Causal Inference and the Data-Fusion Problem R-450 COLLOQUIUM July 2016

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Causal Inference and the Data-Fusion Problem R-450 COLLOQUIUM July 2016 TECHNICAL REPORT PAPER Causal inference and the data-fusion problem R-450 COLLOQUIUM July 2016 Elias Bareinboima,b,1 and Judea Pearla aDepartment of Computer Science, University of California, Los Angeles, CA 90095; and bDepartment of Computer Science, Purdue University, West Lafayette, IN 47907 Edited by Richard M. Shiffrin, Indiana University, Bloomington, IN, and approved March 15, 2016 (received for review June 29, 2015) We review concepts, principles, and tools that unify current ap- Assume that the information available to us comes from an proaches to causal analysis and attend to new challenges presented observational study, in which X, Y, Z,andW are measured, and by big data. In particular, we address the problem of data fusion— samples are selected at random. We ask for conditions under piecing together multiple datasets collected under heterogeneous which the query Q can be inferred from the information conditions (i.e., different populations, regimes, and sampling meth- available, which takes the form Pðy, x, z, wÞ,whereZ and W are ods) to obtain valid answers to queries of interest. The availability of sets of observed covariates. This represents the standard task of multiple heterogeneous datasets presents new opportunities to big policy evaluation, where controlling for confounding bias is the data analysts, because the knowledge that can be acquired from major issue (Fig. 1, task 1). combined data would not be possible from any individual source Consider now Fig. 1, task 2, in which the goal is again to estimate alone. However, the biases that emerge in heterogeneous environ- the effect of the intervention doðX = xÞ but the data available to the ments require new analytical tools. Some of these biases, including investigator were collected in an experimental study in which vari- confounding, sampling selection, and cross-population biases, have able Z, more accessible to manipulation than X, is randomized. been addressed in isolation, largely in restricted parametric models. [Instrumental variables (4) are special cases of this task.] The gen- We here present a general, nonparametric framework for handling eral question in this scenario is under what conditions can ran- these biases and, ultimately, a theoretical solution to the problem of domization of variable Z be used to infer how the population data fusion in causal inference tasks. would react to interventions over X. Formally, our problem is to infer PðY = yjdoðX = xÞÞ from Pð y, x, wjdoðZ = zÞÞ. A non- causal inference | counterfactuals | external validity | selection bias | parametric solution to these two problems is presented in Policy transportability Evaluation and the Problem of Confounding. In each of the two previous tasks we assumed that a perfect he exponential growth of electronically accessible information random sample from the underlying population was drawn, which Thas led some to conjecture that data alone can replace sub- may not always be realizable. Task 3 in Fig. 1 represents a ran- stantive knowledge in practical decision making and scientific domized clinical trial conducted on a nonrepresentative sample of explorations. In this paper, we argue that traditional scientific the population. Here, the information available takes the syntactic methodologies that have been successful in the natural and bio- form Pð y, z, wjdoðX = xÞ, S = 1Þ, and possibly Pð y, x, z, wjS = 1Þ, medical sciences would still be necessary for big data applications, where S is a sample selection indicator, with S = 1 indicating albeit tasked with new challenges: to go beyond predictions and, inclusion in the sample. The challenge is to estimate the effect of using information from multiple sources, provide users with rea- interest from this imperfect sampling condition. Formally, we ask soned recommendations for actions and policies. The feasibility of when the target quantity Pð yjdoðX = xÞÞ is derivable from the meeting these challenges is demonstrated here using specific data available information (i.e., sampling-biased distributions). Sam- fusion tasks, following a brief introduction to the structural causal ple Selection Bias presents a solution to this problem. model (SCM) framework (1–3). Finally, the previous examples assumed that the population from which data were collected is the same as the one for Introduction—Causal Inference and Big Data which inference was intended. This is often not the case (Fig. 1, TheSCMframeworkinvokedinthispaper constitutes a symbiosis task 4). For example, biological experiments often use animals between the counterfactual (or potential outcome) framework of as substitutes for human subjects. Or, in a less obvious exam- Neyman, Rubin, and Robins with the econometric tradition of ple, data may be available from an experimental study that Haavelmo, Marschak, and Heckman (1). In this symbiosis, coun- took place several years ago, and the current population has terfactuals are viewed as properties