提出LOAD方法,兼顾计算效率与统计最优性,实现局部因果发现的精准估计。
Local Causal Discovery for Statistically Efficient Causal Inference
- 基于目标变量局部信息推断因果关系并判断可识别性
- 在合成与真实数据上比全局方法更高效,比局部方法更准确
- 适合高维数据中需要快速且可靠因果推断的研究者
因果发现方法可在未知因果图的情况下识别有效的调整集以估计因果效应。全局方法虽能恢复最优调整集(方差最低),但变量增多时计算成本剧增。局部方法虽更高效,却仅能获得统计次优的调整集。本文提出局部最优调整集发现(LOAD),结合局部方法的计算效率与全局方法的统计最优性。LOAD首先利用局部信息判断目标变量间因果关系并验证效应是否可识别;若可识别,则通过修改的禁止投影推断结果变量的父节点作为最优调整集;否则返回局部有效的父节点调整集。实验表明,LOAD在合成与真实数据上显著优于全局方法的可扩展性,同时提供比局部方法更准确的因果效应估计。
原文摘要 · Abstract (English)
Causal discovery methods can identify valid adjustment sets for causal effect estimation for a pair of target variables, even when the underlying causal graph is unknown. Global causal discovery methods focus on learning the whole causal graph and therefore enable the recovery of optimal adjustment sets, i.e., sets with the lowest asymptotic variance, but they quickly become computationally prohibitive as the number of variables grows. Local causal discovery methods offer a more scalable alternative by focusing on the local neighborhood of the target variables, but are restricted to statistically suboptimal adjustment sets. In this work, we propose Local Optimal Adjustments Discovery (LOAD), a sound and complete causal discovery approach that combines the computational efficiency of local methods with the statistical optimality of global methods. First, LOAD identifies the causal relation between the targets and tests if the causal effect is identifiable by using only local information. If it is identifiable, it finds the possible descendants of the treatment and infers the optimal adjustment set as the parents of the outcome in a modified forbidden projection. Otherwise, it returns the locally valid parent adjustment sets. In our experiments on synthetic and realistic data LOAD outperforms global methods in scalability, while providing more accurate effect estimation than local methods.
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