arXiv:2505.08371cs.LGstat.ML2025-05

通过密度比单调性判断连续-离散变量的因果方向,效果优于现有方法。

Density Ratio-based Causal Discovery from Bivariate Continuous-Discrete Data

  • 利用密度比单调性与条件分布特性区分因果方向
  • 在合成与真实数据上准确率显著高于现有方法
  • 适合处理连续变量与离散变量间的因果推断问题

本文研究从观测数据中推断连续变量 $X$ 与离散变量 $Y$ 之间的因果方向。对于 $X \to Y$ 模型,采用已有工作的阈值模型;对于 $Y \to X$ 模型,考虑两种情形:(1) 给定 $Y$ 各取值时 $X$ 的条件分布构成位置平移族,(2) 为广义正态分布混合且各成分独立参数化。通过三个理论结果建立因果方向可辨识性:首先,在 $X \to Y$ 下,$X$ 在不同 $Y$ 取值下的密度比具有单调性;其次,在非位置平移条件下,该单调性仅在参数空间的勒贝格测度为零的集合上成立;第三,在 $X \to Y$ 下,位置平移结构需因果机制与输入分布精确协同,这在独立机制原则下非普遍。由此表明,密度比单调性表征 $X \to Y$,而非单调性或位置平移结构表征 $Y \to X$。基于此提出密度比因果发现(DRCD)方法,通过检验位置平移条件和密度比单调性判断因果方向。在合成与真实数据集上的实验表明,DRCD性能优于现有方法。

原文摘要 · Abstract (English)

We address the problem of inferring the causal direction between a continuous variable $X$ and a discrete variable $Y$ from observational data. For the model $X \to Y$, we adopt the threshold model used in prior work. For the model $Y \to X$, we consider two cases: (1) the conditional distributions of $X$ given different values of $Y$ form a location-shift family, and (2) they are mixtures of generalized normal distributions with independently parameterized components. We establish identifiability of the causal direction through three theoretical results. First, we prove that under $X \to Y$, the density ratio of $X$ conditioned on different values of $Y$ is monotonic. Second, we establish that under $Y \to X$ with non-location-shift conditionals, monotonicity of the density ratio holds only on a set of Lebesgue measure zero in the parameter space. Third, we show that under $X \to Y$, the conditional distributions forming a location-shift family requires a precise coordination between the causal mechanism and input distribution, which is non-generic under the principle of independent mechanisms. Together, these results imply that monotonicity of the density ratio characterizes the direction $X \to Y$, whereas non-monotonicity or location-shift conditionals characterizes $Y \to X$. Based on this, we propose Density Ratio-based Causal Discovery (DRCD), a method that determines causal direction by testing for location-shift conditionals and monotonicity of the estimated density ratio. Experiments on synthetic and real-world datasets demonstrate that DRCD outperforms existing methods.

因果发现密度比连续离散

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