提出新方法在偏态噪声下仍能可靠判断因果方向。
Skewness-Robust Causal Discovery in Location-Scale Noise Models
- 基于偏态正态分布扩展传统位置尺度模型,提升因果推断鲁棒性。
- 在高偏度噪声下准确率超已有方法,合成与真实数据集均验证有效。
- 适合处理真实世界中存在偏态噪声的因果发现任务。
为区分因果发现中的马尔可夫等价图,需对结构因果模型加以限制。关键在于二元模型中区分原因X与结果Y,即区分图X→Y与Y→X。位置-尺度噪声模型(LSNM)将结果Y建模为Y = f(X) + g(X)N,具有灵活性且多数情况可识别。但对任意噪声项N的估计极具挑战,现有实用方法通常局限于对称分布(如正态分布)。本文指出,当噪声项N为偏态随机变量(现实中常见)时,现有方法可靠性下降。为此,提出SkewD算法,在偏态噪声下的LSNM框架中实现可靠的因果推断。该方法将传统正态分布框架扩展至偏态正态设置,结合启发式搜索与条件期望最大化算法进行参数估计。在含偏态噪声的新型合成数据集及经典基准数据集上评估,实验表明SkewD性能优异,在高偏度下仍保持鲁棒性,显著优于先前方法。
原文摘要 · Abstract (English)
To distinguish Markov equivalent graphs in causal discovery, it is necessary to restrict the structural causal model. Crucially, we need to be able to distinguish cause $X$ from effect $Y$ in bivariate models, that is, distinguish the two graphs $X \to Y$ and $Y \to X$. Location-scale noise models (LSNMs), in which the effect $Y$ is modeled based on the cause $X$ as $Y = f(X) + g(X)N$, form a flexible class of models that is general and identifiable in most cases. Estimating these models for arbitrary noise terms $N$, however, is challenging. Therefore, practical estimators are typically restricted to symmetric distributions, such as the normal distribution. As we showcase in this paper, when $N$ is a skewed random variable, which is likely in real-world domains, the reliability of these approaches decreases. To approach this limitation, we propose SkewD, a likelihood-based algorithm for bivariate causal discovery under LSNMs with skewed noise distributions. SkewD extends the usual normal-distribution framework to the skew-normal setting, enabling reliable inference under symmetric and skewed noise. For parameter estimation, we employ a combination of a heuristic search and an expectation conditional maximization algorithm. We evaluate SkewD on novel synthetically generated datasets with skewed noise as well as established benchmark datasets. Throughout our experiments, SkewD exhibits a strong performance and, in comparison to prior work, remains robust under high skewness.
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