提出新方法同时学习因果图与相关噪声,突破隐变量干扰下的结构学习瓶颈。
DAG DECORation: Continuous Optimization for Structure Learning under Hidden Confounding
- 联合优化有向无环图与相关噪声模型,全程可微
- 在低维高维、非普遍混淆下表现优于现有方法
- 适合处理隐藏混杂的复杂因果推断任务
研究线性高斯结构方程模型在隐变量混杂下的结构学习问题。现有连续方法在误差独立时表现优异,而去混杂优先流程依赖广泛因子结构或非线性。我们提出 extsc{DECOR},一种基于似然的全可微估计器,可联合学习有向无环图(DAG)和相关噪声模型。理论证明:若混合图无弓形且噪声协方差具有均匀特征值间隔,则从 (B, Ω) 到观测协方差的映射是单射,从而唯一确定因果结构与噪声。该估计器交替进行平滑无环图更新与凸噪声更新,并可加入轻量弓形互补惩罚或事后校正步骤。在合成基准测试中,涵盖混淆密度、图密度、潜秩与维度变化(n < p), extsc{DECOR} 表现匹配或超越强基线,尤其在非普遍混淆下更鲁棒,而在普遍混淆下仍具竞争力。
原文摘要 · Abstract (English)
We study structure learning for linear Gaussian SEMs in the presence of latent confounding. Existing continuous methods excel when errors are independent, while deconfounding-first pipelines rely on pervasive factor structure or nonlinearity. We propose \textsc{DECOR}, a single likelihood-based and fully differentiable estimator that jointly learns a DAG and a correlated noise model. Our theory gives simple sufficient conditions for global parameter identifiability: if the mixed graph is bow free and the noise covariance has a uniform eigenvalue margin, then the map from $(\B,\OmegaMat)$ to the observational covariance is injective, so both the directed structure and the noise are uniquely determined. The estimator alternates a smooth-acyclic graph update with a convex noise update and can include a light bow complementarity penalty or a post hoc reconciliation step. On synthetic benchmarks that vary confounding density, graph density, latent rank, and dimension with $n<p$, \textsc{DECOR} matches or outperforms strong baselines and is especially robust when confounding is non-pervasive, while remaining competitive under pervasiveness.
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