

Local-to-global learning approach plays an essential role in Bayesian network (BN) structure learning. Existing local-to-global learning algorithms first construct the skeleton of a DAG (directed acyclic graph) by learning the MB (Markov blanket) or PC (parents and children) of each variable in a data set, then orient edges in the skeleton. However, existing MB or PC learning methods are often computationally expensive especially with a large-sized BN, resulting in inefficient local-to-global learning algorithms. To tackle the problem, in this paper, we develop an efficient local-to-global learning approach using feature selection. Specifically, we first analyze the rationale of the well-known Minimum-Redundancy and Maximum-Relevance (MRMR) feature selection approach for learning a PC set of a variable. Based on the analysis, we propose an efficient F2SL (feature selection-based structure learning) approach to local-to-global BN structure learning. The F2SL approach first employs the MRMR approach to learn a DAG skeleton, then orients edges in the skeleton. Employing independence tests or score functions for orienting edges, we instantiate the F2SL approach into two new algorithms, F2SL-c (using independence tests) and F2SL-s (using score functions). Compared to the state-of-the-art local-to-global BN learning algorithms, the experiments validated that the proposed algorithms in this paper are more efficient and provide competitive structure learning quality than the compared algorithms.

We study an interesting and challenging problem, learning any part of a Bayesian network (BN) structure. In this challenge, it will be computationally inefficient using existing global BN structure learning algorithms to find an entire BN structure to achieve the part of a BN structure in which we are interested. And local BN structure learning algorithms encounter the false edge orientation problem when they are directly used to tackle this challenging problem. In this paper, we first present a new concept of Expand-Backtracking to explain why local BN structure learning methods have the false edge orientation problem, then propose APSL, an efficient and accurate Any Part of BN Structure Learning algorithm. Specifically, APSL divides the V-structures in a Markov blanket (MB) into two types: collider V-structure and non-collider V-structure, then it starts from a node of interest and recursively finds both collider V-structures and non-collider V-structures in the found MBs, until the part of a BN structure in which we are interested are oriented. To improve the efficiency of APSL, we further design the APSL-FS algorithm using Feature Selection, APSL-FS. Using six benchmark BNs, the extensive experiments have validated the efficiency and accuracy of our methods.

Causal Learner is a toolbox for learning causal structure and Markov blanket (MB) from data. It integrates functions for generating simulated Bayesian network data, a set of state-of-the-art global causal structure learning algorithms, a set of state-of-the-art local causal structure learning algorithms, a set of state-of-the-art MB learning algorithms, and functions for evaluating algorithms. The data generation part of Causal Learner is written in R, and the rest of Causal Learner is written in MATLAB. Causal Learner aims to provide researchers and practitioners with an open-source platform for causal learning from data and for the development and evaluation of new causal learning algorithms. The Causal Learner project is available at http://bigdata.ahu.edu.cn/causal-learner.

Anomaly detection is crucial for understanding unusual behaviors in data, as anomalies offer valuable insights. This paper introduces Dependency-based Anomaly Detection (DepAD), a general framework that utilizes variable dependencies to uncover meaningful anomalies with better interpretability. DepAD reframes unsupervised anomaly detection as supervised feature selection and prediction tasks, which allows users to tailor anomaly detection algorithms to their specific problems and data. We extensively evaluate representative off-the-shelf techniques for the DepAD framework. Two DepAD algorithms emerge as all-rounders and superior performers in handling a wide range of datasets compared to nine state-of-the-art anomaly detection methods. Additionally, we demonstrate that DepAD algorithms provide new and insightful interpretations for detected anomalies.

Domain adaptation solves the learning problem in a target domain by leveraging the knowledge in a relevant source domain. While remarkable advances have been made, almost all existing domain adaptation methods heavily require large amounts of unlabeled target domain data for learning domain invariant representations to achieve good generalizability on the target domain. In fact, in many real-world applications, target domain data may not always be available. In this paper, we study the cases where at the training phase the target domain data is unavailable and only well-labeled source domain data is available, called robust domain adaptation. To tackle this problem, under the assumption that causal relationships between features and the class variable are robust across domains, we propose a novel Causal AutoEncoder (CAE), which integrates deep autoencoder and causal structure learning into a unified model to learn causal representations only using data from a single source domain. Specifically, a deep autoencoder model is adopted to learn low-dimensional representations, and a causal structure learning model is designed to separate the low-dimensional representations into two groups: causal representations and task-irrelevant representations. Using three real-world datasets the extensive experiments have validated the effectiveness of CAE compared to eleven state-of-the-art methods.

