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Joel Jennings

Publications and source records attributed to Joel Jennings.

15 recordsLinked to original sources
arXiv2024

A Fixed-Point Approach for Causal Generative Modeling

We propose a novel formalism for describing Structural Causal Models (SCMs) as fixed-point problems on causally ordered variables, eliminating the need for Directed Acyclic Graphs (DAGs), and establish the weakest known conditions for their unique recovery given the topological ordering (TO). Based on this, we design a two-stage causal generative model that first infers in a zero-shot manner a valid TO from observations, and then learns the generative SCM on the ordered variables. To infer TOs, we propose to amortize the learning of TOs on synthetically generated datasets by sequentially predicting the leaves of graphs seen during training. To learn SCMs, we design a transformer-based architecture that exploits a new attention mechanism enabling the modeling of causal structures, and show that this parameterization is consistent with our formalism. Finally, we conduct an extensive evaluation of each method individually, and show that when combined, our model outperforms various baselines on generated out-of-distribution problems. The code is available on \href{https://github.com/microsoft/causica/tree/main/research_experiments/fip}{Github}.

cs.LG↗
arXiv2024

Towards Causal Foundation Model: on Duality between Causal Inference and Attention

Foundation models have brought changes to the landscape of machine learning, demonstrating sparks of human-level intelligence across a diverse array of tasks. However, a gap persists in complex tasks such as causal inference, primarily due to challenges associated with intricate reasoning steps and high numerical precision requirements. In this work, we take a first step towards building causally-aware foundation models for treatment effect estimations. We propose a novel, theoretically justified method called Causal Inference with Attention (CInA), which utilizes multiple unlabeled datasets to perform self-supervised causal learning, and subsequently enables zero-shot causal inference on unseen tasks with new data. This is based on our theoretical results that demonstrate the primal-dual connection between optimal covariate balancing and self-attention, facilitating zero-shot causal inference through the final layer of a trained transformer-type architecture. We demonstrate empirically that CInA effectively generalizes to out-of-distribution datasets and various real-world datasets, matching or even surpassing traditional per-dataset methodologies. These results provide compelling evidence that our method has the potential to serve as a stepping stone for the development of causal foundation models.

cs.LG↗
arXiv2024

Neural Structure Learning with Stochastic Differential Equations

Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are often best described using continuous-time stochastic processes. Unfortunately, most existing structure learning approaches assume that the underlying process evolves in discrete-time and/or observations occur at regular time intervals. These mismatched assumptions can often lead to incorrect learned structures and models. In this work, we introduce a novel structure learning method, SCOTCH, which combines neural stochastic differential equations (SDE) with variational inference to infer a posterior distribution over possible structures. This continuous-time approach can naturally handle both learning from and predicting observations at arbitrary time points. Theoretically, we establish sufficient conditions for an SDE and SCOTCH to be structurally identifiable, and prove its consistency under infinite data limits. Empirically, we demonstrate that our approach leads to improved structure learning performance on both synthetic and real-world datasets compared to relevant baselines under regular and irregular sampling intervals.

cs.LG↗
arXiv2023

BayesDAG: Gradient-Based Posterior Inference for Causal Discovery

Bayesian causal discovery aims to infer the posterior distribution over causal models from observed data, quantifying epistemic uncertainty and benefiting downstream tasks. However, computational challenges arise due to joint inference over combinatorial space of Directed Acyclic Graphs (DAGs) and nonlinear functions. Despite recent progress towards efficient posterior inference over DAGs, existing methods are either limited to variational inference on node permutation matrices for linear causal models, leading to compromised inference accuracy, or continuous relaxation of adjacency matrices constrained by a DAG regularizer, which cannot ensure resulting graphs are DAGs. In this work, we introduce a scalable Bayesian causal discovery framework based on a combination of stochastic gradient Markov Chain Monte Carlo (SG-MCMC) and Variational Inference (VI) that overcomes these limitations. Our approach directly samples DAGs from the posterior without requiring any DAG regularization, simultaneously draws function parameter samples and is applicable to both linear and nonlinear causal models. To enable our approach, we derive a novel equivalence to the permutation-based DAG learning, which opens up possibilities of using any relaxed gradient estimator defined over permutations. To our knowledge, this is the first framework applying gradient-based MCMC sampling for causal discovery. Empirical evaluation on synthetic and real-world datasets demonstrate our approach's effectiveness compared to state-of-the-art baselines.

cs.LG↗
arXiv2023

CO-BED: Information-Theoretic Contextual Optimization via Bayesian Experimental Design

We formalize the problem of contextual optimization through the lens of Bayesian experimental design and propose CO-BED -- a general, model-agnostic framework for designing contextual experiments using information-theoretic principles. After formulating a suitable information-based objective, we employ black-box variational methods to simultaneously estimate it and optimize the designs in a single stochastic gradient scheme. In addition, to accommodate discrete actions within our framework, we propose leveraging continuous relaxation schemes, which can naturally be integrated into our variational objective. As a result, CO-BED provides a general and automated solution to a wide range of contextual optimization problems. We illustrate its effectiveness in a number of experiments, where CO-BED demonstrates competitive performance even when compared to bespoke, model-specific alternatives.

