arXiv subjects

Valentyn Melnychuk

Publications and source records attributed to Valentyn Melnychuk.

30 records · Page 2Linked to original sources

arXiv2024

A Neural Framework for Generalized Causal Sensitivity Analysis

Unobserved confounding is common in many applications, making causal inference from observational data challenging. As a remedy, causal sensitivity analysis is an important tool to draw causal conclusions under unobserved confounding with mathematical guarantees. In this paper, we propose NeuralCSA, a neural framework for generalized causal sensitivity analysis. Unlike previous work, our framework is compatible with (i) a large class of sensitivity models, including the marginal sensitivity model, f-sensitivity models, and Rosenbaum's sensitivity model; (ii) different treatment types (i.e., binary and continuous); and (iii) different causal queries, including (conditional) average treatment effects and simultaneous effects on multiple outcomes. The generality of NeuralCSA is achieved by learning a latent distribution shift that corresponds to a treatment intervention using two conditional normalizing flows. We provide theoretical guarantees that NeuralCSA is able to infer valid bounds on the causal query of interest and also demonstrate this empirically using both simulated and real-world data.

cs.LG↗

arXiv2024

Bayesian Neural Controlled Differential Equations for Treatment Effect Estimation

Treatment effect estimation in continuous time is crucial for personalized medicine. However, existing methods for this task are limited to point estimates of the potential outcomes, whereas uncertainty estimates have been ignored. Needless to say, uncertainty quantification is crucial for reliable decision-making in medical applications. To fill this gap, we propose a novel Bayesian neural controlled differential equation (BNCDE) for treatment effect estimation in continuous time. In our BNCDE, the time dimension is modeled through a coupled system of neural controlled differential equations and neural stochastic differential equations, where the neural stochastic differential equations allow for tractable variational Bayesian inference. Thereby, for an assigned sequence of treatments, our BNCDE provides meaningful posterior predictive distributions of the potential outcomes. To the best of our knowledge, ours is the first tailored neural method to provide uncertainty estimates of treatment effects in continuous time. As such, our method is of direct practical value for promoting reliable decision-making in medicine.

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arXiv2024

Partial Counterfactual Identification of Continuous Outcomes with a Curvature Sensitivity Model

Counterfactual inference aims to answer retrospective "what if" questions and thus belongs to the most fine-grained type of inference in Pearl's causality ladder. Existing methods for counterfactual inference with continuous outcomes aim at point identification and thus make strong and unnatural assumptions about the underlying structural causal model. In this paper, we relax these assumptions and aim at partial counterfactual identification of continuous outcomes, i.e., when the counterfactual query resides in an ignorance interval with informative bounds. We prove that, in general, the ignorance interval of the counterfactual queries has non-informative bounds, already when functions of structural causal models are continuously differentiable. As a remedy, we propose a novel sensitivity model called Curvature Sensitivity Model. This allows us to obtain informative bounds by bounding the curvature of level sets of the functions. We further show that existing point counterfactual identification methods are special cases of our Curvature Sensitivity Model when the bound of the curvature is set to zero. We then propose an implementation of our Curvature Sensitivity Model in the form of a novel deep generative model, which we call Augmented Pseudo-Invertible Decoder. Our implementation employs (i) residual normalizing flows with (ii) variational augmentations. We empirically demonstrate the effectiveness of our Augmented Pseudo-Invertible Decoder. To the best of our knowledge, ours is the first partial identification model for Markovian structural causal models with continuous outcomes.

stat.ML↗

arXiv2023

Reliable Off-Policy Learning for Dosage Combinations

Decision-making in personalized medicine such as cancer therapy or critical care must often make choices for dosage combinations, i.e., multiple continuous treatments. Existing work for this task has modeled the effect of multiple treatments independently, while estimating the joint effect has received little attention but comes with non-trivial challenges. In this paper, we propose a novel method for reliable off-policy learning for dosage combinations. Our method proceeds along three steps: (1) We develop a tailored neural network that estimates the individualized dose-response function while accounting for the joint effect of multiple dependent dosages. (2) We estimate the generalized propensity score using conditional normalizing flows in order to detect regions with limited overlap in the shared covariate-treatment space. (3) We present a gradient-based learning algorithm to find the optimal, individualized dosage combinations. Here, we ensure reliable estimation of the policy value by avoiding regions with limited overlap. We finally perform an extensive evaluation of our method to show its effectiveness. To the best of our knowledge, ours is the first work to provide a method for reliable off-policy learning for optimal dosage combinations.

