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Marco Zaffalon

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Published work

17 published item(s)

preprint2026arXiv

Automatic Causal Fairness Analysis with LLM-Generated Reporting

AutoML, intended as the process of automating the application of machine learning to real-world problems, is a key step for AI popularisation. Most AutoML frameworks are not accounting for the potential lack of fairness in the training data and in the corresponding predictions. We introduce \textsc{FairMind}, a software prototype aiming to automatise fairness analysis at the dataset level. We achieve that by resorting to the assumptions of the \emph{standard fairness model}, recently proposed by Plečko and Bareinboim. This allows for a sound fairness evaluation in terms of causal effects, based on \emph{counterfactual} queries involving the target, possibly confounders and mediators, and the different values of an input feature we regard as \emph{protected}. After the necessary data preprocessing, the tool implements a closed-form computation of the effects. LLMs are consequently exploited to generate accurate reports on the fairness levels detected in the training dataset. We achieve that in a zero-shot setup and show by examples the expected advantages with respect to a direct analysis performed by the LLM. To favour applications, extensions to ordinal protected variable and continuous targets and novel decomposition results are also discussed.

preprint2022arXiv

Bounding Counterfactuals under Selection Bias

Causal analysis may be affected by selection bias, which is defined as the systematic exclusion of data from a certain subpopulation. Previous work in this area focused on the derivation of identifiability conditions. We propose instead a first algorithm to address both identifiable and unidentifiable queries. We prove that, in spite of the missingness induced by the selection bias, the likelihood of the available data is unimodal. This enables us to use the causal expectation-maximisation scheme to obtain the values of causal queries in the identifiable case, and to compute bounds otherwise. Experiments demonstrate the approach to be practically viable. Theoretical convergence characterisations are provided.

preprint2022arXiv

Why we should interpret density matrices as moment matrices: the case of (in)distinguishable particles and the emergence of classical reality

We introduce a formulation of quantum theory (QT) as a general probabilistic theory but expressed via quasi-expectation operators (QEOs). This formulation provides a direct interpretation of density matrices as quasi-moment matrices. Using QEOs, we will provide a series of representation theorems, a' la de Finetti, relating a classical probability mass function (satisfying certain symmetries) to a quasi-expectation operator. We will show that QT for both distinguishable and indistinguishable particles can be formulated in this way. Although particles indistinguishability is considered a truly "weird" quantum phenomenon, it is not special. We will show that finitely exchangeable probabilities for a classical dice are as weird as QT. Using this connection, we will rederive the first and second quantisation in QT for bosons through the classical statistical concept of exchangeable random variables. Using this approach, we will show how classical reality emerges in QT as the number of identical bosons increases (similar to what happens for finitely exchangeable sequences of rolls of a classical dice).

preprint2020arXiv

Orthogonally Decoupled Variational Fourier Features

Sparse inducing points have long been a standard method to fit Gaussian processes to big data. In the last few years, spectral methods that exploit approximations of the covariance kernel have shown to be competitive. In this work we exploit a recently introduced orthogonally decoupled variational basis to combine spectral methods and sparse inducing points methods. We show that the method is competitive with the state-of-the-art on synthetic and on real-world data.

preprint2020arXiv

Structural Causal Models Are (Solvable by) Credal Networks

A structural causal model is made of endogenous (manifest) and exogenous (latent) variables. We show that endogenous observations induce linear constraints on the probabilities of the exogenous variables. This allows to exactly map a causal model into a credal network. Causal inferences, such as interventions and counterfactuals, can consequently be obtained by standard algorithms for the updating of credal nets. These natively return sharp values in the identifiable case, while intervals corresponding to the exact bounds are produced for unidentifiable queries. A characterization of the causal models that allow the map above to be compactly derived is given, along with a discussion about the scalability for general models. This contribution should be regarded as a systematic approach to represent structural causal models by credal networks and hence to systematically compute causal inferences. A number of demonstrative examples is presented to clarify our methodology. Extensive experiments show that approximate algorithms for credal networks can immediately be used to do causal inference in real-size problems.

preprint2016arXiv

Learning Bounded Treewidth Bayesian Networks with Thousands of Variables

We present a method for learning treewidth-bounded Bayesian networks from data sets containing thousands of variables. Bounding the treewidth of a Bayesian greatly reduces the complexity of inferences. Yet, being a global property of the graph, it considerably increases the difficulty of the learning process. We propose a novel algorithm for this task, able to scale to large domains and large treewidths. Our novel approach consistently outperforms the state of the art on data sets with up to ten thousand variables.

