Recovering causal relationships from data is an important problem. Using observational data, one can typically only recover causal graphs up to a Markov equivalence class and additional assumptions or interventional data are needed for complete recovery. In this work, under some standard assumptions, we study causal graph discovery via adaptive interventions with node-dependent interventional costs. For this setting, we show that no algorithm can achieve an approximation guarantee that is asymptotically better than linear in the number of vertices with respect to the verification number; a well-established benchmark for adaptive search algorithms. Motivated by this negative result, we define a new benchmark that captures the worst-case interventional cost for any search algorithm. Furthermore, with respect to this new benchmark, we provide adaptive search algorithms that achieve logarithmic approximations under various settings: atomic, bounded size interventions and generalized cost objectives.
RAND Corporation(兰德公司);Pardee RAND Graduate School(帕迪兰德研究生院);University of Southern California(南加州大学)
Fuzzy cognitive maps (FCMs) model feedback causal relations in interwoven webs of causality and policy variables. FCMs are fuzzy signed directed graphs that allow degrees of causal influence and event occurrence. Such causal models can simulate a wide range of policy scenarios and decision processes. Their directed loops or cycles directly model causal feedback. Their nonlinear dynamics permit forward-chaining inference from input causes and policy options to output effects. Users can add detailed dynamics and feedback links directly to the causal model or infer them with statistical learning …
Causal processes in biomedicine may contain cycles, evolve over time or differ between populations. However, many graphical models cannot accommodate these conditions. We propose to model causation using a mixture of directed cyclic graphs (DAGs), where the joint distribution in a population follows a DAG at any single point in time but potentially different DAGs across time. We also introduce an algorithm called Causal Inference over Mixtures that uses longitudinal data to infer a graph summarizing the causal relations generated from a mixture of DAGs. Experiments demonstrate improved perform…
Massachusetts Institute of Technology(麻省理工学院);University of Michigan(密歇根大学);ETH Zurich(苏黎世联邦理工学院)
We consider distributions arising from a mixture of causal models, where each model is represented by a directed acyclic graph (DAG). We provide a graphical representation of such mixture distributions and prove that this representation encodes the conditional independence relations of the mixture distribution. We then consider the problem of structure learning based on samples from such distributions. Since the mixing variable is latent, we consider causal structure discovery algorithms such as FCI that can deal with latent variables. We show that such algorithms recover a "union" of the comp…
Causal reasoning is a crucial part of science and human intelligence. In order to discover causal relationships from data, we need structure discovery methods. We provide a review of background theory and a survey of methods for structure discovery. We primarily focus on modern, continuous optimization methods, and provide reference to further resources such as benchmark datasets and software packages. Finally, we discuss the assumptive leap required to take us from structure to causality.
Stanford University(斯坦福大学);Facebook AI Research(Facebook人工智能研究院);University of California, Los Angeles(加州大学洛杉矶分校)
A structural equation model (SEM) is an effective framework to reason over causal relationships represented via a directed acyclic graph (DAG). Recent advances have enabled effective maximum-likelihood point estimation of DAGs from observational data. However, a point estimate may not accurately capture the uncertainty in inferring the underlying graph in practical scenarios, wherein the true DAG is non-identifiable and/or the observed dataset is limited. We propose Bayesian Causal Discovery Nets (BCD Nets), a variational inference framework for estimating a distribution over DAGs characterizi…
University of Illinois at Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校);Sharif University of Technology(谢里夫理工大学);Georgia Institute of Technology(佐治亚理工学院);Carnegie Mellon University(卡内基梅隆大学)
A directed acyclic graph (DAG) is the most common graphical model for representing causal relationships among a set of variables. When restricted to using only observational data, the structure of the ground truth DAG is identifiable only up to Markov equivalence, based on conditional independence relations among the variables. Therefore, the number of DAGs equivalent to the ground truth DAG is an indicator of the causal complexity of the underlying structure--roughly speaking, it shows how many interventions or how much additional information is further needed to recover the underlying DAG. I…
Università Cattolica del Sacro Cuore(天主教圣心大学);Università degli Studi di Milano-Bicocca(米兰比可卡大学)
