Hackerman Hall, B17
David Blei ? ?The Blessings of Multiple Causes [*]? @ Hackerman B17
Oct 2 @ 12:00 pm ? 1:00 pm
?The Blessings of Multiple Causes [*]?
nAbstract: Causal inference from observational data is a vital problem, but it comes with strong assumptions. Most methods require that we observe all confounders, variables that affect both the causal variables and the outcome variables. But whether we have observed all confounders is a famouslyuntestable assumption. We describe the deconfounder, a way to do causal inference with weaker assumptions than the classical methods require.
Howdoes the deconfounder work? While traditional causal methods measure the effect of a single cause on an outcome, many modern scientific studies involve multiple causes, different variables whose effects are simultaneously of interest. The deconfounder uses the correlation among multiple causes asevidence for unobserved confounders, combining unsupervised machine learning and predictive model checking to perform causal inference. We demonstrate the deconfounder on real-world data and simulation studies, and describe the theoretical requirements for the deconfounder to provide unbiased causal estimates.
This is joint work with Yixin Wang.
Bio: David Blei is a Professor of Statistics and Computer Science at Columbia University, and a member of the Columbia Data Science Institute. He studies probabilistic machine learning, including its theory, algorithms, and application. David has received several awards for his research, including a Sloan Fellowship (2010), Office of Naval Research Young Investigator Award (2011), Presidential Early Career Award for Scientists and Engineers (2011), Blavatnik Faculty Award (2013), ACM-Infosys Foundation Award (2013), a Guggenheim fellowship (2017), and a Simons Investigator Award (2019). He is the co-editor-in-chief of the Journal of Machine Learning Research. He is a fellow of the ACM and the IMS.