Causal Discovery from Temporal Data: An Overview and New Perspectives

Temporal data, representing chronological observations of complex systems, has always been a typical data structure that can be widely generated by many domains, such as industry, medicine and finance. Analyzing this type of data is extremely valuable for various applications. Thus, different temporal data analysis tasks, eg, classification, clustering and prediction, have been proposed in the past decades. Among them, causal discovery, learning the causal relations from temporal data, is considered an interesting yet critical task and has attracted much research attention. Existing casual discovery works can be divided into two highly correlated categories according to whether the temporal data is calibrated, ie, multivariate time series casual discovery, and event sequence casual discovery. However, most previous surveys are only focused on the time series casual discovery and ignore the second category. In this paper, we specify the correlation between the two categories and provide a systematical overview of existing solutions. Furthermore, we provide public datasets, evaluation metrics and new perspectives for temporal data casual discovery.Comment: 52 pages, 6 figure

Block Neural Autoregressive Flow

Normalising flows (NFS) map two density functions via a differentiable bijection whose Jacobian determinant can be computed efficiently. Recently, as an alternative to hand-crafted bijections, Huang et al. (2018) proposed neural autoregressive flow (NAF) which is a universal approximator for density functions. Their flow is a neural network (NN) whose parameters are predicted by another NN. The latter grows quadratically with the size of the former and thus an efficient technique for parametrization is needed. We propose block neural autoregressive flow (B-NAF), a much more compact universal approximator of density functions, where we model a bijection directly using a single feed-forward network. Invertibility is ensured by carefully designing each affine transformation with block matrices that make the flow autoregressive and (strictly) monotone. We compare B-NAF to NAF and other established flows on density estimation and approximate inference for latent variable models. Our proposed flow is competitive across datasets while using orders of magnitude fewer parameters.Comment: 12 pages, 3 figures, 3 table

On the Rationality of Explanations in Classification Algorithms

This paper is a first step towards studying the rationality of explanations produced by up-to-date AI systems. Based on the thesis that designing rational explanations for accomplishing trustworthy AI is fundamental for ethics in AI, we study the rationality criteria that explanations in classification algorithms have to meet. In this way, we identify, define, and exemplify characteristic criteria of rational explanations in classification algorithms

Estimating Model Uncertainty of Neural Networks in Sparse Information Form

We present a sparse representation of model uncertainty for Deep Neural Networks (DNNs) where the parameter posterior is approximated with an inverse formulation of the Multivariate Normal Distribution (MND), also known as the information form. The key insight of our work is that the information matrix, i.e. the inverse of the covariance matrix tends to be sparse in its spectrum. Therefore, dimensionality reduction techniques such as low rank approximations (LRA) can be effectively exploited. To achieve this, we develop a novel sparsification algorithm and derive a cost-effective analytical sampler. As a result, we show that the information form can be scalably applied to represent model uncertainty in DNNs. Our exhaustive theoretical analysis and empirical evaluations on various benchmarks show the competitiveness of our approach over the current methods

Model Selection for Bayesian Autoencoders

We develop a novel method for carrying out model selection for Bayesian autoencoders (BAEs) by means of prior hyper-parameter optimization. Inspired by the common practice of type-II maximum likelihood optimization and its equivalence to Kullback-Leibler divergence minimization, we propose to optimize the distributional sliced-Wasserstein distance (DSWD) between the output of the autoencoder and the empirical data distribution. The advantages of this formulation are that we can estimate the DSWD based on samples and handle high-dimensional problems. We carry out posterior estimation of the BAE parameters via stochastic gradient Hamiltonian Monte Carlo and turn our BAE into a generative model by fitting a flexible Dirichlet mixture model in the latent space. Consequently, we obtain a powerful alternative to variational autoencoders, which are the preferred choice in modern applications of autoencoders for representation learning with uncertainty. We evaluate our approach qualitatively and quantitatively using a vast experimental campaign on a number of unsupervised learning tasks and show that, in small-data regimes where priors matter, our approach provides state-of-the-art results, outperforming multiple competitive baselines

Causality-based Neural Network Repair

Neural networks have had discernible achievements in a wide range of applications. The wide-spread adoption also raises the concern of their dependability and reliability. Similar to traditional decision-making programs, neural networks can have defects that need to be repaired. The defects may cause unsafe behaviors, raise security concerns or unjust societal impacts. In this work, we address the problem of repairing a neural network for desirable properties such as fairness and the absence of backdoor. The goal is to construct a neural network that satisfies the property by (minimally) adjusting the given neural network's parameters (i.e., weights). Specifically, we propose CARE (\textbf{CA}usality-based \textbf{RE}pair), a causality-based neural network repair technique that 1) performs causality-based fault localization to identify the `guilty' neurons and 2) optimizes the parameters of the identified neurons to reduce the misbehavior. We have empirically evaluated CARE on various tasks such as backdoor removal, neural network repair for fairness and safety properties. Our experiment results show that CARE is able to repair all neural networks efficiently and effectively. For fairness repair tasks, CARE successfully improves fairness by $61.91\%$ on average. For backdoor removal tasks, CARE reduces the attack success rate from over $98\%$ to less than $1\%$. For safety property repair tasks, CARE reduces the property violation rate to less than $1\%$. Results also show that thanks to the causality-based fault localization, CARE's repair focuses on the misbehavior and preserves the accuracy of the neural networks

Learning Likelihoods with Conditional Normalizing Flows

Normalizing Flows (NFs) are able to model complicated distributions p(y) with strong inter-dimensional correlations and high multimodality by transforming a simple base density p(z) through an invertible neural network under the change of variables formula. Such behavior is desirable in multivariate structured prediction tasks, where handcrafted per-pixel loss-based methods inadequately capture strong correlations between output dimensions. We present a study of conditional normalizing flows (CNFs), a class of NFs where the base density to output space mapping is conditioned on an input x, to model conditional densities p(y|x). CNFs are efficient in sampling and inference, they can be trained with a likelihood-based objective, and CNFs, being generative flows, do not suffer from mode collapse or training instabilities. We provide an effective method to train continuous CNFs for binary problems and in particular, we apply these CNFs to super-resolution and vessel segmentation tasks demonstrating competitive performance on standard benchmark datasets in terms of likelihood and conventional metrics.Comment: 18 pages, 8 Tables, 9 Figures, Preprin

Demographic Parity Inspector: Fairness Audits via the Explanation Space

Even if deployed with the best intentions, machine learning methods can perpetuate, amplify or even create social biases. Measures of (un-)fairness have been proposed as a way to gauge the (non-)discriminatory nature of machine learning models. However, proxies of protected attributes causing discriminatory effects remain challenging to address. In this work, we propose a new algorithmic approach that measures group-wise demographic parity violations and allows us to inspect the causes of inter-group discrimination. Our method relies on the novel idea of measuring the dependence of a model on the protected attribute based on the explanation space, an informative space that allows for more sensitive audits than the primary space of input data or prediction distributions, and allowing for the assertion of theoretical demographic parity auditing guarantees. We provide a mathematical analysis, synthetic examples, and experimental evaluation of real-world data. We release an open-source Python package with methods, routines, and tutorials