preprint2016arXiv

Quantum mechanics: The Bayesian theory generalised to the space of Hermitian matrices

We consider the problem of gambling on a quantum experiment and enforce rational behaviour by a few rules. These rules yield, in the classical case, the Bayesian theory of probability via duality theorems. In our quantum setting, they yield the Bayesian theory generalised to the space of Hermitian matrices. This very theory is quantum mechanics: in fact, we derive all its four postulates from the generalised Bayesian theory. This implies that quantum mechanics is self-consistent. It also leads us to reinterpret the main operations in quantum mechanics as probability rules: Bayes' rule (measurement), marginalisation (partial tracing), independence (tensor product). To say it with a slogan, we obtain that quantum mechanics is the Bayesian theory in the complex numbers.

preprint2016arXiv

State Space representation of non-stationary Gaussian Processes

The state space (SS) representation of Gaussian processes (GP) has recently gained a lot of interest. The main reason is that it allows to compute GPs based inferences in O(n), where $n$ is the number of observations. This implementation makes GPs suitable for Big Data. For this reason, it is important to provide a SS representation of the most important kernels used in machine learning. The aim of this paper is to show how to exploit the transient behaviour of SS models to map non-stationary kernels to SS models.

preprint2016arXiv

Statistical comparison of classifiers through Bayesian hierarchical modelling

Usually one compares the accuracy of two competing classifiers via null hypothesis significance tests (nhst). Yet the nhst tests suffer from important shortcomings, which can be overcome by switching to Bayesian hypothesis testing. We propose a Bayesian hierarchical model which jointly analyzes the cross-validation results obtained by two classifiers on multiple data sets. It returns the posterior probability of the accuracies of the two classifiers being practically equivalent or significantly different. A further strength of the hierarchical model is that, by jointly analyzing the results obtained on all data sets, it reduces the estimation error compared to the usual approach of averaging the cross-validation results obtained on a given data set.

preprint2014arXiv

Conservative Inference Rule for Uncertain Reasoning under Incompleteness

In this paper we formulate the problem of inference under incomplete information in very general terms. This includes modelling the process responsible for the incompleteness, which we call the incompleteness process. We allow the process behaviour to be partly unknown. Then we use Walleys theory of coherent lower previsions, a generalisation of the Bayesian theory to imprecision, to derive the rule to update beliefs under incompleteness that logically follows from our assumptions, and that we call conservative inference rule. This rule has some remarkable properties: it is an abstract rule to update beliefs that can be applied in any situation or domain; it gives us the opportunity to be neither too optimistic nor too pessimistic about the incompleteness process, which is a necessary condition to draw reliable while strong enough conclusions; and it is a coherent rule, in the sense that it cannot lead to inconsistencies. We give examples to show how the new rule can be applied in expert systems, in parametric statistical inference, and in pattern classification, and discuss more generally the view of incompleteness processes defended here as well as some of its consequences.

preprint2014arXiv

Imprecise Dirichlet Process with application to the hypothesis test on the probability that X< Y

The Dirichlet process (DP) is one of the most popular Bayesian nonparametric models. An open problem with the DP is how to choose its infinite dimensional parameter (base measure) in case of lack of prior information. In this work we present the Imprecise DP (IDP) -- a prior near-ignorance DP-based model that does not require any choice of this probability measure. It consists of a class of DPs obtained by letting the normalized base measure of the DP vary in the set of all probability measures. We discuss the tight connections of this approach with Bayesian robustness and in particular prior near-ignorance modeling via sets of probabilities. We use this model to perform a Bayesian hypothesis test on the probability P(X<Y). We study the theoretical properties of the IDP test (e.g., asymptotic consistency), and compare it with the frequentist Mann-Whitney-Wilcoxon rank test that is commonly employed as a test on P(X< Y). In particular we will show that our method is more robust, in the sense that it is able to isolate instances in which the aforementioned test is virtually guessing at random.

preprint2014arXiv

Robust Feature Selection by Mutual Information Distributions

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must consider sample-to-population inferential approaches. This paper deals with the distribution of mutual information, as obtained in a Bayesian framework by a second-order Dirichlet prior distribution. The exact analytical expression for the mean and an analytical approximation of the variance are reported. Asymptotic approximations of the distribution are proposed. The results are applied to the problem of selecting features for incremental learning and classification of the naive Bayes classifier. A fast, newly defined method is shown to outperform the traditional approach based on empirical mutual information on a number of real data sets. Finally, a theoretical development is reported that allows one to efficiently extend the above methods to incomplete samples in an easy and effective way.

