Book outline—Causal Reasoning: Fundamentals and Machine Learning Applications

This book is aimed at students and practitioners familiar with machine learning (ML) and data science. Our goal is to provide an accessible introduction to causal reasoning and its intersections with machine learning, with a particular focus on the challenges and opportunities brought about by large-scale computing systems acting as interventions in the world, ranging from online recommendation systems to healthcare decision support systems. We hope to provide a practical perspective to working on causal inference problems and a unified interpretation of methods from varied fields such as statistics, econometrics and computer science, drawn from our experience in applying these methods to online computing systems.

Throughout, methods and complicated statistical ideas are motivated and explained through practical examples in computing systems and their applications. In addition, we devote a third of the book to discussing machine learning applications of causal inference in detail, in different settings such as recommendation systems, system experimentation, learning from log data, generalizing predictive models, and fairness in computing systems.

Beyond our focus on machine learning applications, we expect that three aspects of our perspective on causal reasoning will be woven throughout our treatment (pun not intended) of this material, to help organize our materials and provide what may be a distinct viewpoint on causal reasoning. While this book is targeted primarily for computer scientists, these aspects may also make the book useful for learners more broadly:

1. We present a unified view of causality frameworks, including the two major frameworks from statistics (Potential outcomes framework) and computer science (Bayesian graphical models) which are often not presented together. We present how these are compatible frameworks that have different strengths, are appropriate for different stages of a causal reasoning pipeline, and provide practical advice on how to combine them in a causal inference analysis. In addition, by introducing causal inference through the core concepts of interventions and counterfactuals, we introduce causal inference methods from a “first-principles” approach, creating a clear taxonomy of back-door and natural experiment methods and highlighting similarities between various methodologies.

2. We make an explicit distinction between identification (causal) and estimation (statistical) methods. While this distinction is fundamental to causal reasoning, it is overlooked in many texts on causal inference, preventing readers from understanding the distinction from statistical methods and sources of error in their causal estimate. Through this distinction, we make a natural connection to machine learning: ML can be useful for all statistical parts of causal reasoning, but it is not useful for identification, which follows from causal assumptions, whether implicit or explicit. Throughout the book, we discuss how machine learning can enrich estimation methods by allowing non-parametric estimation, and how causal reasoning can be useful to make ML methods more robust to environmental changes.

3. Finally, we discuss the criticality of assumptions in any causal analysis and present practical ways to test the robustness of a causal estimate to violation of its assumptions. We refer to this exercise as “refuting” the estimate, in a similar way to how refutation of scientific theories is a common way to test their relevance. Based on our experience, we present different ways to test assumptions, check robustness and conduct sensitivity analysis for any obtained estimate.

Throughout, we will include code examples using DoWhy, a Python library for causal inference.

---

The current outline of our book is as follows:

PART I. Introduction to Causal Reasoning

Part I. of our book describes the four steps of causal inference and the intuitions and core technologies underlying each step. Chapter 2 covers modeling of causal assumptions using causal graphs. Chapter 3 presents the analytical methods for identification, including how Do-Calculus and additional assumptions can be used to derive common identification strategies such as the adjustment formula and instrumental variables. Chapter 4 presents a variety of statistical estimation methods and their practical considerations, including methods based on balance, weighting, outcome-modeling, and thresholds. Chapter 5 discusses approaches for sensitivity analysis, validation of assumptions, and other evaluation of causal effects.

Chapter 1. Introduction

Chapter 2. Causal Models, Assumptions

Chapter 3. Identification

Chapter 4. Causal Estimation

Chapter 5. Refutations, Validations, and Sensitivity Analyses

Part II. Causal Machine Learning

In the second half of this book, we focus on the connections between causal reasoning and its connections to core machine learning tasks (Chapter 6). We build on the core intuitions and components of causal inference introduced in Part I and show how they can be recombined to address critical challenges in experimentation and reinforcement learning (Chapter 7); learning and off-policy evaluation from biased logs and other observational data (Chapter 8); robustness, generalization and domain adaptation of machine learning models (Chapter 9), and interpretability, explainability and bias in machine learning (Chapter 10).

Chapter 6. Connections between Causality and Machine Learning

Chapter 7. Experimentation and Reinforcement Learning

Chapter 8. Learning from Logged Data

Chapter 9. Generalization in Classification and Prediction

Chapter 10. Machine Learning Explanations and Bias

---

We have posting Chapter 1-4 of our book as of April 2021, and will be releasing with new chapters regularly. Our texts will often be rough, especially on their initial posting, and we expect they will see substantial change throughout the writing process. We appreciate in advance your patience with our errors and mistakes, as well as your comments and feedback throughout.