用可解释的神经因果模型,让复杂数据也能精准回答因果问题。
Interpretable Neural Causal Models with TRAM-DAGs
- 用TRAM变换模型建模变量间因果关系,兼顾可解释性与灵活性。
- 在连续数据上实现从观测到反事实的全层级因果推断,性能优于现有方法。
- 适合需要透明决策过程的医疗、金融等领域的因果分析场景。
大多数科学研究的终极目标是理解变量间的潜在因果机制。结构化因果模型(SCMs)被广泛用于表示此类机制。给定一个SCM,可以回答佩尔因果层次中的所有三类问题:$L_1$ 观测、$L_2$ 干预和 $L_3$ 反事实。建模SCM的关键在于描述每个变量对其因果父节点的依赖关系。传统方法使用参数化统计模型(如线性或逻辑回归),虽具可解释性但可能引入偏差。近年来出现的神经因果模型利用神经网络建模因果关系,能逼近任意函数形式而无偏差,但通常仅限于连续变量且结果不可解释。变换模型(TRAM)涵盖从简单回归到复杂网络的各种形式,可处理连续、有序和二元数据。本文提出使用TRAM建模SCM中的函数关系,构建出名为TRAM-DAG的方法,弥合了可解释性与灵活性之间的鸿沟。假设已知底层有向无环图(DAG)。在完全可观测情况下,我们将TRAM-DAG与最先进的统计和基于神经网络的因果模型进行对比。结果显示,TRAM-DAG不仅具有可解释性,且在从 $L_1$ 到 $L_3$ 的各类因果查询中表现相当或更优。在连续情形下,TRAM-DAG可对三种常见因果结构(包括未观测混杂)进行反事实推断。
原文摘要 · Abstract (English)
The ultimate goal of most scientific studies is to understand the underlying causal mechanism between the involved variables. Structural causal models (SCMs) are widely used to represent such causal mechanisms. Given an SCM, causal queries on all three levels of Pearl's causal hierarchy can be answered: $L_1$ observational, $L_2$ interventional, and $L_3$ counterfactual. An essential aspect of modeling the SCM is to model the dependency of each variable on its causal parents. Traditionally this is done by parametric statistical models, such as linear or logistic regression models. This allows to handle all kinds of data types and fit interpretable models but bears the risk of introducing a bias. More recently neural causal models came up using neural networks (NNs) to model the causal relationships, allowing the estimation of nearly any underlying functional form without bias. However, current neural causal models are generally restricted to continuous variables and do not yield an interpretable form of the causal relationships. Transformation models range from simple statistical regressions to complex networks and can handle continuous, ordinal, and binary data. Here, we propose to use TRAMs to model the functional relationships in SCMs allowing us to bridge the gap between interpretability and flexibility in causal modeling. We call this method TRAM-DAG and assume currently that the underlying directed acyclic graph is known. For the fully observed case, we benchmark TRAM-DAGs against state-of-the-art statistical and NN-based causal models. We show that TRAM-DAGs are interpretable but also achieve equal or superior performance in queries ranging from $L_1$ to $L_3$ in the causal hierarchy. For the continuous case, TRAM-DAGs allow for counterfactual queries for three common causal structures, including unobserved confounding.
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