Thursday, 10 January 2019

The fundamental problem of causal inference: causality resource list Looper

Preamble

One of the main tenants of practical data science is performing statistical inference on data sets which are assumed to be representations of populations of activity, natural or man-made. A specific case is called causal inference, which probably the core interest of decision makers and probably the main reason why businesses or industry funds data science projects in the first place. Either by trying to find a cause of an event or understand the impact of data science and AI products. A recent popular book of "Why" once again put causal inference into the major market [pearl2018]. However, the nightmare for a data scientist is that there is a fundamental limitation of performing such an inference. It stems from the fact that, the condition whereby to test causal link, i.e., establishing cause and effect, on a given data point cannot occur simultaneously. This is the so-called FPCI, the fundamental problem of causal inference [Holland86] and it can only be resolved approximately. This implies a data point cannot be both treated and not-treated simultaneously. For example, a patient cannot have a condition that receives treatment or no treatment at the same time, or a customer cannot be in the campaign or excluded at the same time. This post provides possible approaches in tackling it with pointers to resource and software tools.  The core problem is a missing data issue, but note that the missingness here originates from not a measurement error but fundamentally non-existing data point, so it is not only simple data imputation issue. More extensive resource list can be found, a resource list called looper is available on GitHub,  A resource list for causality in statistics, data science and physics. [looper]
 Figure: Looper the movie revolves around the causal loop (Wikimedia)

Rubin causal model: A-null test with the inherent contradiction

The question of why as in what is the cause of an event inherently a physics question and goes into space-time concept of general relativity and in classical mechanics in general. Popular time-travel movies, such as looper, see Figure, causality loops creates a curious non-intuitive phenomenon. From a data analysis perspective, the Rubin causal model [Rubin1974]  asserts that the causal effect can be quantified with A-Null test. What does this mean? Cause, i.e., treatment as a medical connotation, is the cause of the event, i.e., the effect or the outcome, can be quantified by the algebraic difference between the expected value of the outcome and it's counterfactual, a fancy name for what would have been the outcome in the absence of the treatment. Unfortunately, this is inherently contradictory as mentioned above, so-called FPCI, the fundamental problem of causal inference [Holland86]. On a single sample, i.e. event,  this A-null test cannot be applied because data is missing causally.  In estimating the A-null test, two groups are designed, so that they are drawn from the same population, recall the law of large numbers. One group receives the treatment and the other does not by design. Over time the effect of the treatment measured on both groups and Rubins A-Null test is applied. Not surprisingly they are called control and treatment groups and this procedure is called Average Treatment Effects (ATE). The mathematical exposure of this procedure is well established and can be found in standard texts, see Looper, but mathematically ATE reads  $\mathbb{E}(Y_{i} | T_{i} = 1) - \mathbb{E}(Y_{i} | T_{i} = 0)$.

Matching or balancing

Randomized control trails (RCT) constructs control and treatment groups. To compute ATE robustly, the statistical properties of covariates, set of features used in the study, from control and treatment must be similar. Any technique try to address the balancing issue is called matching [stuart2010].  Prominienet example in this direction is propensity score matching, using similarity distances between covariates, implemented in R via matching package based on genetic search.

Imputation approach: Causal inference as missing data problem

One way to overcome FPCI is applying an imputation to missing data, predicting outcome value in case of control sample, vice versa. Using advanced imputation techniques one can resolve FPCI.  One prominent example is via Multiple Imputation, implemented in R mice package.

Summary

We have reviewed the fundamental problem of causal inference (FPCI) . For causality resources, a resource list called looper is available on GitHub,  A resource list for causality in statistics, data science and physics, please sent  a pull request for additions.Note that causality is a large research area from Bayesian Networks, Pearl's do calculus and uplift modelling.

References

[pearl2018] Judea Pearl and Dana Mackenzie, The Book of Why: The New Science of Cause and Effect,  Basic Books; 1 edition (May 15, 2018)
[Holland1986] Holland, Paul W. (1986). "Statistics and Causal Inference". J. Amer. Statist. Assoc. 81 (396): 945–960.
[Rubin1974] Rubin DB (1974). “Estimating Causal Effects of Treatments in Randomized and Nonrandomized Studies.” Journal of Educational Psychology, 66, 688–701.
[stuart2010]  Elizabeth A. Stuart, Matching methods for causal inference: A review and a look forward Stat Sci. 2010 Feb 1; 25(1): 1–21.
[looper] A resource list for causality in statistics, data science and physics http:github.com/msuzen/looper.

Thursday, 3 January 2019

Core principles of sustainable data science, machine learning and AI product development: Research as a core driver

Preamble

Almost all businesses and industry embraced Machine learning (ML) technologies. Apart from ROI concerns, as it is an expensive endeavour to develop and deploy a service driven by ML techniques, sustainability as in going beyond proof-of-concept core development appears to be one of the roadblocks in data science. In this post, we will outline basic logical core principles that can help organisations for sustainable AI product development cycle, apart from reproducibility issues. The aim is giving a coarser view, rather than listing fine-grain good practice advice.

Research as a core driver: Research Environment

Regardless of the size of your organisation, if you are developing machine learning or AI products, the core asset you have is a research professional, data scientist or AI scientist, regardless of their academic background. Developing a model using software libraries blindly won't resolve issues you might encounter after deployment of the product. For example, even if you need to do a simple hyperparameter search, this can easily yield to research. Why? Because most probably no one ever tried building a model or try a modelling task using your dataset and you might need a different approach than ML libraries provide. A simplest different angle or deviation from ML libraries will yield to a research problem.
• No full 'black-box' approaches.
• No blind usage of software libraries.
• Awareness and skills in the mathematical and algorithmic aspect in detail.
 Figure: A schematic of core principles for AI product development.
Separate out research code and production code

Software development is an integral part of ML product development. However, during research, a code development can go very wild and a scientist, even if they are very good software developers, would end up creating hard to follow and poor code. Once there is a confidence in reproducibility and robustness of results, the production code should be re-written with high-quality software engineering principles.

Data Standardisation: Release data-sets for research

A cold start problem for ML products is to release and design data-sets before even doing any research like work. This, of course, has to be aligned with industrial requirements. Imagine datasets like MINST or imagenet for benchmarking. Released sets will be the first step for any model building or product development, and would constitute a data product themselves. Data versioning is also a must.

Do not obsess with workflows: All workflows are ad-hoc

There is no such thing as a universal or generic workflow. A workflow depends on a human understanding of processes and steps. Human understanding is based on language and linguistically there is no such thing as universal language, at least it isn't practical yet c.f., universal grammar. Loosely defined steps are sufficient for research steps. However, once it entered into production, then much more strict workflow design might be needed, but be aware all workflows are ad-hoc.

Do not run sprints for core data science

Agile principles are suitable for software development innovations. Sprints or Agile is not suitable for AI research and research environment, it is a different kind of innovation than software engineering. Thinking that Agile is a cure to do scientific innovation is naive wishful thinking. Structuring a research group,  periodic reviews and releases of the results via presentations and detailed technical reports are much more suitable for data science on top of mini-workshops. A simple proposal runs can also be made to decide which direction to invest, akin to research proposals.

Feedback loop: Service to Business decision making back to research

A service using ML technologies should produce more data. The very first service monitoring is A/Null testing, meaning that what would happen in the absence of the AI product. Detailed analysis of the service data would bring more insights both for business and to research.
• produce impact assessment: A/null testing
• quality of service: Quality of service can be measured basically on what is the success of the ML model, this has to be technical.

Conclusion and outlook

There is no such thing as free-lunch and developing AI products won't be fully automated soon. Tools may improve the productivity immensely but AI replacing a data scientist or AI scientist is far from reality, at least for now. If you are investing in AI products, basically you are investing in research at the core, missing that important point may cost organisations a lot. The basic core principles or variation of them may help in sustaining AI products longer and form your teams accordingly.