Reliable Estimation of Causal Effects Using Predictive Models

In recent years, machine learning algorithms have been widely adopted across many fields due to their efficiency and versatility. However, the complexity of predictive models has led to a lack of interpretability in automatic decision-making. Recent works have improved general interpretability by estimating the contributions of input features to the predictions of a pre-trained model. Drawing on these improvements, practitioners seek to gain causal insights into the underlying data-generating mechanisms. To this end, works have attempted to integrate causal knowledge into interpretability, as non-causal techniques can lead to paradoxical explanations. In this paper, we argue that each question about a causal effect requires its own reasoning and that relying on an initial predictive model trained on an arbitrary set of variables may result in quantification problems when estimating all possible effects. As an alternative, we advocate for a query-driven methodology that addresses each causal question separately. Assuming that the causal structure relating the variables is known, we propose to employ the tools of causal inference to quantify a particular effect as a formula involving observable probabilities. We then derive conditions on the selection of variables to train a predictive model that is tailored for the causal question of interest. Finally, we identify suitable eXplainable AI (XAI) techniques to estimate causal effects from the model predictions. Furthermore, we introduce a novel method for estimating direct effects through intervention on causal mechanisms.