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Causal Inference and Discovery in Python

You're reading from   Causal Inference and Discovery in Python Unlock the secrets of modern causal machine learning with DoWhy, EconML, PyTorch and more

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Product type Paperback
Published in May 2023
Publisher Packt
ISBN-13 9781804612989
Length 456 pages
Edition 1st Edition
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Author (1):
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Aleksander Molak Aleksander Molak
Author Profile Icon Aleksander Molak
Aleksander Molak
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Table of Contents (21) Chapters Close

Preface 1. Part 1: Causality – an Introduction
2. Chapter 1: Causality – Hey, We Have Machine Learning, So Why Even Bother? FREE CHAPTER 3. Chapter 2: Judea Pearl and the Ladder of Causation 4. Chapter 3: Regression, Observations, and Interventions 5. Chapter 4: Graphical Models 6. Chapter 5: Forks, Chains, and Immoralities 7. Part 2: Causal Inference
8. Chapter 6: Nodes, Edges, and Statistical (In)dependence 9. Chapter 7: The Four-Step Process of Causal Inference 10. Chapter 8: Causal Models – Assumptions and Challenges 11. Chapter 9: Causal Inference and Machine Learning – from Matching to Meta-Learners 12. Chapter 10: Causal Inference and Machine Learning – Advanced Estimators, Experiments, Evaluations, and More 13. Chapter 11: Causal Inference and Machine Learning – Deep Learning, NLP, and Beyond 14. Part 3: Causal Discovery
15. Chapter 12: Can I Have a Causal Graph, Please? 16. Chapter 13: Causal Discovery and Machine Learning – from Assumptions to Applications 17. Chapter 14: Causal Discovery and Machine Learning – Advanced Deep Learning and Beyond 18. Chapter 15: Epilogue 19. Index 20. Other Books You May Enjoy

Inverse probability weighting (IPW)

In this section, we’ll discuss IPW. We’ll see how IPW can be used to de-bias our causal estimates, and we’ll implement it using DoWhy.

Many faces of propensity scores

Although propensity scores might not be the best choice for matching, they still might be useful in other contexts. IPW is a method that allows us to control for confounding by creating so-called pseudo-populations within our data. Pseudo-populations are created by upweighting the underrepresented and downweighting the overrepresented groups in our dataset.

Imagine that we want to estimate the effect of drug D. If males and females react differently to D and we have 2 males and 6 females in the treatment group and 12 males and 2 females in the control group, we might end up with a situation similar to the one that we’ve seen in Chapter 1: the drug is good for everyone, but is harmful to females and males!

This is Simpson’s paradox at its...

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