Directed Acyclic Graphs (DAGs) provide a powerful framework to model causal relationships among variables in multivariate settings; in addition, through the do-calculus theory, they allow for the identification and estimation of causal effects between variables also from pure observational data. In this setting, the process of inferring the DAG structure from the data is referred to as causal structure learning or causal discovery. We introduce BCDAG, an R package for Bayesian causal discovery and causal effect estimation from Gaussian observational data, implementing the Markov chain Monte Ca…
Causal structure learning with momentum: Sampling distributions over Markov Equivalence Classes of DAGs
Chalmers University of Technology(查尔姆斯理工大学);University of Gothenburg(哥德堡大学);Institute for Theoretical Computer Science(理论计算机科学研究所);University of Lübeck(吕贝克大学)
Columbia University(哥伦比亚大学);Iowa State University(爱荷华州立大学)
Reasoning about the effect of interventions and counterfactuals is a fundamental task found throughout the data sciences. A collection of principles, algorithms, and tools has been developed for performing such tasks in the last decades (Pearl, 2000). One of the pervasive requirements found throughout this literature is the articulation of assumptions, which commonly appear in the form of causal diagrams. Despite the power of this approach, there are significant settings where the knowledge necessary to specify a causal diagram over all variables is not available, particularly in complex, high…
University of Helsinki(赫尔辛基大学);HIIT(赫尔辛基信息技术研究所);University of Oslo(奥斯陆大学)
We give methods for Bayesian inference of directed acyclic graphs, DAGs, and the induced causal effects from passively observed complete data. Our methods build on a recent Markov chain Monte Carlo scheme for learning Bayesian networks, which enables efficient approximate sampling from the graph posterior, provided that each node is assigned a small number $K$ of candidate parents. We present algorithmic techniques to significantly reduce the space and time requirements, which make the use of substantially larger values of $K$ feasible. Furthermore, we investigate the problem of selecting the …
Estimate Collapsibility of Causal Effects in Completed Partial DAGs via Strong d-Convex Hulls
College of Mathematics and System Science, Xinjiang University(新疆大学数学与系统科学学院);Institute of Statistics and Data Science, Xinjiang University of Finance and Economics(新疆财经大学统计与数据科学研究院)
Causal structures for observational survival data provide crucial information regarding the relationships between covariates and time-to-event. We derive motivation from the information theoretic source coding argument, and show that incorporating the knowledge of the directed acyclic graph (DAG) can be beneficial if suitable source encoders are employed. As a possible source encoder in this context, we derive a variational inference based conditional variational autoencoder for causal structured survival prediction, which we refer to as DAGSurv. We illustrate the performance of DAGSurv on low…
Williams College(威廉姆斯学院);Emory University(埃默里大学);Johns Hopkins University(约翰斯·霍普金斯大学)
Identification theory for causal effects in causal models associated with hidden variable directed acyclic graphs (DAGs) is well studied. However, the corresponding algorithms are underused due to the complexity of estimating the identifying functionals they output. In this work, we bridge the gap between identification and estimation of population-level causal effects involving a single treatment and a single outcome. We derive influence function based estimators that exhibit double robustness for the identified effects in a large class of hidden variable DAGs where the treatment satisfies a …
Tags for DAGs: Graph Refinement with Meta-Informed Relations
Computer Science Department, Technical University of Darmstadt(达姆施塔特技术大学计算机科学系);Hessian Center for AI (hessian.AI)(海德堡人工智能中心);German Research Center for AI (DFKI)(德国人工智能研究中心);Centre for Cognitive Science, Technical University of Darmstadt(达姆施塔特技术大学认知科学中心);Department of Mathematics and Computer Science, Eindhoven University of Technology(埃因霍温理工大学数学与计算机科学系)
ETH Zurich(苏黎世联邦理工学院);Mila(米拉人工智能研究所);Université de Montréal(蒙特利尔大学);ElementAI;ServiceNow;MPI for Intelligent Systems(马克斯·普朗克智能系统研究所);CIFAR(加拿大高等研究院)
Learning the causal structure that underlies data is a crucial step towards robust real-world decision making. The majority of existing work in causal inference focuses on determining a single directed acyclic graph (DAG) or a Markov equivalence class thereof. However, a crucial aspect to acting intelligently upon the knowledge about causal structure which has been inferred from finite data demands reasoning about its uncertainty. For instance, planning interventions to find out more about the causal mechanisms that govern our data requires quantifying epistemic uncertainty over DAGs. While Ba…
Counting and uniform sampling of directed acyclic graphs (DAGs) from a Markov equivalence class are fundamental tasks in graphical causal analysis. In this paper, we show that these tasks can be performed in polynomial time, solving a long-standing open problem in this area. Our algorithms are effective and easily implementable. Experimental results show that the algorithms significantly outperform state-of-the-art methods.
