This pyAgrum's notebook is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

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 $Y_1$.

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.sideBySide(bn,bn.cpt("Ca"),bn.cpt("Pb"),bn.cpt("X1"),bn.cpt("Y1"))

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

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.sideBySide(bn,bn.cpt("X2"),bn.cpt("Y2"))

Simulation of the database¶

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

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

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

learner=gum.BNLearner("res/fixed_observed_data.csv")
learner.useGreedyHillClimbing()
bn2=learner.learnBN()

gnb.sideBySide(bn,bn2,
               captions=['Original model','Learned model (with no $P_b$ in the base)'])

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 $Y1$.

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.sideBySide(p1,p2,errs,quaderr,
              captions=['in original model','in learned model','relative errors','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.

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

model=csl.CausalModel(bn)
model2=csl.CausalModel(bn2)
cslnb.showCausalImpact(model,target, {evs})
cslnb.showCausalImpact(model2,target, {evs})

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

_, 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.sideBySide(impact1,impact2,errs,quaderr,
              captions=['$P( Y_1 \mid \hookrightarrow X_2)$ in original model',
                        '$P( Y_1 \mid \hookrightarrow X_2)$ in learned model','relative errors','quadratic error'])

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

gnb.sideBySide(impact1,ie.evidenceImpact(target,[]),
               captions=["$P( Y_1 \mid \hookrightarrow X_2)$ in the original model","$P(Y_1)$ 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

learner=gum.BNLearner("res/fixed_observed_data.csv")
learner.useMIIC()
bn3=learner.learnBN()

gnb.sideBySide(bn,bn3,[(bn3.variable(i).name(),bn3.variable(j).name()) for (i,j) in learner.latentVariables()],
              captions=['original model','learned model','Latent variables found'])

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

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

Then at least, the statistician can say to the decider 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.

_, 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.sideBySide(impact1,impact3,errs,quaderr,
              captions=['in original model','in learned model','relative errors','quadratic error'])

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