causal inference

Reviewing the first three chapters of the book Causal Machine Learning by Robert Osazuwa Ness.

Epidemiologists analyse clinical trials to estimate the intention-to-treat and per-protocol effects. This post applies their strategies to online experiments.

My track record of posting here has been pretty poor in 2020, partly because of a bunch of content I’ve contributed elsewhere. In general, my guiding principle for posting is to only add stuff I’d want to read or cite, e.g., because I haven’t seen it discussed elsewhere. Well, no one has compiled a meta-post of my public work from 2020 (that I know of), so it’s finally time to publish it myself....

I’ve been interested in the area of causal inference in the past few years. In my opinion it’s more exciting and relevant to everyday life than more hyped data science areas like deep learning. However, I’ve found it hard to apply what I’ve learned about causal inference to my work. Now, I believe I’ve finally found a book with practical techniques that I can use on real problems: Causal Inference by Miguel Hernán and Jamie Robins....

Some people equate predictive modelling with data science, thinking that mastering various machine learning techniques is the key that unlocks the mysteries of the field. However, there is much more to data science than the What and How of predictive modelling. I recently gave a talk where I argued the importance of asking Why, touching on three different topics: stakeholder motives, cause-and-effect relationships, and finding a sense of purpose. A video of the talk is available below....

Much has been written in recent years on the pitfalls of using traditional hypothesis testing with online A/B tests. A key issue is that you’re likely to end up with many false positives if you repeatedly check your results and stop as soon as you reach statistical significance. One way of dealing with this issue is by following a Bayesian approach to deciding when the experiment should be stopped. While I find the Bayesian view of statistics much more intuitive than the frequentist view, it can be quite challenging to explain Bayesian concepts to laypeople....

Background: I have previously written about the need for real insights that address the why behind events, not only the what and how. This was followed by a fairly popular post on causality, which was heavily influenced by Samantha Kleinberg's book Why: A Guide to Finding and Using Causes. This post continues my exploration of the field, and is primarily based on Kleinberg's previous book: Causality, Probability, and Time. The study of causality and causal inference is central to science in general and data science in particular....

Everywhere you go these days, you hear about deep learning’s impressive advancements. New deep learning libraries, tools, and products get announced on a regular basis, making the average data scientist feel like they’re missing out if they don’t hop on the deep learning bandwagon. However, as Kamil Bartocha put it in his post The Inconvenient Truth About Data Science, 95% of tasks do not require deep learning. This is obviously a made up number, but it’s probably an accurate representation of the everyday reality of many data scientists....