Causal Principles in Feature Engineering and Selection
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Causal Inference: What If, Miguel A. Hernán and James M. Robins, 2020 (Boca Raton: Chapman & Hall/CRC) - This comprehensive textbook provides a thorough introduction to causal inference, covering directed acyclic graphs (DAGs), identification of confounding, selection bias (including colliders), and mediation, which are fundamental for causal feature management.
Elements of Causal Inference: Foundations and Learning Algorithms, Jonas Peters, Dominik Janzing, and Bernhard Schölkopf, 2017 (The MIT Press)DOI: 10.7551/mitpress/9780262037310.001.0001 - This book offers a theoretical background for causal inference, with an emphasis on its connection to machine learning. It details causal graphs, confounding, and principles of causal discovery, relevant for understanding data-generating processes for feature selection.
Proximal Causal Learning: Principles and Design, Longqi Wang, Eric J. Tchetgen Tchetgen, Max G'Sell, Susan Athey, Stefan Wager, Zhiwei Qi, Zhenyu Zhang, Bo Zhang, and Xiang Zhou, 2023Journal of Machine Learning Research, Vol. 24DOI: 10.55982/jmlr.2023.22.0941 - This journal article provides a framework and review of Proximal Causal Inference, a method for estimating causal effects in the presence of unobserved confounders using proxy variables. This technique is specifically mentioned in the section.