Simulating counterfactuals

Juha Karvanen, Santtu Tikka, Matti Vihola
6/27/2023
stat.MLcs.CYcs.LG

Official code: JuhaKarvanen/simulating_counterfactuals (3 stars, AGPL-3.0, last commit 2024-07-06).

Abstract

Counterfactual inference considers a hypothetical intervention in a parallel world that shares some evidence with the factual world. If the evidence specifies a conditional distribution on a manifold, counterfactuals may be analytically intractable. We present an algorithm for simulating values from a counterfactual distribution where conditions can be set on both discrete and continuous variables. We show that the proposed algorithm can be presented as a particle filter leading to asymptotically valid inference. The algorithm is applied to fairness analysis in credit-scoring.

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Code Implementations(1)

AGPL-3.0
30R, ShellJun 3, 20232 years agoAGPL-3.0

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Cite this paper

@article{karvanen2023simulating,
  title  = {Simulating counterfactuals},
  author = {Juha Karvanen and Santtu Tikka and Matti Vihola},
  year   = {2023},
  eprint = {2306.15328},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2306.15328v3}
}

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