面对假设的因果图可能错误,提出可处理不确定先验的高效边界计算方法。
Your Assumed DAG is Wrong and Here's How To Deal With It
- 基于梯度优化,对多个可能的因果图集合进行边界计算
- 在真实与合成数据上均实现高覆盖率和紧致边界
- 适合对因果假设不确信的研究者使用
假设一个有向无环图(DAG)来表示变量间的因果关系是因果效应估计的常见起点。现有方法通常依赖领域专家假设或因果发现算法来支持这一假设,但实践中二者均难以给出高置信度的单一DAG:专家不愿排除某些依赖关系,或存在争议;因果发现算法本身依赖不可验证假设,常仅提供等价类,且对超参数敏感。本文提出一种高效的梯度优化方法,可在包含不完整先验知识的因果图集合上,对因果查询(如平均处理效应)提供边界。该方法适用于无法穷举的图集合,在线性与非线性合成数据及真实数据上均表现良好,兼具高覆盖性与紧致性。旨在为‘你假设的DAG可能错误’这一常见质疑提供易用且普适的应对方案。
原文摘要 · Abstract (English)
Assuming a directed acyclic graph (DAG) that represents prior knowledge of causal relationships between variables is a common starting point for cause-effect estimation. Existing literature typically invokes hypothetical domain expert knowledge or causal discovery algorithms to justify this assumption. In practice, neither may propose a single DAG with high confidence. Domain experts are hesitant to rule out dependencies with certainty or have ongoing disputes about relationships; causal discovery often relies on untestable assumptions itself or only provides an equivalence class of DAGs and is commonly sensitive to hyperparameter and threshold choices. We propose an efficient, gradient-based optimization method that provides bounds for causal queries over a collection of causal graphs -- compatible with imperfect prior knowledge -- that may still be too large for exhaustive enumeration. Our bounds achieve good coverage and sharpness for causal queries such as average treatment effects in linear and non-linear synthetic settings as well as on real-world data. Our approach aims at providing an easy-to-use and widely applicable rebuttal to the valid critique of `What if your assumed DAG is wrong?'.
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