Algorithmic recourse under imperfect causal knowledge: a probabilistic approach

Recent work has discussed the limitations of counterfactual explanations to recommend actions for algorithmic recourse, and argued for the need of taking causal relationships between features into consideration. Unfortunately, in practice, the true underlying structural causal model is generally unknown. In this work, we first show that it is impossible to guarantee recourse without access to the true structural equations. To address this limitation, we propose two probabilistic approaches to select optimal actions that achieve recourse with high probability given limited causal knowledge (e.g., only the causal graph). The first captures uncertainty over structural equations under additive Gaussian noise, and uses Bayesian model averaging to estimate the counterfactual distribution. The second removes any assumptions on the structural equations by instead computing the average effect of recourse actions on individuals similar to the person who seeks recourse, leading to a novel subpopulation-based interventional notion of recourse. We then derive a gradient-based procedure for selecting optimal recourse actions, and empirically show that the proposed approaches lead to more reliable recommendations under imperfect causal knowledge than non-probabilistic baselines.

[1]  Max Welling,et al.  Auto-Encoding Variational Bayes , 2013, ICLR.

[2]  Solon Barocas,et al.  The hidden assumptions behind counterfactual explanations and principal reasons , 2019, FAT*.

[3]  Krikamol Muandet,et al.  Fair Decisions Despite Imperfect Predictions , 2019, AISTATS.

[4]  Bernhard Schölkopf,et al.  Avoiding Discrimination through Causal Reasoning , 2017, NIPS.

[5]  Nir Friedman,et al.  Gaussian Process Networks , 2000, UAI.

[6]  Judea Pearl,et al.  Counterfactual Probabilities: Computational Methods, Bounds and Applications , 1994, UAI.

[7]  S. Srihari Mixture Density Networks , 1994 .

[8]  Ricardo Silva,et al.  Gaussian Process Structural Equation Models with Latent Variables , 2010, UAI.

[9]  J. Neyman Second Berkeley Symposium on Mathematical Statistics and Probability , 1951 .

[10]  Peter A. Flach,et al.  FACE: Feasible and Actionable Counterfactual Explanations , 2020, AIES.

[11]  Silvia Chiappa,et al.  Path-Specific Counterfactual Fairness , 2018, AAAI.

[12]  Jin Tian,et al.  Causal Discovery from Changes , 2001, UAI.

[13]  K. Schittkowski,et al.  NONLINEAR PROGRAMMING , 2022 .

[14]  Thorsten Joachims,et al.  Do the right thing ” : machine learning and causal inference for improved decision making , .

[15]  Luciano Floridi,et al.  Why a Right to Explanation of Automated Decision-Making Does Not Exist in the General Data Protection Regulation , 2017 .

[16]  Bernhard Schölkopf,et al.  Nonlinear causal discovery with additive noise models , 2008, NIPS.

[17]  Amit Sharma,et al.  Preserving Causal Constraints in Counterfactual Explanations for Machine Learning Classifiers , 2019, ArXiv.

[18]  Matt J. Kusner,et al.  Counterfactual Fairness , 2017, NIPS.

[19]  Mihaela van der Schaar,et al.  Bayesian Inference of Individualized Treatment Effects using Multi-task Gaussian Processes , 2017, NIPS.

[20]  Gregory F. Cooper,et al.  Causal Discovery from a Mixture of Experimental and Observational Data , 1999, UAI.

[21]  Elias Bareinboim,et al.  Equality of Opportunity in Classification: A Causal Approach , 2018, NeurIPS.

[22]  C. Bishop Mixture density networks , 1994 .

[23]  Jimmy Ba,et al.  Adam: A Method for Stochastic Optimization , 2014, ICLR.

[24]  Matt J. Kusner,et al.  When Worlds Collide: Integrating Different Counterfactual Assumptions in Fairness , 2017, NIPS.

[25]  Jin Tian,et al.  A general identification condition for causal effects , 2002, AAAI/IAAI.

[26]  I JordanMichael,et al.  Graphical Models, Exponential Families, and Variational Inference , 2008 .

[27]  W. Karush Minima of Functions of Several Variables with Inequalities as Side Conditions , 2014 .

[28]  Bernhard Schölkopf,et al.  Elements of Causal Inference: Foundations and Learning Algorithms , 2017 .

[29]  Chris Russell,et al.  Counterfactual Explanations Without Opening the Black Box: Automated Decisions and the GDPR , 2017, ArXiv.

