DeCaFlow: A deconfounding causal generative model

Alejandro Almodóvar, Adrián Javaloy, Juan Parras, Santiago Zazo, Isabel Valera

Keywords: hidden confounders, causal identifiability, causal query, latent variable model, counterfactuals

TL;DR: We propose a causal generative model that accurately estimates a broad class of causal queries, including counterfactuals, in the presence of hidden confounders.

Abstract: We introduce DeCaFlow, a deconfounding causal generative model. Training once per dataset using just observational data and the underlying causal graph, DeCaFlow enables accurate causal inference on continuous variables under the presence of hidden confounders. Specifically, we extend previous results on causal estimation under hidden confounding to show that a single instance of DeCaFlow provides correct estimates for all causal queries identifiable with do-calculus, leveraging proxy variables to adjust for the causal effects when do-calculus alone is insufficient. Moreover, we show that counterfactual queries are identifiable as long as their interventional counterparts are identifiable, and thus are also correctly estimated by DeCaFlow. Our empirical results on diverse settings—including the Ecoli70 dataset, with 3 independent hidden confounders, tens of observed variables and hundreds of causal queries—show that DeCaFlow outperforms existing approaches, while demonstrating its out-of-the-box applicability to any given causal graph.

Primary Area: Probabilistic methods (e.g., variational inference, causal inference, Gaussian processes)

Submission Number: 10437