BayesIMP: Uncertainty Quantification for Causal Data Fusion
Abstract
While causal models are becoming one of the mainstays of machine learning, the problem of uncertainty quantification in causal inference remains challenging. In this paper, we study the causal data fusion problem, where datasets pertaining to multiple causal graphs are combined to estimate the average treatment effect of a target variable. As data arises from multiple sources and can vary in quality and quantity, principled uncertainty quantification becomes essential. To that end, we introduce Bayesian Interventional Mean Processes, a framework which combines ideas from probabilistic integration and kernel mean embeddings to represent interventional distributions in the reproducing kernel Hilbert space, while taking into account the uncertainty within each causal graph. To demonstrate the utility of our uncertainty estimation, we apply our method to the Causal Bayesian Optimisation task and show improvements over state-of-the-art methods.
Cite
@article{arxiv.2106.03477,
title = {BayesIMP: Uncertainty Quantification for Causal Data Fusion},
author = {Siu Lun Chau and Jean-François Ton and Javier González and Yee Whye Teh and Dino Sejdinovic},
journal= {arXiv preprint arXiv:2106.03477},
year = {2021}
}
Comments
10 pages main text, 10 pages supplementary materials