Neural Causal Information Extractor for Unobserved Causes

TL;DR

This paper introduces a new method to identify unobserved causes in causal inference using a neural framework that complements observed variables.

Contribution

The novel contribution is a generator–discriminator framework called NCIE that extracts unobserved causes while retaining observed ones.

Findings

Synthetic experiments show implicit variables preserve unobserved cause information and dynamics.

Real-world time series tasks show improved prediction accuracy with implicit variables.

Abstract

Causal inference aims to faithfully depict the causal relationships between given variables. However, in many practical systems, variables are often partially observed, and some unobserved variables could carry significant information and induce causal effects on a target. Identifying these unobserved causes remains a challenge, and existing works have not considered extracting the unobserved causes while retaining the causes that have already been observed and included. In this work, we aim to construct the implicit variables with a generator–discriminator framework named the Neural Causal Information Extractor (NCIE), which can complement the information of unobserved causes and thus provide a complete set of causes with both observed causes and the representations of unobserved causes. By maximizing the mutual information between the targets and the union of observed causes and implicit variables, the implicit variables we generate could complement the information that the unobserved causes should have provided. The synthetic experiments show that the implicit variables preserve the information and dynamics of the unobserved causes. In addition, extensive real-world time series prediction tasks show improved precision after introducing implicit variables, thus indicating their causality to the targets.

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