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Thuc Duy Le

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8 papers

2 author rows

AAAI Conference 2025 Conference Paper

Diffusion Models for Attribution

Xiongren Chen
Jiuyong Li
Jixue Liu
Lin Liu
Stefan Peters
Thuc Duy Le
Wentao Gao
Xiaojing Du

In high-stakes domains such as healthcare, finance, and law, the need for explainable AI is critical. Traditional methods for generating attribution maps, including white-box approaches relying on gradients and black-box techniques that perturb inputs, face challenges like gradient vanishing, blurred attributions, and computational inefficiencies. To overcome these limitations, we introduce a novel approach that leverages diffusion models within the framework of Information Bottleneck (IB) theory. By utilizing the Gaussian noise from diffusion models, we connect the information bottleneck with the Minimum Mean Squared Error (MMSE) from classical information theory, enabling precise calculation of mutual information. This connection leads to a new loss function that minimizes the Signal-to-Noise Ratio (SNR), facilitating efficient optimization and producing high-resolution, pixel-level attribution maps. Our method achieves greater clarity and accuracy in attributions than existing techniques, requiring significantly fewer pixel values to reach the necessary predictive confidence. This work demonstrates the power of diffusion models in advancing explainable AI, particularly in identifying critical input features with high precision.

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ECAI Conference 2025 Conference Paper

From Noise to Precision: A Diffusion-Driven Approach to Zero-Inflated Precipitation Prediction

Wentao Gao
Jiuyong Li
Lin Liu 0003
Thuc Duy Le
Xiongren Chen
Xiaojing Du
Jixue Liu
Yanchang Zhao

Zero-inflated data pose significant challenges in precipitation forecasting due to the predominance of zeros with sparse non-zero events. To address this, we propose the Zero Inflation Diffusion Framework (ZIDF), which integrates Gaussian perturbation for smoothing zero-inflated distributions, Transformer-based prediction for capturing temporal patterns, and diffusion-based denoising to restore the original data structure. In our experiments, we use observational precipitation data collected from South Australia along with synthetically generated zero-inflated data. Results show that ZIDF demonstrates significant performance improvements over multiple state-of-the-art precipitation forecasting models, achieving up to 56. 7% reduction in MSE and 21. 1% reduction in MAE relative to the baseline Non-stationary Transformer. These findings highlight ZIDF’s ability to robustly handle sparse time series data and suggest its potential generalizability to other domains where zero inflation is a key challenge.

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ICLR Conference 2024 Conference Paper

Conditional Instrumental Variable Regression with Representation Learning for Causal Inference

Debo Cheng
Ziqi Xu 0001
Jiuyong Li
Lin Liu 0003
Jixue Liu
Thuc Duy Le

This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV) are commonly used to eliminate confounding bias, including the bias caused by unobserved confounders, but they rely on the linearity assumption. Besides, the strict condition of unconfounded instruments posed on a standard IV is too strong to be practical. To address these challenging and practical problems of the standard IV method (linearity assumption and the strict condition), in this paper, we use a conditional IV (CIV) to relax the unconfounded instrument condition of standard IV and propose a non-linear \underline{CIV} regression with \underline{C}onfounding \underline{B}alancing \underline{R}epresentation \underline{L}earning, CBRL.CIV, for jointly eliminating the confounding bias from unobserved confounders and balancing the observed confounders, without the linearity assumption. We theoretically demonstrate the soundness of CBRL.CIV. Extensive experiments on synthetic and two real-world datasets show the competitive performance of CBRL.CIV against state-of-the-art IV-based estimators and superiority in dealing with the non-linear situation.

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AAAI Conference 2024 Conference Paper

Instrumental Variable Estimation for Causal Inference in Longitudinal Data with Time-Dependent Latent Confounders

Debo Cheng
Ziqi Xu
Jiuyong Li
Lin Liu
Jixue Liu
Wentao Gao
Thuc Duy Le

Causal inference from longitudinal observational data is a challenging problem due to the difficulty in correctly identifying the time-dependent confounders, especially in the presence of latent time-dependent confounders. Instrumental variable (IV) is a powerful tool for addressing the latent confounders issue, but the traditional IV technique cannot deal with latent time-dependent confounders in longitudinal studies. In this work, we propose a novel Time-dependent Instrumental Factor Model (TIFM) for time-varying causal effect estimation from data with latent time-dependent confounders. At each time-step, the proposed TIFM method employs the Recurrent Neural Network (RNN) architecture to infer latent IV, and then uses the inferred latent IV factor for addressing the confounding bias caused by the latent time-dependent confounders. We provide a theoretical analysis for the proposed TIFM method regarding causal effect estimation in longitudinal data. Extensive evaluation with synthetic datasets demonstrates the effectiveness of TIFM in addressing causal effect estimation over time. We further apply TIFM to a climate dataset to showcase the potential of the proposed method in tackling real-world problems.

