Book Image

Causal Inference and Discovery in Python

By : Aleksander Molak
4.7 (9)
Book Image

Causal Inference and Discovery in Python

4.7 (9)
By: Aleksander Molak

Overview of this book

Causal methods present unique challenges compared to traditional machine learning and statistics. Learning causality can be challenging, but it offers distinct advantages that elude a purely statistical mindset. Causal Inference and Discovery in Python helps you unlock the potential of causality. You’ll start with basic motivations behind causal thinking and a comprehensive introduction to Pearlian causal concepts, such as structural causal models, interventions, counterfactuals, and more. Each concept is accompanied by a theoretical explanation and a set of practical exercises with Python code. Next, you’ll dive into the world of causal effect estimation, consistently progressing towards modern machine learning methods. Step-by-step, you’ll discover Python causal ecosystem and harness the power of cutting-edge algorithms. You’ll further explore the mechanics of how “causes leave traces” and compare the main families of causal discovery algorithms. The final chapter gives you a broad outlook into the future of causal AI where we examine challenges and opportunities and provide you with a comprehensive list of resources to learn more. By the end of this book, you will be able to build your own models for causal inference and discovery using statistical and machine learning techniques as well as perform basic project assessment.
Table of Contents (21 chapters)
1
Part 1: Causality – an Introduction
7
Part 2: Causal Inference
14
Part 3: Causal Discovery

T-Learner – together we can do more

In this section, we’ll learn what T-Learner is and how it’s different from S-Learner. We’ll implement the model using DoWhy and EconML and compare its performance with the model from the previous section. Finally, we’ll discuss some of the drawbacks of T-Learner before concluding the section.

Forcing the split on treatment

The basic motivation behind T-Learner is to overcome the main limitation of S-Learner. If S-Learner can learn to ignore the treatment, why not make it impossible to ignore the treatment?

This is precisely what T-Learner is. Instead of fitting one model on all observations (treated and untreated), we now fit two models – one only on the treated units, and the other one only on the untreated units.

In a sense, this is equivalent to forcing the first split in a tree-based model to be a split on the treatment variable. Figure 9.12 presents a visual presentation of this concept:

...