仅用观测数据就能识别出潜在因果因子,突破了需干预的限制。
Identifiability Guarantees for Causal Disentanglement from Purely Observational Data
- 基于观测数据构建非线性模型,通过分层变换实现因果解耦
- 理论证明因果变量可被识别,但无法进一步细化分解
- 提出可落地的二次规划算法,适用于真实数据场景
因果解耦旨在揭示数据背后的潜在因果因素,有望提升表征学习的可解释性和外推能力。以往研究依赖对单一潜变量的干预来保证可识别性,但该假设在实际中难以满足。本文重新审视基础问题:仅凭观测数据能学到什么?在非线性因果模型、加性高斯噪声和线性混合的设定下,无需任何干预或图结构限制,我们精确刻画了可识别的潜变量。具体而言,因果变量可被识别至分层变换级别,进一步解耦不可行。我们将理论结果转化为一个实用算法,通过求解观测数据得分估计的二次规划实现。仿真结果验证了理论保证,并展示了算法从纯观测数据中提取有意义因果表示的能力。
原文摘要 · Abstract (English)
Causal disentanglement aims to learn about latent causal factors behind data, holding the promise to augment existing representation learning methods in terms of interpretability and extrapolation. Recent advances establish identifiability results assuming that interventions on (single) latent factors are available; however, it remains debatable whether such assumptions are reasonable due to the inherent nature of intervening on latent variables. Accordingly, we reconsider the fundamentals and ask what can be learned using just observational data. We provide a precise characterization of latent factors that can be identified in nonlinear causal models with additive Gaussian noise and linear mixing, without any interventions or graphical restrictions. In particular, we show that the causal variables can be identified up to a layer-wise transformation and that further disentanglement is not possible. We transform these theoretical results into a practical algorithm consisting of solving a quadratic program over the score estimation of the observed data. We provide simulation results to support our theoretical guarantees and demonstrate that our algorithm can derive meaningful causal representations from purely observational data.
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