Deep Autoregressive Models as Causal Inference Engines

Fuente: arXiv
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Auteurs principaux: Im, Daniel Jiwoong, Zhang, Kevin, Verma, Nakul, Cho, Kyunghyun
Format: Preprint
Publié: 2024
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author Im, Daniel Jiwoong
Zhang, Kevin
Verma, Nakul
Cho, Kyunghyun
author_facet Im, Daniel Jiwoong
Zhang, Kevin
Verma, Nakul
Cho, Kyunghyun
contents Existing causal inference (CI) models are often restricted to data with low-dimensional confounders and singleton actions. We propose an autoregressive (AR) CI framework capable of handling complex confounders and sequential actions commonly found in modern applications. Our approach accomplishes this using {\em sequencification}, which transforms data from an underlying causal diagram into a sequence of tokens. Sequencification not only accommodates training with data generated from a large class of DAGs, but also extends existing CI capabilities to estimate multiple causal quantities using a {\em single} model. We can directly compute probabilities from interventional distributions, simplifying inference and improving outcome prediction accuracy. We demonstrate that an AR model adapted for CI is efficient and effective in various complex applications such as navigating mazes, playing chess endgames, and evaluating the impact of certain keywords on paper acceptance rates, where we consider causal queries beyond standard reinforcement learning-type questions.
format Preprint
id arxiv_https___arxiv_org_abs_2409_18581
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Deep Autoregressive Models as Causal Inference Engines
Im, Daniel Jiwoong
Zhang, Kevin
Verma, Nakul
Cho, Kyunghyun
Machine Learning
Existing causal inference (CI) models are often restricted to data with low-dimensional confounders and singleton actions. We propose an autoregressive (AR) CI framework capable of handling complex confounders and sequential actions commonly found in modern applications. Our approach accomplishes this using {\em sequencification}, which transforms data from an underlying causal diagram into a sequence of tokens. Sequencification not only accommodates training with data generated from a large class of DAGs, but also extends existing CI capabilities to estimate multiple causal quantities using a {\em single} model. We can directly compute probabilities from interventional distributions, simplifying inference and improving outcome prediction accuracy. We demonstrate that an AR model adapted for CI is efficient and effective in various complex applications such as navigating mazes, playing chess endgames, and evaluating the impact of certain keywords on paper acceptance rates, where we consider causal queries beyond standard reinforcement learning-type questions.
title Deep Autoregressive Models as Causal Inference Engines
topic Machine Learning
url https://arxiv.org/abs/2409.18581