# Learning and causality¶

In [1]:

import pyAgrum as gum
import pyAgrum.lib.notebook as gnb


## Model¶

Let’s assume a process $$X_1\rightarrow Y_1$$ with a control on $$X_1$$ by $$C_a$$ and a parameter $$P_b$$ on $$Y_1$$.

In [2]:

bn=gum.fastBN("Ca->X1->Y1<-Pb")
bn.cpt("Ca").fillWith([0.8,0.2])
bn.cpt("Pb").fillWith([0.3,0.7])

bn.cpt("X1")[:]=[[0.9,0.1],[0.1,0.9]]

bn.cpt("Y1")[{"X1":0,"Pb":0}]=[0.8,0.2]
bn.cpt("Y1")[{"X1":1,"Pb":0}]=[0.2,0.8]
bn.cpt("Y1")[{"X1":0,"Pb":1}]=[0.6,0.4]
bn.cpt("Y1")[{"X1":1,"Pb":1}]=[0.4,0.6]

gnb.flow.row(bn,*[bn.cpt(x) for x in bn.nodes()])

Ca
0
1
0.80000.2000
X1
Ca
0
1
0
0.90000.1000
1
0.10000.9000
Y1
Pb
X1
0
1
0
0
0.80000.2000
1
0.20000.8000
1
0
0.60000.4000
1
0.40000.6000
Pb
0
1
0.30000.7000

Actually the process is duplicated in the system but the control $$C_a$$ and the parameter $$P_b$$ are shared.

In [3]:

bn.add("X2",2)
bn.add("Y2",2)
bn.addArc("X2","Y2")
bn.addArc("Ca","X2")
bn.addArc("Pb","Y2")

bn.cpt("X2").fillWith(bn.cpt("X1"),["X1","Ca"]) # copy cpt(X1) with the translation X2<-X1,Ca<-Ca
bn.cpt("Y2").fillWith(bn.cpt("Y1"),["Y1","X1","Pb"]) # copy cpt(Y1) with translation Y2<-Y1,X2<-X1,Pb<-Pb

gnb.flow.row(bn,bn.cpt("X2"),bn.cpt("Y2"))

X2
Ca
0
1
0
0.90000.1000
1
0.10000.9000
Y2
Pb
X2
0
1
0
0
0.80000.2000
1
0.20000.8000
1
0
0.60000.4000
1
0.40000.6000

## Simulation of the data¶

The process is partially observed : the control has been taken into account. However the parameter has not been identified and therefore is not collected.

In [4]:

#the base will be saved in completeData="out/complete_data.csv", observedData="out/observed_data.csv"
import os
completeData="out/complete_data.csv"
observedData="out/observed_data.csv"
fixedObsData="res/fixed_observed_data.csv"

# generating complete date with pyAgrum
size=35000
#gum.generateSample(bn,5000,"data.csv",random_order=True)
generator=gum.BNDatabaseGenerator(bn)
generator.setRandomVarOrder()
generator.drawSamples(size)
generator.toCSV(completeData)

In [5]:

# selecting some variables using pandas
import pandas as pd
f=pd.read_csv(completeData)
keep_col = ["X1","Y1","X2","Y2","Ca"] # Pb is removed
new_f = f[keep_col]
new_f.to_csv(observedData, index=False)


In order to have fixed results, we will use now a database fixed_observed_data.csv generated with the process above.

## statistical learning¶

Using a classical statistical learning method, one can approximate a model from the observed data.

In [6]:

learner=gum.BNLearner(fixedObsData)
learner.useGreedyHillClimbing()
bn2=learner.learnBN()


## Evaluating the impact of $$X2$$ on $$Y1$$¶

Using the database, a question for the user is to evaluate the impact of the value of $$X2$$ on $$Y1$$.

In [7]:

target="Y1"
evs="X2"
ie=gum.LazyPropagation(bn)
ie2=gum.LazyPropagation(bn2)
p1=ie.evidenceImpact(target,[evs])
p2=gum.Potential(p1).fillWith(ie2.evidenceImpact(target,[evs]),[target,evs])
errs=((p1-p2)/p1).scale(100)
quaderr=(errs*errs).sum()
gnb.flow.row(p1,p2,errs,f"$${quaderr:3.5f}$$",
captions=['in original model','in learned model','relative errors','quadratic error'])

Y1
X2
0
1
0
0.62110.3789
1
0.45080.5492

in original model
Y1
X2
0
1
0
0.61830.3817
1
0.44150.5585

in learned model
Y1
X2
0
1
0
0.4422-0.7249
1
2.0453-1.6787

relative errors
$$7.72226$$
quadratic error

## Evaluating the causal impact of $$X2$$ on $$Y1$$ with the learned model¶

The statistician notes that the change wanted by the user to apply on $$X_2$$ is not an observation but rather an intervention.

