通过干预数据高效识别含环的非高斯因果结构
Near-Optimal Experiment Design in Linear non-Gaussian Cyclic Models
- 用二分图匹配表征因果等价类,实现结构识别
- 每次干预可确定一条真实边并排除不兼容结构
- 基于采样估计奖励,实现近优自适应实验设计
我们研究从观测与干预数据中学习线性非高斯结构方程模型的因果结构,该模型可能包含循环。已有研究表明,仅使用观测数据只能将因果图识别到置换等价类内。本文通过证明等价类中的每个图对应一个二分图中的完美匹配,给出了该类的组合表征。这一表示使我们能够分析干预如何改变或约束匹配关系。具体而言,每个原子干预揭示真实匹配中的一条边,并排除所有不相容的因果图。因此,我们将最优实验设计建模为在等价类集合上的自适应随机优化问题,采用自然奖励函数量化干预消除的图数量。我们证明该奖励函数具有自适应子模性,并提出一种具有可证明近优性能保证的贪心策略。关键技术挑战在于无需显式枚举等价类中所有图即可高效估计奖励函数。为此,我们提出基于随机匹配的采样估计器,并分析其偏差与集中性。仿真结果表明,少量由本框架指导的干预即可恢复真实的因果结构。
原文摘要 · Abstract (English)
We study the problem of causal structure learning from a combination of observational and interventional data generated by a linear non-Gaussian structural equation model that might contain cycles. Recent results show that using mere observational data identifies the causal graph only up to a permutation-equivalence class. We obtain a combinatorial characterization of this class by showing that each graph in an equivalence class corresponds to a perfect matching in a bipartite graph. This bipartite representation allows us to analyze how interventions modify or constrain the matchings. Specifically, we show that each atomic intervention reveals one edge of the true matching and eliminates all incompatible causal graphs. Consequently, we formalize the optimal experiment design task as an adaptive stochastic optimization problem over the set of equivalence classes with a natural reward function that quantifies how many graphs are eliminated from the equivalence class by an intervention. We show that this reward function is adaptive submodular and provide a greedy policy with a provable near-optimal performance guarantee. A key technical challenge is to efficiently estimate the reward function without having to explicitly enumerate all the graphs in the equivalence class. We propose a sampling-based estimator using random matchings and analyze its bias and concentration behavior. Our simulation results show that performing a small number of interventions guided by our stochastic optimization framework recovers the true underlying causal structure.
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