Causal Expectation-Maximisation

Structural causal models are the fundamental modelling unit in Pearl's causal theory; in principle they allow us to solve counterfactuals, which represent the most expressive level of causal inference. But they most often contain latent variables that limit their application to special settings. In this paper we introduce the causal EM algorithm that aims at reconstructing the uncertainty about the latent variables; based on this, causal inference can approximately be solved via standard algorithms for Bayesian networks. The result is a general method to solve causal inference queries, be they identifiable or not (in which case we deliver bounds), on semi-Markovian structural causal models with categorical variables. We show empirically, as well as by deriving credible intervals, that the approximation we provide becomes accurate in a fair number of EM runs. We show that causal inference is NP-hard also in models characterised by polytree-shaped graphs; this supports developing approximate approaches to causal inference. Finally, we argue that there is possibly an overlooked issue in computing counterfactual bounds without knowledge of the structural equations that might negatively impact on known results.