preprint2014arXiv

Updating with incomplete observations

Currently, there is renewed interest in the problem, raised by Shafer in 1985, of updating probabilities when observations are incomplete (or set-valued). This is a fundamental problem, and of particular interest for Bayesian networks. Recently, Grunwald and Halpern have shown that commonly used updating strategies fail here, except under very special assumptions. We propose a new rule for updating probabilities with incomplete observations. Our approach is deliberately conservative: we make no or weak assumptions about the so-called incompleteness mechanism that produces incomplete observations. We model our ignorance about this mechanism by a vacuous lower prevision, a tool from the theory of imprecise probabilities, and we derive a new updating rule using coherence arguments. In general, our rule produces lower posterior probabilities, as well as partially determinate decisions. This is a logical consequence of the ignorance about the incompleteness mechanism. We show how the new rule can properly address the apparent paradox in the 'Monty Hall' puzzle. In addition, we apply it to the classification of new evidence in Bayesian networks constructed using expert knowledge. We provide an exact algorithm for this task with linear-time complexity, also for multiply connected nets.

preprint2012arXiv

The Complexity of Approximately Solving Influence Diagrams

Influence diagrams allow for intuitive and yet precise description of complex situations involving decision making under uncertainty. Unfortunately, most of the problems described by influence diagrams are hard to solve. In this paper we discuss the complexity of approximately solving influence diagrams. We do not assume no-forgetting or regularity, which makes the class of problems we address very broad. Remarkably, we show that when both the tree-width and the cardinality of the variables are bounded the problem admits a fully polynomial-time approximation scheme.

preprint2011arXiv

Solving Limited Memory Influence Diagrams

We present a new algorithm for exactly solving decision making problems represented as influence diagrams. We do not require the usual assumptions of no forgetting and regularity; this allows us to solve problems with simultaneous decisions and limited information. The algorithm is empirically shown to outperform a state-of-the-art algorithm on randomly generated problems of up to 150 variables and $10^{64}$ solutions. We show that the problem is NP-hard even if the underlying graph structure of the problem has small treewidth and the variables take on a bounded number of states, but that a fully polynomial time approximation scheme exists for these cases. Moreover, we show that the bound on the number of states is a necessary condition for any efficient approximation scheme.

preprint2010arXiv

Epistemic irrelevance in credal nets: the case of imprecise Markov trees

We focus on credal nets, which are graphical models that generalise Bayesian nets to imprecise probability. We replace the notion of strong independence commonly used in credal nets with the weaker notion of epistemic irrelevance, which is arguably more suited for a behavioural theory of probability. Focusing on directed trees, we show how to combine the given local uncertainty models in the nodes of the graph into a global model, and we use this to construct and justify an exact message-passing algorithm that computes updated beliefs for a variable in the tree. The algorithm, which is linear in the number of nodes, is formulated entirely in terms of coherent lower previsions, and is shown to satisfy a number of rationality requirements. We supply examples of the algorithm's operation, and report an application to on-line character recognition that illustrates the advantages of our approach for prediction. We comment on the perspectives, opened by the availability, for the first time, of a truly efficient algorithm based on epistemic irrelevance.

preprint2009arXiv

Limits of Learning about a Categorical Latent Variable under Prior Near-Ignorance

In this paper, we consider the coherent theory of (epistemic) uncertainty of Walley, in which beliefs are represented through sets of probability distributions, and we focus on the problem of modeling prior ignorance about a categorical random variable. In this setting, it is a known result that a state of prior ignorance is not compatible with learning. To overcome this problem, another state of beliefs, called \emph{near-ignorance}, has been proposed. Near-ignorance resembles ignorance very closely, by satisfying some principles that can arguably be regarded as necessary in a state of ignorance, and allows learning to take place. What this paper does, is to provide new and substantial evidence that also near-ignorance cannot be really regarded as a way out of the problem of starting statistical inference in conditions of very weak beliefs. The key to this result is focusing on a setting characterized by a variable of interest that is \emph{latent}. We argue that such a setting is by far the most common case in practice, and we provide, for the case of categorical latent variables (and general \emph{manifest} variables) a condition that, if satisfied, prevents learning to take place under prior near-ignorance. This condition is shown to be easily satisfied even in the most common statistical problems. We regard these results as a strong form of evidence against the possibility to adopt a condition of prior near-ignorance in real statistical problems.