stat.ML↗
arXiv2023

Understanding Causality with Large Language Models: Feasibility and Opportunities

We assess the ability of large language models (LLMs) to answer causal questions by analyzing their strengths and weaknesses against three types of causal question. We believe that current LLMs can answer causal questions with existing causal knowledge as combined domain experts. However, they are not yet able to provide satisfactory answers for discovering new knowledge or for high-stakes decision-making tasks with high precision. We discuss possible future directions and opportunities, such as enabling explicit and implicit causal modules as well as deep causal-aware LLMs. These will not only enable LLMs to answer many different types of causal questions for greater impact but also enable LLMs to be more trustworthy and efficient in general.

cs.LG↗
arXiv2023

Causal Reasoning in the Presence of Latent Confounders via Neural ADMG Learning

Latent confounding has been a long-standing obstacle for causal reasoning from observational data. One popular approach is to model the data using acyclic directed mixed graphs (ADMGs), which describe ancestral relations between variables using directed and bidirected edges. However, existing methods using ADMGs are based on either linear functional assumptions or a discrete search that is complicated to use and lacks computational tractability for large datasets. In this work, we further extend the existing body of work and develop a novel gradient-based approach to learning an ADMG with non-linear functional relations from observational data. We first show that the presence of latent confounding is identifiable under the assumptions of bow-free ADMGs with non-linear additive noise models. With this insight, we propose a novel neural causal model based on autoregressive flows for ADMG learning. This not only enables us to determine complex causal structural relationships behind the data in the presence of latent confounding, but also estimate their functional relationships (hence treatment effects) simultaneously. We further validate our approach via experiments on both synthetic and real-world datasets, and demonstrate the competitive performance against relevant baselines.

cs.LG↗
arXiv2023

DESTA: A Framework for Safe Reinforcement Learning with Markov Games of Intervention

Reinforcement learning (RL) involves performing exploratory actions in an unknown system. This can place a learning agent in dangerous and potentially catastrophic system states. Current approaches for tackling safe learning in RL simultaneously trade-off safe exploration and task fulfillment. In this paper, we introduce a new generation of RL solvers that learn to minimise safety violations while maximising the task reward to the extent that can be tolerated by the safe policy. Our approach introduces a novel two-player framework for safe RL called Distributive Exploration Safety Training Algorithm (DESTA). The core of DESTA is a game between two adaptive agents: Safety Agent that is delegated the task of minimising safety violations and Task Agent whose goal is to maximise the environment reward. Specifically, Safety Agent can selectively take control of the system at any given point to prevent safety violations while Task Agent is free to execute its policy at any other states. This framework enables Safety Agent to learn to take actions at certain states that minimise future safety violations, both during training and testing time, while Task Agent performs actions that maximise the task performance everywhere else. Theoretically, we prove that DESTA converges to stable points enabling safety violations of pretrained policies to be minimised. Empirically, we show DESTA's ability to augment the safety of existing policies and secondly, construct safe RL policies when the Task Agent and Safety Agent are trained concurrently. We demonstrate DESTA's superior performance against leading RL methods in Lunar Lander and Frozen Lake from OpenAI gym.

cs.LG↗
arXiv2022

Rhino: Deep Causal Temporal Relationship Learning With History-dependent Noise

Discovering causal relationships between different variables from time series data has been a long-standing challenge for many domains such as climate science, finance, and healthcare. Given the complexity of real-world relationships and the nature of observations in discrete time, causal discovery methods need to consider non-linear relations between variables, instantaneous effects and history-dependent noise (the change of noise distribution due to past actions). However, previous works do not offer a solution addressing all these problems together. In this paper, we propose a novel causal relationship learning framework for time-series data, called Rhino, which combines vector auto-regression, deep learning and variational inference to model non-linear relationships with instantaneous effects while allowing the noise distribution to be modulated by historical observations. Theoretically, we prove the structural identifiability of Rhino. Our empirical results from extensive synthetic experiments and two real-world benchmarks demonstrate better discovery performance compared to relevant baselines, with ablation studies revealing its robustness under model misspecification.

cs.LG↗
arXiv2022

NeurIPS Competition Instructions and Guide: Causal Insights for Learning Paths in Education

In this competition, participants will address two fundamental causal challenges in machine learning in the context of education using time-series data. The first is to identify the causal relationships between different constructs, where a construct is defined as the smallest element of learning. The second challenge is to predict the impact of learning one construct on the ability to answer questions on other constructs. Addressing these challenges will enable optimisation of students' knowledge acquisition, which can be deployed in a real edtech solution impacting millions of students. Participants will run these tasks in an idealised environment with synthetic data and a real-world scenario with evaluation data collected from a series of A/B tests.

