通过逐步定向边的方法,在非线性模型下高效准确地发现因果图。
Nonlinear Causal Discovery through a Sequential Edge Orientation Approach
- 基于成对加性噪声模型,按优先级排序并定向无向边。
- 在真实数据和合成数据上均优于现有非线性因果发现方法。
- 适合需要高效且鲁棒因果推断的研究者使用。
近期研究证明了在加性噪声模型(ANM)下有向无环图(DAG)的可识别性,推动了多种因果发现方法的发展。然而,多数现有方法依赖严格模型假设,过度依赖通用独立性检验,或计算开销大。为此,我们提出一种序列化方法,通过成对加性噪声模型(PANM)对完备部分有向无环图(CPDAG)中的无向边进行定向,以确定其因果方向。我们证明该方法在受限ANM下可恢复真实因果图。基于此,开发了一种新的约束型算法,用于在非线性ANM下学习因果DAG。给定估计的CPDAG,设计了按PANM契合度排序无向边的评分机制,定义了边的评估顺序。为确定边的方向,提出统计检验,比较仅含候选节点及其已知父节点的子图在两种方向下的对数似然值。进一步建立了算法在大样本极限下的结构学习一致性。在合成与真实世界数据集上的大量实验表明,该方法计算高效、对模型误设具有鲁棒性,且始终优于多种现有非线性DAG学习方法。
原文摘要 · Abstract (English)
Recent advances have established the identifiability of a directed acyclic graph (DAG) under additive noise models (ANMs), spurring the development of various causal discovery methods. However, most existing methods make restrictive model assumptions, rely heavily on general independence tests, or require substantial computational time. To address these limitations, we propose a sequential procedure to orient undirected edges in a completed partial DAG (CPDAG), representing an equivalence class of DAGs, by leveraging the pairwise additive noise model (PANM) to identify their causal directions. We prove that this procedure can recover the true causal DAG assuming a restricted ANM. Building on this result, we develop a novel constraint-based algorithm for learning causal DAGs under nonlinear ANMs. Given an estimated CPDAG, we develop a ranking procedure that sorts undirected edges by their adherence to the PANM, which defines an evaluation order of the edges. To determine the edge direction, we devise a statistical test that compares the log-likelihood values, evaluated with respect to the competing directions, of a sub-graph comprising just the candidate nodes and their identified parents in the partial DAG. We further establish the structural learning consistency of our algorithm in the large-sample limit. Extensive experiments on synthetic and real-world datasets demonstrate that our method is computationally efficient, robust to model misspecification, and consistently outperforms many existing nonlinear DAG learning methods.
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