cs.LG↗

arXiv2023

Sharp Bounds for Generalized Causal Sensitivity Analysis

Causal inference from observational data is crucial for many disciplines such as medicine and economics. However, sharp bounds for causal effects under relaxations of the unconfoundedness assumption (causal sensitivity analysis) are subject to ongoing research. So far, works with sharp bounds are restricted to fairly simple settings (e.g., a single binary treatment). In this paper, we propose a unified framework for causal sensitivity analysis under unobserved confounding in various settings. For this, we propose a flexible generalization of the marginal sensitivity model (MSM) and then derive sharp bounds for a large class of causal effects. This includes (conditional) average treatment effects, effects for mediation analysis and path analysis, and distributional effects. Furthermore, our sensitivity model is applicable to discrete, continuous, and time-varying treatments. It allows us to interpret the partial identification problem under unobserved confounding as a distribution shift in the latent confounders while evaluating the causal effect of interest. In the special case of a single binary treatment, our bounds for (conditional) average treatment effects coincide with recent optimality results for causal sensitivity analysis. Finally, we propose a scalable algorithm to estimate our sharp bounds from observational data.

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arXiv2023

Fair Off-Policy Learning from Observational Data

Algorithmic decision-making in practice must be fair for legal, ethical, and societal reasons. To achieve this, prior research has contributed various approaches that ensure fairness in machine learning predictions, while comparatively little effort has focused on fairness in decision-making, specifically off-policy learning. In this paper, we propose a novel framework for fair off-policy learning: we learn decision rules from observational data under different notions of fairness, where we explicitly assume that observational data were collected under a different potentially discriminatory behavioral policy. For this, we first formalize different fairness notions for off-policy learning. We then propose a neural network-based framework to learn optimal policies under different fairness notions. We further provide theoretical guarantees in the form of generalization bounds for the finite-sample version of our framework. We demonstrate the effectiveness of our framework through extensive numerical experiments using both simulated and real-world data. Altogether, our work enables algorithmic decision-making in a wide array of practical applications where fairness must be ensured.

cs.LG↗

arXiv2023

Normalizing Flows for Interventional Density Estimation

Existing machine learning methods for causal inference usually estimate quantities expressed via the mean of potential outcomes (e.g., average treatment effect). However, such quantities do not capture the full information about the distribution of potential outcomes. In this work, we estimate the density of potential outcomes after interventions from observational data. For this, we propose a novel, fully-parametric deep learning method called Interventional Normalizing Flows. Specifically, we combine two normalizing flows, namely (i) a nuisance flow for estimating nuisance parameters and (ii) a target flow for parametric estimation of the density of potential outcomes. We further develop a tractable optimization objective based on a one-step bias correction for efficient and doubly robust estimation of the target flow parameters. As a result, our Interventional Normalizing Flows offer a properly normalized density estimator. Across various experiments, we demonstrate that our Interventional Normalizing Flows are expressive and highly effective, and scale well with both sample size and high-dimensional confounding. To the best of our knowledge, our Interventional Normalizing Flows are the first proper fully-parametric, deep learning method for density estimation of potential outcomes.

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arXiv2023

Estimating average causal effects from patient trajectories

In medical practice, treatments are selected based on the expected causal effects on patient outcomes. Here, the gold standard for estimating causal effects are randomized controlled trials; however, such trials are costly and sometimes even unethical. Instead, medical practice is increasingly interested in estimating causal effects among patient (sub)groups from electronic health records, that is, observational data. In this paper, we aim at estimating the average causal effect (ACE) from observational data (patient trajectories) that are collected over time. For this, we propose DeepACE: an end-to-end deep learning model. DeepACE leverages the iterative G-computation formula to adjust for the bias induced by time-varying confounders. Moreover, we develop a novel sequential targeting procedure which ensures that DeepACE has favorable theoretical properties, i.e., is doubly robust and asymptotically efficient. To the best of our knowledge, this is the first work that proposes an end-to-end deep learning model tailored for estimating time-varying ACEs. We compare DeepACE in an extensive number of experiments, confirming that it achieves state-of-the-art performance. We further provide a case study for patients suffering from low back pain to demonstrate that DeepACE generates important and meaningful findings for clinical practice. Our work enables practitioners to develop effective treatment recommendations based on population effects.

