Generative multitask learning mitigates target-causing confounding

We propose a simple and scalable approach to causal representation learning for multitask learning. Our approach requires minimal modification to existing ML systems, and improves robustness to target shift. The improvement comes from mitigating unobserved confounders that cause the targets, but not the input. We refer to them as target-causing confounders. These confounders induce spurious dependencies between the input and targets. This poses a problem for the conventional approach to multitask learning, due to its assumption that the targets are conditionally independent given the input. Our proposed approach takes into account the dependencies between the targets in order to alleviate target-causing confounding. All that is required in addition to usual practice is to estimate the joint distribution of the targets to switch from discriminative to generative classification, and to predict all targets jointly. Our results on the Attributes of People and Taskonomy datasets reflect the conceptual improvement in robustness to target shift.