只关注目标变量的因果效应,用新方法大幅减少计算量。
SNAP: Sequential Non-Ancestor Pruning for Targeted Causal Effect Estimation With an Unknown Graph
- 通过逐步剔除无关变量,聚焦目标变量间的因果关系
- 实验显示独立性检验次数和计算时间显著降低
- 适合需要高效估计特定因果效应的研究者使用
当变量数量庞大时,因果发现计算成本高昂。若仅需估计少数目标变量的因果效应,无需学习全部变量的因果图,只需关注包含目标变量及其调整集的小子图即可。本文提出顺序非祖先剪枝(SNAP)框架,通过识别并逐次剔除目标变量的确定非祖先,实现计算与统计上的高效因果效应估计。该方法可作为标准因果发现的预处理步骤,也可独立使用,具备完备性和正确性。在合成数据和真实数据上的实验表明,两种使用方式均显著减少了独立性检验次数与计算时间,且不影响因果效应估计质量。
原文摘要 · Abstract (English)
Causal discovery can be computationally demanding for large numbers of variables. If we only wish to estimate the causal effects on a small subset of target variables, we might not need to learn the causal graph for all variables, but only a small subgraph that includes the targets and their adjustment sets. In this paper, we focus on identifying causal effects between target variables in a computationally and statistically efficient way. This task combines causal discovery and effect estimation, aligning the discovery objective with the effects to be estimated. We show that definite non-ancestors of the targets are unnecessary to learn causal relations between the targets and to identify efficient adjustments sets. We sequentially identify and prune these definite non-ancestors with our Sequential Non-Ancestor Pruning (SNAP) framework, which can be used either as a preprocessing step to standard causal discovery methods, or as a standalone sound and complete causal discovery algorithm. Our results on synthetic and real data show that both approaches substantially reduce the number of independence tests and the computation time without compromising the quality of causal effect estimations.
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