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AAAI Conference 2023 Conference Paper

Causal Inference with Conditional Instruments Using Deep Generative Models

Debo Cheng
Ziqi Xu
Jiuyong Li
Lin Liu
Jixue Liu
Thuc Duy Le

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment variable and independent of all other variables in the system. However, it is challenging to search for a standard IV from data directly due to the strict conditions. The conditional IV (CIV) method has been proposed to allow a variable to be an instrument conditioning on a set of variables, allowing a wider choice of possible IVs and enabling broader practical applications of the IV approach. Nevertheless, there is not a data-driven method to discover a CIV and its conditioning set directly from data. To fill this gap, in this paper, we propose to learn the representations of the information of a CIV and its conditioning set from data with latent confounders for average causal effect estimation. By taking advantage of deep generative models, we develop a novel data-driven approach for simultaneously learning the representation of a CIV from measured variables and generating the representation of its conditioning set given measured variables. Extensive experiments on synthetic and real-world datasets show that our method outperforms the existing IV methods.

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IJCAI Conference 2022 Conference Paper

Ancestral Instrument Method for Causal Inference without Complete Knowledge

Debo Cheng
Jiuyong Li
Lin Liu
Jiji Zhang
Thuc Duy Le
Jixue Liu

Unobserved confounding is the main obstacle to causal effect estimation from observational data. Instrumental variables (IVs) are widely used for causal effect estimation when there exist latent confounders. With the standard IV method, when a given IV is valid, unbiased estimation can be obtained, but the validity requirement on a standard IV is strict and untestable. Conditional IVs have been proposed to relax the requirement of standard IVs by conditioning on a set of observed variables (known as a conditioning set for a conditional IV). However, the criterion for finding a conditioning set for a conditional IV needs a directed acyclic graph (DAG) representing the causal relationships of both observed and unobserved variables. This makes it challenging to discover a conditioning set directly from data. In this paper, by leveraging maximal ancestral graphs (MAGs) for causal inference with latent variables, we study the graphical properties of ancestral IVs, a type of conditional IVs using MAGs, and develop the theory to support data-driven discovery of the conditioning set for a given ancestral IV in data under the pretreatment variable assumption. Based on the theory, we develop an algorithm for unbiased causal effect estimation with a given ancestral IV and observational data. Extensive experiments on synthetic and real-world datasets demonstrate the performance of the algorithm in comparison with existing IV methods.

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ECAI Conference 2020 Conference Paper

Causal Query in Observational Data with Hidden Variables

Debo Cheng
Jiuyong Li
Lin Liu 0003
Jixue Liu
Kui Yu
Thuc Duy Le

This paper discusses the problem of causal query in observational data with hidden variables, with the aim of seeking the change of an outcome when “manipulating” a variable while given a set of plausible confounding variables which affect the manipulated variable and the outcome. Such an “experiment on data” to estimate the causal effect of the manipulated variable is useful for validating an experiment design using historical data or for exploring confounders when studying a new relationship. However, existing data-driven methods for causal effect estimation face some major challenges, including poor scalability with high dimensional data, low estimation accuracy due to heuristics used by the global causal structure learning algorithms, and the assumption of causal sufficiency when hidden variables are inevitable in data. In this paper, we develop theorems for using local search to find a superset of the adjustment (or confounding) variables for causal effect estimation from observational data under a realistic pretreatment assumption. The theorems ensure that the unbiased estimate of causal effect is included in the set of causal effects estimated by the superset of adjustment variables. Based on the developed theorems, we propose a data-driven algorithm for causal query. Experiments show that the proposed algorithm is faster and produces better causal effect estimation than an existing data-driven causal effect estimation method with hidden variables. The causal effects estimated by the proposed algorithm are as accurate as those by the state-of-the-art methods using domain knowledge.

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TIST Journal 2015 Journal Article

From Observational Studies to Causal Rule Mining

Jiuyong Li
Thuc Duy Le
Lin Liu
Jixue Liu
Zhou Jin
Bingyu Sun
Saisai Ma

Randomised controlled trials (RCTs) are the most effective approach to causal discovery, but in many circumstances it is impossible to conduct RCTs. Therefore, observational studies based on passively observed data are widely accepted as an alternative to RCTs. However, in observational studies, prior knowledge is required to generate the hypotheses about the cause-effect relationships to be tested, and hence they can only be applied to problems with available domain knowledge and a handful of variables. In practice, many datasets are of high dimensionality, which leaves observational studies out of the opportunities for causal discovery from such a wealth of data sources. In another direction, many efficient data mining methods have been developed to identify associations among variables in large datasets. The problem is that causal relationships imply associations, but the reverse is not always true. However, we can see the synergy between the two paradigms here. Specifically, association rule mining can be used to deal with the high-dimensionality problem, whereas observational studies can be utilised to eliminate noncausal associations. In this article, we propose the concept of causal rules (CRs) and develop an algorithm for mining CRs in large datasets. We use the idea of retrospective cohort studies to detect CRs based on the results of association rule mining. Experiments with both synthetic and real-world datasets have demonstrated the effectiveness and efficiency of CR mining. In comparison with the commonly used causal discovery methods, the proposed approach generally is faster and has better or competitive performance in finding correct or sensible causes. It is also capable of finding a cause consisting of multiple variables—a feature that other causal discovery methods do not possess.

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