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arXiv 2307.09552cs.LGstat.MEstat.ML
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自兼容性:无真实因果图下的因果发现评估

Self-Compatibility: Evaluating Causal Discovery without Ground Truth

Karlsruhe Institute of Technology(卡尔斯鲁厄理工学院);Amazon Research Tübingen(亚马逊图宾根研究院);Institute of Science and Technology Austria(奥地利科学技术研究所)

Philipp M. Faller, Leena Chennuru Vankadara, Atalanti A. Mastakouri, Francesco Locatello, Dominik Janzing

AI总结:

本文提出一种无需真实因果图即可评估因果发现算法的方法,通过检测不同变量子集上学习到的因果图间的兼容性来证伪错误推断,并实验验证其有助于模型选择。

摘要:

由于因果真实因果图极为罕见,因果发现算法通常仅在模拟数据上进行评估。鉴于模拟数据反映了关于噪声分布、模型类别等生成过程的先入之见,这令人担忧。在本工作中,我们提出了一种在缺乏真实因果图的情况下,对因果发现算法输出进行证伪的新方法。我们的关键洞见是:统计学习寻求跨数据点子集的稳定性,而因果学习应寻求跨变量子集的稳定性。受此洞见启发,我们的方法依赖于在不同变量子集上学习到的因果图之间的兼容性概念。我们证明,检测不兼容性可以证伪因违反假设或有限样本效应导致的错误推断的因果关系。尽管通过此类兼容性测试仅是良好性能的必要条件,但我们认为,当兼容性对联合分布产生强含义时,它为因果模型提供了有力证据。我们还通过实验证明,检测不兼容性有助于因果模型选择。

英文摘要:

As causal ground truth is incredibly rare, causal discovery algorithms are commonly only evaluated on simulated data. This is concerning, given that simulations reflect preconceptions about generating processes regarding noise distributions, model classes, and more. In this work, we propose a novel method for falsifying the output of a causal discovery algorithm in the absence of ground truth. Our key insight is that while statistical learning seeks stability across subsets of data points, causal learning should seek stability across subsets of variables. Motivated by this insight, our method relies on a notion of compatibility between causal graphs learned on different subsets of variables. We prove that detecting incompatibilities can falsify wrongly inferred causal relations due to violation of assumptions or errors from finite sample effects. Although passing such compatibility tests is only a necessary criterion for good performance, we argue that it provides strong evidence for the causal models whenever compatibility entails strong implications for the joint distribution. We also demonstrate experimentally that detection of incompatibilities can aid in causal model selection.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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