Federated Causal Inference from Observational Data

ralized data sources. The proposed framework avoid exchanging raw data among the sources, thus contributing towards privacy-preserving causal learning. Three instances of the proposed framework are introduced to estimate causal effects across a wide range of diverse scenarios within a federated setting. (1) FedCI: a Bayesian framework based on Gaussian processes for estimating causal effects from federated observational data sources. It estimates the posterior distributions of the causal effects to compute the higher-order statistics that capture the uncertainty. (2) CausalRFF: an adaptive transfer algorithm that learns the similarities among the data sources by utilizing Random Fourier Features to disentangle the loss function into multiple components, each of which is associated with a data source. It estimates the similarities among the sources through transfer coefficients, and hence requiring no prior information about the similarity measures. (3) CausalFI: a new approach for federated causal inference from incomplete data, enabling the estimation of causal effects from multiple decentralized and incomplete data sources. It accounts for the missing data under the missing at random assumption, while also estimating higher-order statistics of the causal estimands. The proposed federated framework and its instances are an important step towards a privacy-preserving causal learning model.