The increasing application of machine learning techniques in everyday decision-making processes has brought concerns about the fairness of algorithmic decision-making. This paper concerns the problem of collider bias which produces spurious associations in fairness assessment and develops theorems to guide fairness assessment avoiding the collider bias. We consider a real-world application of auditing a trained classifier by an audit agency. We propose an unbiased assessment algorithm by utilising the developed theorems to reduce collider biases in the assessment. Experiments and simulations show the proposed algorithm reduces collider biases significantly in the assessment and is promising in auditing trained classifiers., Comment: 16 pages, 7 figures and 9 tables. The work has been accepted by PAKDD2022

Having a large number of covariates can have a negative impact on the quality of causal effect estimation since confounding adjustment becomes unreliable when the number of covariates is large relative to the samples available. Propensity score is a common way to deal with a large covariate set, but the accuracy of propensity score estimation (normally done by logistic regression) is also challenged by large number of covariates. In this paper, we prove that a large covariate set can be reduced to a lower dimensional representation which captures the complete information for adjustment in causal effect estimation. The theoretical result enables effective data-driven algorithms for causal effect estimation. We develop an algorithm which employs a supervised kernel dimension reduction method to search for a lower dimensional representation for the original covariates, and then utilizes nearest neighbor matching in the reduced covariate space to impute the counterfactual outcomes to avoid large-sized covariate set problem. The proposed algorithm is evaluated on two semi-synthetic and three real-world datasets and the results have demonstrated the effectiveness of the algorithm.

Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an estimation of the bounds of a causal effect (i.e. nonunique estimation) or have low efficiency. The major hurdle for achieving high efficiency while trying to obtain unique and unbiased causal effect estimation is how to find a proper adjustment set for confounding control in a fast way, given the huge covariate space and considering unobserved variables. In this paper, we approach the problem as a local search task for finding valid adjustment sets in data. We establish the theorems to support the local search for adjustment sets, and we show that unique and unbiased estimation can be achieved from observational data even when there exist unobserved variables. We then propose a data-driven algorithm that is fast and consistent under mild assumptions. We also make use of a frequent pattern mining method to further speed up the search of minimal adjustment sets for causal effect estimation. Experiments conducted on extensive synthetic and real-world datasets demonstrate that the proposed algorithm outperforms the state-of-the-art criteria/estimators in both accuracy and time-efficiency., Comment: 14 pages, 8 figures and 2 tables

A central question in many fields of scientific research is to determine how an outcome would be affected by an action, or to measure the effect of an action (a.k.a treatment effect). In recent years, a need for estimating the heterogeneous treatment effects conditioning on the different characteristics of individuals has emerged from research fields such as personalized healthcare, social science, and online marketing. To meet the need, researchers and practitioners from different communities have developed algorithms by taking the treatment effect heterogeneity modeling approach and the uplift modeling approach, respectively. In this paper, we provide a unified survey of these two seemingly disconnected yet closely related approaches under the potential outcome framework. We then provide a structured survey of existing methods by emphasizing on their inherent connections with a set of unified notations to make comparisons of the different methods easy. We then review the main applications of the surveyed methods in personalized marketing, personalized medicine, and social studies. Finally, we summarize the existing software packages and present discussions based on the use of methods on synthetic, semi-synthetic and real world data sets and provide some general guidelines for choosing methods., Comment: To appear in ACM Computing Surveys

Motivation: Uncovering the genomic causes of cancer, known as cancer driver genes, is a fundamental task in biomedical research. Cancer driver genes drive the development and progression of cancer, thus identifying cancer driver genes and their regulatory mechanism is crucial to the design of cancer treatment and intervention. Many computational methods, which take the advantages of computer science and data science, have been developed to utilise multiple types of genomic data to reveal cancer drivers and their regulatory mechanism behind cancer development and progression. Due to the complexity of the mechanistic insight of cancer genes in driving cancer and the fast development of the field, it is necessary to have a comprehensive review about the current computational methods for discovering different types of cancer drivers. Results: We survey computational methods for identifying cancer drivers from genomic data. We categorise the methods into three groups, methods for single driver identification, methods for driver module identification, and methods for identifying personalised cancer drivers. We also conduct a case study to compare the performance of the current methods. We further analyse the advantages and limitations of the current methods, and discuss the challenges and future directions of the topic. In addition, we investigate the resources for discovering and validating cancer drivers in order to provide a one-stop reference of the tools to facilitate cancer driver discovery. The ultimate goal of the paper is to help those interested in the topic to establish a solid background to carry out further research in the field., Comment: 13 pages, 6 figures

In many applications, there is a need to predict the effect of an intervention on different individuals from data. For example, which customers are persuadable by a product promotion? which patients should be treated with a certain type of treatment? These are typical causal questions involving the effect or the change in outcomes made by an intervention. The questions cannot be answered with traditional classification methods as they only use associations to predict outcomes. For personalised marketing, these questions are often answered with uplift modelling. The objective of uplift modelling is to estimate causal effect, but its literature does not discuss when the uplift represents causal effect. Causal heterogeneity modelling can solve the problem, but its assumption of unconfoundedness is untestable in data. So practitioners need guidelines in their applications when using the methods. In this paper, we use causal classification for a set of personalised decision making problems, and differentiate it from classification. We discuss the conditions when causal classification can be resolved by uplift (and causal heterogeneity) modelling methods. We also propose a general framework for causal classification, by using off-the-shelf supervised methods for flexible implementations. Experiments have shown two instantiations of the framework work for causal classification and for uplift (causal heterogeneity) modelling, and are competitive with the other uplift (causal heterogeneity) modelling methods., Comment: International Journal of Data Science and Analytics (2021). arXiv admin note: text overlap with arXiv:1604.07212 by other authors