[30]  Suresh Venkatasubramanian,et al.  Equalizing Recourse across Groups , 2019, ArXiv.

[31]  Mark Alfano,et al.  The philosophical basis of algorithmic recourse , 2020, FAT*.

[32]  Rob J. Hyndman,et al.  Bandwidth selection for kernel conditional density estimation , 2001 .

[33]  Amit Sharma,et al.  Explaining machine learning classifiers through diverse counterfactual explanations , 2020, FAT*.

[34]  Jin Tian,et al.  Probabilities of causation: Bounds and identification , 2000, Annals of Mathematics and Artificial Intelligence.

[35]  Bernhard Schölkopf,et al.  A Kernel Two-Sample Test , 2012, J. Mach. Learn. Res..

[36]  Honglak Lee,et al.  Learning Structured Output Representation using Deep Conditional Generative Models , 2015, NIPS.

[37]  Max Welling,et al.  Causal Effect Inference with Deep Latent-Variable Models , 2017, NIPS 2017.

[38]  Amir-Hossein Karimi,et al.  Model-Agnostic Counterfactual Explanations for Consequential Decisions , 2019, AISTATS.

[39]  Richard E. Turner,et al.  Conditional Density Estimation with Bayesian Normalising Flows , 2018, 1802.04908.

[40]  Bernhard Schölkopf,et al.  Causal Inference Using the Algorithmic Markov Condition , 2008, IEEE Transactions on Information Theory.

[41]  Dimitri P. Bertsekas,et al.  Nonlinear Programming , 1997 .

[42]  J. Peters,et al.  Identifiability of Gaussian structural equation models with equal error variances , 2012, 1205.2536.

[43]  Aapo Hyvärinen,et al.  Nonlinear independent component analysis: Existence and uniqueness results , 1999, Neural Networks.

[44]  Elias Bareinboim,et al.  Fairness in Decision-Making - The Causal Explanation Formula , 2018, AAAI.

[45]  Sebastián Ventura,et al.  Preface to the special issue on data mining for personalised educational systems , 2011, User Modeling and User-Adapted Interaction.

[46]  Jette Henderson,et al.  CERTIFAI: A Common Framework to Provide Explanations and Analyse the Fairness and Robustness of Black-box Models , 2020, AIES.

[47]  Bernhard Schölkopf,et al.  Algorithmic Recourse: from Counterfactual Explanations to Interventions , 2020, ArXiv.

[48]  Daan Wierstra,et al.  Stochastic Backpropagation and Approximate Inference in Deep Generative Models , 2014, ICML.

[49]  Judea Pearl,et al.  Complete Identification Methods for the Causal Hierarchy , 2008, J. Mach. Learn. Res..

[50]  Ankur Taly,et al.  Explainable machine learning in deployment , 2019, FAT*.

[51]  Léon Bottou,et al.  The Tradeoffs of Large Scale Learning , 2007, NIPS.

[52]  Carter C. Price,et al.  Predictive Policing: The Role of Crime Forecasting in Law Enforcement Operations , 2013 .

[53]  Carl E. Rasmussen,et al.  Gaussian processes for machine learning , 2005, Adaptive computation and machine learning.

[54]  Bernhard Schölkopf,et al.  A survey of algorithmic recourse: definitions, formulations, solutions, and prospects , 2020, ArXiv.

[55]  Oluwasanmi Koyejo,et al.  Towards Realistic Individual Recourse and Actionable Explanations in Black-Box Decision Making Systems , 2019, ArXiv.

[56]  Robert P. Lieli,et al.  Estimating Conditional Average Treatment Effects , 2014 .

[57]  Judea Pearl,et al.  Identification of Conditional Interventional Distributions , 2006, UAI.

[58]  Joshua D. Angrist,et al.  Identification of Causal Effects Using Instrumental Variables , 1993 .

[59]  D. J. Newman,et al.  UCI Repository of Machine Learning Database , 1998 .

[60]  Suchi Saria,et al.  Reliable Decision Support using Counterfactual Models , 2017, NIPS.

[61]  Yang Liu,et al.  Actionable Recourse in Linear Classification , 2018, FAT.

[62]  Adrian Weller,et al.  On the Fairness of Causal Algorithmic Recourse , 2020, ArXiv.

[63]  David M. Blei,et al.  The Blessings of Multiple Causes , 2018, Journal of the American Statistical Association.

[64]  Aapo Hyvärinen,et al.  On the Identifiability of the Post-Nonlinear Causal Model , 2009, UAI.