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

What are interventions?

In this section, we’ll summarize what we’ve learned about interventions so far and introduce mathematical tools to describe them. Finally, we’ll use our newly acquired knowledge to implement an intervention example in Python.

The idea of intervention is very simple. We change one thing in the world and observe whether and how this change affects another thing in the world. This is the essence of scientific experiments. To describe interventions mathematically, we use a special <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>d</mml:mi><mml:mi>o</mml:mi></mml:math>-operator. We usually express it in mathematical notation in the following way:

<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math" display="block"><mml:mi>P</mml:mi><mml:mfenced separators="|"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow><mml:mrow><mml:mi>d</mml:mi><mml:mi>o</mml:mi><mml:mfenced separators="|"><mml:mrow><mml:mi>X</mml:mi><mml:mo>=</mml:mo><mml:mn>0</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:math>

The preceding formula states that the probability of <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>Y</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:math>, given that we set <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>X</mml:mi></mml:math> to 0. The fact that we need to change <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>X</mml:mi></mml:math>’s value is critical here, and it highlights the inherent difference between intervening and conditioning (conditioning is the operation that we used to obtain conditional probabilities in the previous section). Conditioning only modifies our view of the data...