用少量干预数据高效学习因果图,逼近真实结构。
Sample Efficient Bayesian Learning of Causal Graphs from Interventions
- 基于贝叶斯框架,通过切割集干预优化样本利用效率。
- 在足够样本下以高概率恢复真实因果图,结构汉明距离更优。
- 适合样本受限场景,可扩展用于估计不可干预变量的因果效应。
因果发现是科学与工程中基础性问题。仅靠观测数据只能确定因果图的马尔可夫等价类,必须借助干预数据才能完全识别。现有多数方法假设完美干预(无限样本),而本文考虑实际中干预样本有限的场景。利用Wienöbst等(2023)提出的多项式时间均匀生成有向无环图(DAG)的方法,我们能高效枚举所有切割配置及其对应的干预分布,并跟踪其后验。对于任意数量的干预样本,算法随机对切割所有边的目标顶点集进行干预,并根据每个目标集的后验输出因果图。当干预样本量充足时,理论上可高概率恢复真因果图。在模拟数据上对比多个基线方法,结果表明本算法在结构汉明距离指标上表现更优。此外,案例研究显示该方法可拓展回答更一般的因果问题——例如不需完整学习图即可估计无法干预变量的因果效应。
原文摘要 · Abstract (English)
Causal discovery is a fundamental problem with applications spanning various areas in science and engineering. It is well understood that solely using observational data, one can only orient the causal graph up to its Markov equivalence class, necessitating interventional data to learn the complete causal graph. Most works in the literature design causal discovery policies with perfect interventions, i.e., they have access to infinite interventional samples. This study considers a Bayesian approach for learning causal graphs with limited interventional samples, mirroring real-world scenarios where such samples are usually costly to obtain. By leveraging the recent result of Wienöbst et al. (2023) on uniform DAG sampling in polynomial time, we can efficiently enumerate all the cut configurations and their corresponding interventional distributions of a target set, and further track their posteriors. Given any number of interventional samples, our proposed algorithm randomly intervenes on a set of target vertices that cut all the edges in the graph and returns a causal graph according to the posterior of each target set. When the number of interventional samples is large enough, we show theoretically that our proposed algorithm will return the true causal graph with high probability. We compare our algorithm against various baseline methods on simulated datasets, demonstrating its superior accuracy measured by the structural Hamming distance between the learned DAG and the ground truth. Additionally, we present a case study showing how this algorithm could be modified to answer more general causal questions without learning the whole graph. As an example, we illustrate that our method can be used to estimate the causal effect of a variable that cannot be intervened.
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