提出新算法求解因果模型中不可完全识别查询的概率边界。
Multilinear and Linear Programs for Partially Identifiable Queries in Quasi-Markovian Structural Causal Models
- 利用输入的可观测变量概率简化多线性/线性规划构建。
- 单干预场景下用列生成法实现多项式规模表示,计算概率边界。
- 适合研究因果推断中不确定因素影响的学者使用。
我们研究一类因果模型中的部分可识别查询问题。聚焦于无环结构因果模型(即每个内生变量至多与一个外生混杂因子相连)的情形。当内生变量可观测且其分布已知,而外生变量未完全指定时,模型本质上表现为贝叶斯网络,其中根节点分布不唯一确定。在此情况下,可能无法精确计算目标概率值。因此我们研究紧致概率边界计算问题:一般情况下由多线性规划解决,单个混杂组件被干预时可用线性规划解决。本文提出新算法,通过利用可观测内生变量的概率来简化此类规划的构造。在单干预场景下,采用列生成技术,通过一系列辅助整数线性规划迭代求解概率边界,证明了外生变量可表示为多项式规模。实验表明,该方法优于现有技术。
原文摘要 · Abstract (English)
We investigate partially identifiable queries in a class of causal models. We focus on acyclic Structural Causal Models that are quasi-Markovian (that is, each endogenous variable is connected with at most one exogenous confounder). We look into scenarios where endogenous variables are observed (and a distribution over them is known), while exogenous variables are not fully specified. This leads to a representation that is in essence a Bayesian network where the distribution of root variables is not uniquely determined. In such circumstances, it may not be possible to precisely compute a probability value of interest. We thus study the computation of tight probability bounds, a problem that has been solved by multilinear programming in general, and by linear programming when a single confounded component is intervened upon. We present a new algorithm to simplify the construction of such programs by exploiting input probabilities over endogenous variables. For scenarios with a single intervention, we apply column generation to compute a probability bound through a sequence of auxiliary linear integer programs, thus showing that a representation with polynomial cardinality for exogenous variables is possible. Experiments show column generation techniques to be superior to existing methods.
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