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

Product type Paperback

Published in May 2023

Publisher Packt

ISBN-13 9781804612989

Length 456 pages

Edition 1st Edition

Languages

Python

Tools

PyTorch

Concepts

Data Science

Author (1):

Aleksander Molak

View More author details

Table of Contents (21) Chapters

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

Causality and time series – when an econometrician goes Bayesian

In this section, we’re going to introduce a new style of thinking about causality.

We’ll start this section with a brief overview of quasi-experimental methods. Next, we’ll take a closer look at one of these methods – the synthetic control estimator. We’ll implement the synthetic control estimator using an open source package, CausalPy, from PyMC Labs and test it on real-life data.

Quasi-experiments

Randomized controlled trials (RCTs) are often considered the “gold standard” for causal inference. One of the challenges regarding RCTs is that we cannot carry them out in certain scenarios.

On the other hand, there’s a broad class of circumstances where we can observe naturally occurring interventions that we cannot control or randomize. Something naturally changes in the world, and we are interested in understanding the impact of such an event on...