模拟干预措施的影响#
通过模拟干预措施的影响,我们可以回答诸如以下问题:
如果我干预 Y,变量 Z 会发生什么?
如何使用#
为了了解该方法如何工作,让我们生成一些数据
>>> 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))
接下来,我们将因果关系建模为概率因果模型并将其拟合到数据
>>> 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)
最后,让我们对 X 执行干预。在这里,我们明确地执行干预 \(do(X:=1)\)
>>> 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
正如我们所见,X 现在固定在一个常数值 1。这被称为原子干预 (atomic intervention)。我们还可以执行位移干预 (shift intervention),即将随机变量 X 位移某个值
>>> 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