University of Cambridge(剑桥大学);The Alan Turing Institute(艾伦·图灵研究所);University of California Los Angeles(加州大学洛杉矶分校)
Unobserved confounding is one of the greatest challenges for causal discovery. The case in which unobserved variables have a widespread effect on many of the observed ones is particularly difficult because most pairs of variables are conditionally dependent given any other subset, rendering the causal effect unidentifiable. In this paper we show that beyond conditional independencies, under the principle of independent mechanisms, unobserved confounding in this setting leaves a statistical footprint in the observed data distribution that allows for disentangling spurious and causal effects. Us…
The causal relationships among a set of random variables are commonly represented by a Directed Acyclic Graph (DAG), where there is a directed edge from variable $X$ to variable $Y$ if $X$ is a direct cause of $Y$. From the purely observational data, the true causal graph can be identified up to a Markov Equivalence Class (MEC), which is a set of DAGs with the same conditional independencies between the variables. The size of an MEC is a measure of complexity for recovering the true causal graph by performing interventions. We propose a method for efficient iteration over possible MECs given i…
Recently directed acyclic graph (DAG) structure learning is formulated as a constrained continuous optimization problem with continuous acyclicity constraints and was solved iteratively through subproblem optimization. To further improve efficiency, we propose a novel learning framework to model and learn the weighted adjacency matrices in the DAG space directly. Specifically, we first show that the set of weighted adjacency matrices of DAGs are equivalent to the set of weighted gradients of graph potential functions, and one may perform structure learning by searching in this equivalent set o…
CaTs and DAGs: Integrating Directed Acyclic Graphs with Transformers for Causally Constrained Predictions
Kivira Health(Kivira健康公司);The Sense Innovation and Research Center, CHUV, Lausanne, Switzerland(The Sense创新与研究中心,CHUV,洛桑,瑞士);Centre for Vision, Speech and Signal Processing, University of Surrey, U.K.(视觉、语音和信号处理中心,萨里大学,英国);Institute of Psychology, University of Lausanne, Switzerland(心理学研究所,洛桑大学,瑞士);EPFL, Switzerland(瑞士联邦理工学院)
The problem of learning a directed acyclic graph (DAG) up to Markov equivalence is equivalent to the problem of finding a permutation of the variables that induces the sparsest graph. Without additional assumptions, this task is known to be NP-hard. Building on the minimum degree algorithm for sparse Cholesky decomposition, but utilizing DAG-specific problem structure, we introduce an efficient algorithm for finding such sparse permutations. We show that on jointly Gaussian distributions, our method with depth $w$ runs in $O(p^{w+3})$ time. We compare our method with $w = 1$ to algorithms for …
National University of Singapore(新加坡国立大学);Stanford University(斯坦福大学)
We study two problems related to recovering causal graphs from interventional data: (i) $\textit{verification}$, where the task is to check if a purported causal graph is correct, and (ii) $\textit{search}$, where the task is to recover the correct causal graph. For both, we wish to minimize the number of interventions performed. For the first problem, we give a characterization of a minimal sized set of atomic interventions that is necessary and sufficient to check the correctness of a claimed causal graph. Our characterization uses the notion of $\textit{covered edges}$, which enables us to …
When a dynamical system can be modeled as a sequence of observations, Granger causality is a powerful approach for detecting predictive interactions between its variables. However, traditional Granger causal inference has limited utility in domains where the dynamics need to be represented as directed acyclic graphs (DAGs) rather than as a linear sequence, such as with cell differentiation trajectories. Here, we present GrID-Net, a framework based on graph neural networks with lagged message passing for Granger causal inference on DAG-structured systems. Our motivating application is the analy…
Adobe Research(Adobe研究院);Tata Institute of Fundamental Research(塔塔基础研究所)
A well-studied challenge that arises in the structure learning problem of causal directed acyclic graphs (DAG) is that using observational data, one can only learn the graph up to a "Markov equivalence class" (MEC). The remaining undirected edges have to be oriented using interventions, which can be very expensive to perform in applications. Thus, the problem of minimizing the number of interventions needed to fully orient the MEC has received a lot of recent attention, and is also the focus of this work. Our first result is a new universal lower bound on the number of single-node intervention…
