arXiv:2505.06542cs.LGcs.AI2025-05TPAMI被引 3

提出新方法dcFCI,解决混杂、数据不忠实等问题下的因果发现难题。

dcFCI: Robust Causal Discovery Under Latent Confounding, Unfaithfulness, and Mixed Data

  • 引入非参数评分机制评估潜在因果图与观测数据的兼容性。
  • 在小样本和混合变量数据上显著优于现有方法,能准确恢复真实因果图。
  • 适合需要高鲁棒性因果推断的研究者,如医学、社会科学领域。

因果发现是基于观测数据推断因果关系的核心任务。当存在隐变量混杂时,如快速因果推断(FCI)等算法可学习表示真实模型马尔可夫等价类的偏祖先图(PAG)。然而,其正确性高度依赖于经验忠实性假设——即观测到的(不)相关性完全反映底层因果模型的真实性质,这一假设在样本量有限时往往失效。为此,本文首次提出一种非参数评分,用于评估任意类型的混合变量数据下PAG与观测数据的兼容性,该评分既是结构不确定性的必要条件也是充分条件,能够区分不同PAG。在此基础上,我们提出数据兼容性FCI(dcFCI),首个联合处理隐变量混杂、经验不忠实性和混合数据类型问题的混合因果发现算法。dcFCI将该评分融入任何时间(Anytime)FCI引导的搜索过程,系统地探索、排序并验证候选PAG。在合成及真实场景中的实验表明,dcFCI显著优于当前最先进方法,即使在小样本和异构数据集上也能恢复出真实PAG。对排名靠前的PAG分析进一步揭示了结构不确定性,支持更稳健、更具信息量的因果推理与决策。

原文摘要 · Abstract (English)

Causal discovery is central to inferring causal relationships from observational data. In the presence of latent confounding, algorithms such as Fast Causal Inference (FCI) learn a Partial Ancestral Graph (PAG) representing the true model's Markov Equivalence Class. However, their correctness critically depends on empirical faithfulness, the assumption that observed (in)dependencies perfectly reflect those of the underlying causal model, which often fails in practice due to limited sample sizes. To address this, we introduce the first nonparametric score to assess a PAG's compatibility with observed data, even with mixed variable types. This score is both necessary and sufficient to characterize structural uncertainty and distinguish between distinct PAGs. We then propose data-compatible FCI (dcFCI), the first hybrid causal discovery algorithm to jointly address latent confounding, empirical unfaithfulness, and mixed data types. dcFCI integrates our score into an (Anytime)FCI-guided search that systematically explores, ranks, and validates candidate PAGs. Experiments on synthetic and real-world scenarios demonstrate that dcFCI significantly outperforms state-of-the-art methods, often recovering the true PAG even in small and heterogeneous datasets. Examining top-ranked PAGs further provides valuable insights into structural uncertainty, supporting more robust and informed causal reasoning and decision-making.

因果发现隐变量混杂数据兼容性混合数据

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