arXiv:2510.04276stat.MLcs.AI2025-10被引 2

提出新型基函数方法,实现上千样本、上百变量的高效非线性因果发现。

Scalable Causal Discovery from Recursive Nonlinear Data via Truncated Basis Function Scores and Tests

  • 用截断基函数展开近似非线性依赖,支持混合数据与后非线性模型。
  • 在神经因果模型上比核方法和约束法准确且快3倍以上,处理千样本无压力。
  • 适合需要快速可解释因果推断的科研与工程场景,代码开源多语言支持。

从非线性连续或混合数据中学习图结构的条件独立关系是机器学习与科学领域的核心挑战,许多现有方法难以扩展到数千样本或数百变量。本文引入两种基于基函数的可扩展因果发现工具:首先,截断基函数贝叶斯信息准则(BF-BIC)通过加性展开近似非线性依赖,在加性模型下具有一致性,并通过可逆重参数化推广至后非线性(PNL)模型;对中等交互保持稳健,通过退化高斯嵌入支持离散变量。在全非线性神经因果模型(NCMs)的模拟中,BF-BIC在准确性和运行时间上均优于核方法(如KCI)和约束方法(如RFCI)。其次,基函数似然比检验(BF-LRT)提供一种近似条件独立检验,速度远超核检验,同时保持竞争性准确性。大量模拟及加拿大野火风险真实数据应用表明,集成BF方法的混合搜索策略可实现可解释且可扩展的因果发现。代码已在Python、R和Java中开源。

原文摘要 · Abstract (English)

Learning graphical conditional independence structures from nonlinear, continuous or mixed data is a central challenge in machine learning and the sciences, and many existing methods struggle to scale to thousands of samples or hundreds of variables. We introduce two basis-expansion tools for scalable causal discovery. First, the Basis Function BIC (BF-BIC) score uses truncated additive expansions to approximate nonlinear dependencies. BF-BIC is theoretically consistent under additive models and extends to post-nonlinear (PNL) models via an invertible reparameterization. It remains robust under moderate interactions and supports mixed data through a degenerate-Gaussian embedding for discrete variables. In simulations with fully nonlinear neural causal models (NCMs), BF-BIC outperforms kernel- and constraint-based methods (e.g., KCI, RFCI) in both accuracy and runtime. Second, the Basis Function Likelihood Ratio Test (BF-LRT) provides an approximate conditional independence test that is substantially faster than kernel tests while retaining competitive accuracy. Extensive simulations and a real-data application to Canadian wildfire risk show that, when integrated into hybrid searches, BF-based methods enable interpretable and scalable causal discovery. Implementations are available in Python, R, and Java.

因果发现非线性模型可扩展性基函数

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