Georgia Institute of Technology(佐治亚理工学院);Carnegie Mellon University(卡内基梅隆大学);MBZUAI(穆罕默德·本·扎耶德人工智能大学);BioMap(百图生科)
We consider the problem of discovering $K$ related Gaussian directed acyclic graphs (DAGs), where the involved graph structures share a consistent causal order and sparse unions of supports. Under the multi-task learning setting, we propose a $l_1/l_2$-regularized maximum likelihood estimator (MLE) for learning $K$ linear structural equation models. We theoretically show that the joint estimator, by leveraging data across related tasks, can achieve a better sample complexity for recovering the causal order (or topological order) than separate estimations. Moreover, the joint estimator is able …
UCLA Department of Biostatistics(加州大学洛杉矶分校生物统计系);UCLA Department of Statistics(加州大学洛杉矶分校统计系)
Discovery of causal relationships from observational data is an important problem in many areas. Several recent results have established the identifiability of causal DAGs with non-Gaussian and/or nonlinear structural equation models (SEMs). In this paper, we focus on nonlinear SEMs defined by non-invertible functions, which exist in many data domains, and propose a novel test for non-invertible bivariate causal models. We further develop a method to incorporate this test in structure learning of DAGs that contain both linear and nonlinear causal relations. By extensive numerical comparisons, …
Beyond DAGs: A Latent Partial Causal Model for Multimodal Learning
Responsible AI Research Centre(负责任人工智能研究中心);Australian Institute for Machine Learning, Adelaide University(阿德莱德大学澳大利亚机器学习研究所);School of Computer Science and Engineering, The University of New South Wales(新南威尔士大学计算机科学与工程学院);School of Mathematics and Statistics, The University of Melbourne(墨尔本大学数学与统计学院);Department of Philosophy, Carnegie Mellon University(卡内基梅隆大学哲学系)
LIDS, MIT(麻省理工学院林肯实验室(LIDS));MIT-IBM Watson AI Lab(麻省理工学院-IBM沃森人工智能实验室);IBM Research(IBM研究)
A growing body of work has begun to study intervention design for efficient structure learning of causal directed acyclic graphs (DAGs). A typical setting is a causally sufficient setting, i.e. a system with no latent confounders, selection bias, or feedback, when the essential graph of the observational equivalence class (EC) is given as an input and interventions are assumed to be noiseless. Most existing works focus on worst-case or average-case lower bounds for the number of interventions required to orient a DAG. These worst-case lower bounds only establish that the largest clique in the …
Johns Hopkins University(约翰斯·霍普金斯大学);Perimeter Institute for Theoretical Physics(圆周理论物理研究所);University of Gdańsk(格但斯克大学);International Centre for Theory of Quantum Technologies(国际量子技术理论中心)
Directed acyclic graphs (DAGs) with hidden variables are often used to characterize causal relations between variables in a system. When some variables are unobserved, DAGs imply a notoriously complicated set of constraints on the distribution of observed variables. In this work, we present entropic inequality constraints that are implied by $e$-separation relations in hidden variable DAGs with discrete observed variables. The constraints can intuitively be understood to follow from the fact that the capacity of variables along a causal pathway to convey information is restricted by their entr…
Personalized Binomial DAGs Learning with Network Structured Covariates
Booth School of Business, University of Chicago(芝加哥大学布斯商学院);University of Michigan(密歇根大学);Ant Financial Group(蚂蚁集团);Marshall School of Business, University of Southern California(南加州大学马歇尔商学院)
Conventional methods for causal structure learning from data face significant challenges due to combinatorial search space. Recently, the problem has been formulated into a continuous optimization framework with an acyclicity constraint to learn Directed Acyclic Graphs (DAGs). Such a framework allows the utilization of deep generative models for causal structure learning to better capture the relations between data sample distributions and DAGs. However, so far no study has experimented with the use of Wasserstein distance in the context of causal structure learning. Our model named DAG-WGAN c…
University of Washington(华盛顿大学);Technical University of Munich(慕尼黑工业大学)
In causal graphical models based on directed acyclic graphs (DAGs), directed paths represent causal pathways between the corresponding variables. The variable at the beginning of such a path is referred to as an ancestor of the variable at the end of the path. Ancestral relations between variables play an important role in causal modeling. In existing literature on structure learning, these relations are usually deduced from learned structures and used for orienting edges or formulating constraints of the space of possible DAGs. However, they are usually not posed as immediate target of infere…