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Learning counterfactually invariant predictors.
Trans. Machine Learn. Res. 2024, accepted (2024)
Notions of counterfactual invariance (CI) have proven essential for predictors that are fair, robust, and generalizable in the real world. We propose graphical criteria that yield a sufficient condition for a predictor to be counterfactually invariant in terms of a conditional independence in the observational distribution. In order to learn such predictors, we propose a model-agnostic framework, called Counterfactually Invariant Prediction (CIP), building on the Hilbert-Schmidt Conditional Independence Criterion (HSCIC), a kernel-based conditional dependence measure. Our experimental results demonstrate the effectiveness of CIP in enforcing counterfactual invariance across various simulated and real-world datasets including scalar and multi-variate settings.
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Publication type
Article: Journal article
Document type
Scientific Article
ISSN (print) / ISBN
2835-8856
e-ISSN
2835-8856
Quellenangaben
Volume: 2024
Publisher
Journal of Machine Learning Research Inc.
Non-patent literature
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Reviewing status
Peer reviewed