In [8]:

import pyAgrum.causal as csl
import pyAgrum.causal.notebook as cslnb

model=csl.CausalModel(bn)
model2=csl.CausalModel(bn2)

In [9]:

cslnb.showCausalModel(model)

In [10]:

gum.config['notebook','graph_format']='svg'
cslnb.showCausalImpact(model,on=target, doing={evs})
cslnb.showCausalImpact(model2,on=target, doing={evs})


Causal Model
$$\begin{equation*}P( Y1 \mid \hookrightarrow\mkern-6.5muX2) = \sum_{Ca}{P\left(Y1\mid Ca\right) \cdot P\left(Ca\right)}\end{equation*}$$
Explanation : backdoor ['Ca'] found.
Y1
0
1
0.57680.4232

Impact

Causal Model
$$\begin{equation*}P( Y1 \mid \hookrightarrow\mkern-6.5muX2) = \sum_{X1}{P\left(Y1\mid X1,X2\right) \cdot P\left(X1\right)}\end{equation*}$$
Explanation : backdoor ['X1'] found.
Y1
X2
0
1
0
0.57430.4257
1
0.56280.4372

Impact

Unfortunately, due to the fact that $$P_a$$ is not learned, the computation of the causal impact still is imprecise.

In [11]:

_, impact1, _ = csl.causalImpact(model, on=target, doing={evs})
_, impact2orig, _ = csl.causalImpact(model2, on=target, doing={evs})

impact2=gum.Potential(p2).fillWith(impact2orig,['Y1','X2'])
errs=((impact1-impact2)/impact1).scale(100)
quaderr=(errs*errs).sum()
gnb.flow.row(impact1,impact2,errs,f"$${quaderr:3.5f}$$",
captions=['$P( Y_1 \mid \hookrightarrow X_2)$ <br/>in original model',
'$P( Y_1 \mid \hookrightarrow X_2)$  <br/>in learned model',' <br/>relative errors',' <br/>quadratic error'])

Y1
0
1
0.57680.4232

$P( Y_1 \mid \hookrightarrow X_2)$
in original model
Y1
X2
0
1
0
0.57430.4257
1
0.56280.4372

$P( Y_1 \mid \hookrightarrow X_2)$
in learned model
Y1
X2
0
1
0
0.4414-0.6015
1
2.4251-3.3052

relative errors
$$17.36225$$

quadratic error

Just to be certain, we can verify that in the original model, $$P( Y_1 \mid \hookrightarrow X_2)=P(Y_1)$$

In [12]:

gnb.flow.row(impact1,ie.evidenceImpact(target,[]),
captions=["$P( Y_1 \mid \hookrightarrow X_2)$ <br/>in the original model","$P(Y_1)$ <br/>in the original model"])

Y1
0
1
0.57680.4232

$P( Y_1 \mid \hookrightarrow X_2)$
in the original model
Y1
0
1
0.57680.4232

$P(Y_1)$
in the original model

## Causal learning and causal impact¶

Some learning algorthims such as MIIC (Verny et al., 2017) aim to find the trace of latent variables in the data

In [13]:

learner=gum.BNLearner(fixedObsData)
learner.useMIIC()
bn3=learner.learnBN()

In [14]:

gnb.flow.row(bn,bn3,f"$${[(bn3.variable(i).name(),bn3.variable(j).name()) for (i,j) in learner.latentVariables()]}$$",
captions=['original model','learned model','Latent variables found'])


original model

learned model
$$[('Y2', 'Y1')]$$
Latent variables found

Then we can build a causal model taking into account this latent variable found by MIIC.

In [15]:

model3=csl.CausalModel(bn2,[("L1",("Y1","Y2"))])
cslnb.showCausalImpact(model3,target, {evs})


Causal Model
$$\begin{equation*}P( Y1 \mid \hookrightarrow\mkern-6.5muX2) = \sum_{X1}{P\left(Y1\mid X1\right) \cdot P\left(X1\right)}\end{equation*}$$
Explanation : backdoor ['X1'] found.
Y1
0
1
0.57250.4275

Impact

Then at least, the statistician can say that $$X_2$$ has no impact on $$Y_1$$ from the data. The error is just due to the approximation of the parameters in the database.

In [16]:

_, impact1, _ = csl.causalImpact(model, on=target, doing={evs})
_, impact3orig, _ = csl.causalImpact(model3, on=target, doing={evs})

impact3=gum.Potential(impact1).fillWith(impact3orig,['Y1'])
errs=((impact1-impact3)/impact1).scale(100)
quaderr=(errs*errs).sum()
gnb.flow.row(impact1,impact3,errs,f"$${quaderr:3.5f}$$",
captions=['in original model','in learned model','relative errors','quadratic error'])

Y1
0
1
0.57680.4232

in original model
Y1
0
1
0.57250.4275

in learned model
Y1
0
1
0.7454-1.0160

relative errors
$$1.58783$$
quadratic error
In [ ]: