Simulating Counterfactuals
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.
Cite
Text
Karvanen et al. "Simulating Counterfactuals." Journal of Artificial Intelligence Research, 2024. doi:10.1613/JAIR.1.15579Markdown
[Karvanen et al. "Simulating Counterfactuals." Journal of Artificial Intelligence Research, 2024.](https://mlanthology.org/jair/2024/karvanen2024jair-simulating/) doi:10.1613/JAIR.1.15579BibTeX
@article{karvanen2024jair-simulating,
title = {{Simulating Counterfactuals}},
author = {Karvanen, Juha and Tikka, Santtu and Vihola, Matti},
journal = {Journal of Artificial Intelligence Research},
year = {2024},
pages = {835-857},
doi = {10.1613/JAIR.1.15579},
volume = {80},
url = {https://mlanthology.org/jair/2024/karvanen2024jair-simulating/}
}