Simulating the Impact of Interventions
By simulating the impact of interventions, we answer the questions such as:
What will happen to the variable Z if I intervene on Y?
How to use it
To see how the method works, let’s generate some data:
>>> import numpy as np, pandas as pd
>>> X = np.random.normal(loc=0, scale=1, size=1000)
>>> Y = 2*X + np.random.normal(loc=0, scale=1, size=1000)
>>> Z = 3*Y + np.random.normal(loc=0, scale=1, size=1000)
>>> training_data = pd.DataFrame(data=dict(X=X, Y=Y, Z=Z))
Next, we’ll model cause-effect relationships as a probabilistic causal model and fit it to the data:
>>> import networkx as nx
>>> from dowhy import gcm
>>> causal_model = gcm.ProbabilisticCausalModel(nx.DiGraph([('X', 'Y'), ('Y', 'Z')])) # X -> Y -> Z
>>> gcm.auto.assign_causal_mechanisms(causal_model, training_data)
>>> gcm.fit(causal_model, training_data)
Finally, let’s perform an intervention on X. Here, we explicitly perform the intervention \(do(X:=1)\):
>>> samples = gcm.interventional_samples(causal_model,
>>> {'X': lambda x: 1},
>>> num_samples_to_draw=1000)
>>> samples.head()
X Y Z
0 1 3.481467 12.475105
1 1 1.282945 3.279435
2 1 2.508717 7.907412
3 1 2.077061 5.506252
4 1 1.400568 6.097633
As we can see, X is now fixed at a constant value of 1. This is known as an atomic intervention. We can also perform shift interventions where we shift the random variable X by some value:
>>> samples = gcm.interventional_samples(causal_model,
>>> {'X': lambda x: x + 0.5},
>>> num_samples_to_draw=1000)
>>> samples.head()
X Y Z
0 -0.542813 0.031771 1.195391
1 1.615089 2.156833 6.704683
2 1.340949 1.910316 5.882468
3 1.837919 4.360685 12.565738
4 3.791410 8.361918 25.477725