Causal effect estimation from observational data is a crucial but challenging task. Currently, only a limited number of data-driven causal effect estimation methods are available. These methods either provide only a bound estimation of the causal effect of a treatment on the outcome, or generate a unique estimation of the causal effect, but making strong assumptions on data and having low efficiency. In this paper, we identify a practical problem setting and propose an approach to achieving unique and unbiased estimation of causal effects from data with hidden variables. For the approach, we have developed the theorems to support the discovery of the proper covariate sets for confounding adjustment (adjustment sets). Based on the theorems, two algorithms are proposed for finding the proper adjustment sets from data with hidden variables to obtain unbiased and unique causal effect estimation. Experiments with synthetic datasets generated using five benchmark Bayesian networks and four real-world datasets have demonstrated the efficiency and effectiveness of the proposed algorithms, indicating the practicability of the identified problem setting and the potential of the proposed approach in real-world applications., Comment: 12 pages,8 figures

Much research has been devoted to the problem of estimating treatment effects from observational data; however, most methods assume that the observed variables only contain confounders, i.e., variables that affect both the treatment and the outcome. Unfortunately, this assumption is frequently violated in real-world applications, since some variables only affect the treatment but not the outcome, and vice versa. Moreover, in many cases only the proxy variables of the underlying confounding factors can be observed. In this work, we first show the importance of differentiating confounding factors from instrumental and risk factors for both average and conditional average treatment effect estimation, and then we propose a variational inference approach to simultaneously infer latent factors from the observed variables, disentangle the factors into three disjoint sets corresponding to the instrumental, confounding, and risk factors, and use the disentangled factors for treatment effect estimation. Experimental results demonstrate the effectiveness of the proposed method on a wide range of synthetic, benchmark, and real-world datasets., Comment: Published in the Proceedings of the 35th AAAI Conference on Artificial Intelligence (AAAI'21)

This paper discusses the problem of causal query in observational data with hidden variables, with the aim of seeking the change of an outcome when "manipulating" a variable while given a set of plausible confounding variables which affect the manipulated variable and the outcome. Such an "experiment on data" to estimate the causal effect of the manipulated variable is useful for validating an experiment design using historical data or for exploring confounders when studying a new relationship. However, existing data-driven methods for causal effect estimation face some major challenges, including poor scalability with high dimensional data, low estimation accuracy due to heuristics used by the global causal structure learning algorithms, and the assumption of causal sufficiency when hidden variables are inevitable in data. In this paper, we develop a theorem for using local search to find a superset of the adjustment (or confounding) variables for causal effect estimation from observational data under a realistic pretreatment assumption. The theorem ensures that the unbiased estimate of causal effect is included in the set of causal effects estimated by the superset of adjustment variables. Based on the developed theorem, we propose a data-driven algorithm for causal query. Experiments show that the proposed algorithm is faster and produces better causal effect estimation than an existing data-driven causal effect estimation method with hidden variables. The causal effects estimated by the proposed algorithm are as accurate as those by the state-of-the-art methods using domain knowledge., Comment: 8 pages and 7 figures. The paper has been accepted by ECAI2020. We have updated the proof of the Theorem 1 and removed Theorem 2 from the conference version

Feature selection is a crucial preprocessing step in data analytics and machine learning. Classical feature selection algorithms select features based on the correlations between predictive features and the class variable and do not attempt to capture causal relationships between them. It has been shown that the knowledge about the causal relationships between features and the class variable has potential benefits for building interpretable and robust prediction models, since causal relationships imply the underlying mechanism of a system. Consequently, causality-based feature selection has gradually attracted greater attentions and many algorithms have been proposed. In this paper, we present a comprehensive review of recent advances in causality-based feature selection. To facilitate the development of new algorithms in the research area and make it easy for the comparisons between new methods and existing ones, we develop the first open-source package, called CausalFS, which consists of most of the representative causality-based feature selection algorithms (available at https://github.com/kuiy/CausalFS). Using CausalFS, we conduct extensive experiments to compare the representative algorithms with both synthetic and real-world data sets. Finally, we discuss some challenging problems to be tackled in future causality-based feature selection research.

Entity linking and resolution is a fundamental database problem with applications in data integration, data cleansing, information retrieval, knowledge fusion, and knowledge-base population. It is the task of accurately identifying multiple, differing, and possibly contradicting representations of the same real-world entity in data. In this work, we propose an entity linking and resolution system capable of linking entities across different databases and mentioned-entities extracted from text data. Our entity linking/resolution solution, called Certus, uses a graph model to represent the profiles of entities. The graph model is versatile, thus, it is capable of handling multiple values for an attribute or a relationship, as well as the provenance descriptions of the values. Provenance descriptions of a value provide the settings of the value, such as validity periods, sources, security requirements, etc. This paper presents the architecture for the entity linking system, the logical, physical, and indexing models used in the system, and the general linking process. Furthermore, we demonstrate the performance of update operations of the physical storage models when the system is implemented in two state-of-the-art database management systems, HBase and Postgres., Comment: 7 pages, 5 figures