cs.CY↗
arXiv2022

Efficient Real-world Testing of Causal Decision Making via Bayesian Experimental Design for Contextual Optimisation

The real-world testing of decisions made using causal machine learning models is an essential prerequisite for their successful application. We focus on evaluating and improving contextual treatment assignment decisions: these are personalised treatments applied to e.g. customers, each with their own contextual information, with the aim of maximising a reward. In this paper we introduce a model-agnostic framework for gathering data to evaluate and improve contextual decision making through Bayesian Experimental Design. Specifically, our method is used for the data-efficient evaluation of the regret of past treatment assignments. Unlike approaches such as A/B testing, our method avoids assigning treatments that are known to be highly sub-optimal, whilst engaging in some exploration to gather pertinent information. We achieve this by introducing an information-based design objective, which we optimise end-to-end. Our method applies to discrete and continuous treatments. Comparing our information-theoretic approach to baselines in several simulation studies demonstrates the superior performance of our proposed approach.

stat.ML↗
arXiv2021

Learning in Nonzero-Sum Stochastic Games with Potentials

Multi-agent reinforcement learning (MARL) has become effective in tackling discrete cooperative game scenarios. However, MARL has yet to penetrate settings beyond those modelled by team and zero-sum games, confining it to a small subset of multi-agent systems. In this paper, we introduce a new generation of MARL learners that can handle nonzero-sum payoff structures and continuous settings. In particular, we study the MARL problem in a class of games known as stochastic potential games (SPGs) with continuous state-action spaces. Unlike cooperative games, in which all agents share a common reward, SPGs are capable of modelling real-world scenarios where agents seek to fulfil their individual goals. We prove theoretically our learning method, SPot-AC, enables independent agents to learn Nash equilibrium strategies in polynomial time. We demonstrate our framework tackles previously unsolvable tasks such as Coordination Navigation and large selfish routing games and that it outperforms the state of the art MARL baselines such as MADDPG and COMIX in such scenarios.

cs.MA↗
arXiv2019

Coordinating the Crowd: Inducing Desirable Equilibria in Non-Cooperative Systems

Many real-world systems such as taxi systems, traffic networks and smart grids involve self-interested actors that perform individual tasks in a shared environment. However, in such systems, the self-interested behaviour of agents produces welfare inefficient and globally suboptimal outcomes that are detrimental to all - some common examples are congestion in traffic networks, demand spikes for resources in electricity grids and over-extraction of environmental resources such as fisheries. We propose an incentive-design method which modifies agents' rewards in non-cooperative multi-agent systems that results in independent, self-interested agents choosing actions that produce optimal system outcomes in strategic settings. Our framework combines multi-agent reinforcement learning to simulate (real-world) agent behaviour and black-box optimisation to determine the optimal modifications to the agents' rewards or incentives given some fixed budget that results in optimal system performance. By modifying the reward functions and generating agents' equilibrium responses within a sequence of offline Markov games, our method enables optimal incentive structures to be determined offline through iterative updates of the reward functions of a simulated game. Our theoretical results show that our method converges to reward modifications that induce system optimality. We demonstrate the applications of our framework by tackling a challenging problem within economics that involves thousands of selfish agents and tackle a traffic congestion problem.

cs.MA↗
arXiv2018

Decentralised Learning in Systems with Many, Many Strategic Agents

Although multi-agent reinforcement learning can tackle systems of strategically interacting entities, it currently fails in scalability and lacks rigorous convergence guarantees. Crucially, learning in multi-agent systems can become intractable due to the explosion in the size of the state-action space as the number of agents increases. In this paper, we propose a method for computing closed-loop optimal policies in multi-agent systems that scales independently of the number of agents. This allows us to show, for the first time, successful convergence to optimal behaviour in systems with an unbounded number of interacting adaptive learners. Studying the asymptotic regime of N-player stochastic games, we devise a learning protocol that is guaranteed to converge to equilibrium policies even when the number of agents is extremely large. Our method is model-free and completely decentralised so that each agent need only observe its local state information and its realised rewards. We validate these theoretical results by showing convergence to Nash-equilibrium policies in applications from economics and control theory with thousands of strategically interacting agents.

cs.MA↗
arXiv2014

Cancer Metastasis: Collective Invasion in Heterogeneous Multicellular Systems

Heterogeneity within tumour cell populations is associated with an increase in malignancy and appears to play an important role during cancer metastasis. Using in silico experiments, we study the interplay between collective behaviours and cell motility heterogeneities in a model system. Working with tumour spheroids that contain two non-proliferating cell populations of different motile properties, we explore the conditions required for maximal invasion into surrounding tissues. We show emerging spatial patterns of cellular organisation and invasion which are consistent with in vitro and in vivo observations. This demonstrates that mechanical interactions at the cellular level are sufficient to account for many of the observed morphologies of invasion and that heterogeneity in cell motility can be more important than average mechanical properties in controlling the fate of large cell populations.

q-bio.TO↗