stat.ML↗

arXiv2022

Causal Transformer for Estimating Counterfactual Outcomes

Estimating counterfactual outcomes over time from observational data is relevant for many applications (e.g., personalized medicine). Yet, state-of-the-art methods build upon simple long short-term memory (LSTM) networks, thus rendering inferences for complex, long-range dependencies challenging. In this paper, we develop a novel Causal Transformer for estimating counterfactual outcomes over time. Our model is specifically designed to capture complex, long-range dependencies among time-varying confounders. For this, we combine three transformer subnetworks with separate inputs for time-varying covariates, previous treatments, and previous outcomes into a joint network with in-between cross-attentions. We further develop a custom, end-to-end training procedure for our Causal Transformer. Specifically, we propose a novel counterfactual domain confusion loss to address confounding bias: it aims to learn adversarial balanced representations, so that they are predictive of the next outcome but non-predictive of the current treatment assignment. We evaluate our Causal Transformer based on synthetic and real-world datasets, where it achieves superior performance over current baselines. To the best of our knowledge, this is the first work proposing transformer-based architecture for estimating counterfactual outcomes from longitudinal data.

cs.LG↗

arXiv2020

Unsupervised Anomaly Detection for X-Ray Images

Obtaining labels for medical (image) data requires scarce and expensive experts. Moreover, due to ambiguous symptoms, single images rarely suffice to correctly diagnose a medical condition. Instead, it often requires to take additional background information such as the patient's medical history or test results into account. Hence, instead of focusing on uninterpretable black-box systems delivering an uncertain final diagnosis in an end-to-end-fashion, we investigate how unsupervised methods trained on images without anomalies can be used to assist doctors in evaluating X-ray images of hands. Our method increases the efficiency of making a diagnosis and reduces the risk of missing important regions. Therefore, we adopt state-of-the-art approaches for unsupervised learning to detect anomalies and show how the outputs of these methods can be explained. To reduce the effect of noise, which often can be mistaken for an anomaly, we introduce a powerful preprocessing pipeline. We provide an extensive evaluation of different approaches and demonstrate empirically that even without labels it is possible to achieve satisfying results on a real-world dataset of X-ray images of hands. We also evaluate the importance of preprocessing and one of our main findings is that without it, most of our approaches perform not better than random. To foster reproducibility and accelerate research we make our code publicly available at https://github.com/Valentyn1997/xray

eess.IV↗

arXiv2020

Matching the Clinical Reality: Accurate OCT-Based Diagnosis From Few Labels

Unlabeled data is often abundant in the clinic, making machine learning methods based on semi-supervised learning a good match for this setting. Despite this, they are currently receiving relatively little attention in medical image analysis literature. Instead, most practitioners and researchers focus on supervised or transfer learning approaches. The recently proposed MixMatch and FixMatch algorithms have demonstrated promising results in extracting useful representations while requiring very few labels. Motivated by these recent successes, we apply MixMatch and FixMatch in an ophthalmological diagnostic setting and investigate how they fare against standard transfer learning. We find that both algorithms outperform the transfer learning baseline on all fractions of labelled data. Furthermore, our experiments show that exponential moving average (EMA) of model parameters, which is a component of both algorithms, is not needed for our classification problem, as disabling it leaves the outcome unchanged. Our code is available online: https://github.com/Valentyn1997/oct-diagn-semi-supervised

cs.CV↗

arXiv2020

Knowledge Graph Entity Alignment with Graph Convolutional Networks: Lessons Learned

In this work, we focus on the problem of entity alignment in Knowledge Graphs (KG) and we report on our experiences when applying a Graph Convolutional Network (GCN) based model for this task. Variants of GCN are used in multiple state-of-the-art approaches and therefore it is important to understand the specifics and limitations of GCN-based models. Despite serious efforts, we were not able to fully reproduce the results from the original paper and after a thorough audit of the code provided by authors, we concluded, that their implementation is different from the architecture described in the paper. In addition, several tricks are required to make the model work and some of them are not very intuitive. We provide an extensive ablation study to quantify the effects these tricks and changes of architecture have on final performance. Furthermore, we examine current evaluation approaches and systematize available benchmark datasets. We believe that people interested in KG matching might profit from our work, as well as novices entering the field

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