of structural equations and changedinasetS of (possibly unmeasured) attributes. Our serve to formally articulate research questions of interest. Graphical task then is to infer the causal effect at the target population, = = models, on the other hand, are used to encode scientific assump- Pð yjdoðX xÞ, S sÞ from the information available, which now = = tions in a qualitative (i.e., nonparametric) and transparent language takes the form Pð y, z, wjdoðX xÞÞ and Pð y, x, z, wjS sÞ.The as well as to derive the logical ramifications of these assumptions, in second expression represents information obtainable from nonexperimental studies on the current population, where particular, their testable implications and how they shape be- = havior under interventions. S s. One unique feature of the SCM framework, essential in big data The problems represented in these archetypal examples are applications, is the ability to encode mathematically the method by known as confounding bias (Fig. 1, tasks 1 and 2), sample selection which data are acquired, often referred to generically as the “de- bias(Fig.1,task3), and transportability bias (Fig. 1, task 4). The sign.” This sensibility to design, which we can label proverbially as “ ” not all data are created equal, is illustrated schematically through COMPUTER SCIENCES a series of scenarios depicted in Fig. 1. Each design (shown in Fig. 1, This paper results from the Arthur M. Sackler Colloquium of the National Academy of Sciences, “Drawing Causal Inference from Big Data,” held March 26–27, 2015, at the Bottom) represents a triplet specifying the population, the regime National Academies of Sciences in Washington, DC. The complete program and video (observational vs. experimental), and the sampling method by which recordings of most presentations are available on the NAS website at www.nasonline.org/ each dataset is generated. This formal encoding allows us to de- Big-data. lineate the inferences that one can draw from each design to answer Author contributions: E.B. and J.P. wrote the paper. the query of interest (Fig. 1, Top). The authors declare no conflict of interest. Consider the task of predicting the distribution of outcomes Y This article is a PNAS Direct Submission. after intervening on a variable X, written Q = PðY = yjdoðX = xÞÞ. 1To whom correspondence should be addressed. Email: [email protected]. www.pnas.org/cgi/doi/10.1073/pnas.1510507113 PNAS | July 5, 2016 | vol. 113 | no. 27 | 7345–7352 information available in each of these tasks is characterized by a different syntactic form, representing a different design, and, nat- urally, each of these designs should lead to different inferences. What we shall see in subsequent sections of this paper is that the strategy of going from design to a query is the same across tasks; it follows simple rules of inference and decides, using syntactic ma- nipulations, whether the type of data available is sufficient for the task and, if so, how.* Empowered by this strategy, the central goal of this paper is to explicate the conditions under which causal effects can be estimated nonparametrically from multiple heterogeneous datasets. These conditions constitute the formal basis for many big data inferences because, in practice, data are never collected under idealized con- ditions, ready for use. The rest of this paper is organized as follows. We start by defining SCMs and stating the two fundamental laws of causal inference. We then consider respectively the problem of policy evaluation in observational and experimental settings, sam- pling selection bias, and data fusion from multiple populations. Fig. 1. Prototypical generalization tasks where the goal is, for example, to es- timate a causal effect in a target population (Top). Let V = fX, Y, Z, Wg.There The Structural Causal Model are different designs (Bottom) showing that data come from nonidealized con- ditions, specifically: (1) from the same population under an observational regime, At the center of the structural theory of causation lies a “structural ” PðvÞ;(2) from the same population under an experimental regime when Z is model, M, consisting of two sets of variables, U and V,andasetF randomized, PðvjdoðzÞÞ;(3) from the same population under sampling selection of functions that determine or simulate how values are assigned to bias, PðvjS = 1Þ or PðvjdoðxÞ, S = 1Þ;and(4) from a different population that is each variable Vi ∈ V. Thus, for example, the equation submitted to an experimental regime when X is randomized, PðvjdoðxÞ, S = sÞ, and observational studies in the target population. vi = fiðv, uÞ describes a physical process by which variable V is assigned the value i Eq. 1 implies that the distribution PðuÞ induces a well-defined v = f ðv, uÞ in response to the current values, v and u,ofthevariables i i probability on the counterfactual event Y = y, written PðY = yÞ, in V and U. Formally, the triplet hU, V, Fi defines a SCM, and the x x diagram that captures the relationships among the variables is called which is equal to the probability that a random unit u would † = the causal graph G (of M).
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