arXiv:2606.01457cs.AIcs.LG2026-06

让因果贝叶斯优化共享干预机制,提升数据少时的优化效率。

Transferring Information Across Interventions in Causal Bayesian Optimization

  • 用共享因果参数耦合不同干预效果,构建可传递信息的因果核。
  • 理论证明核秩由共享参数数决定,信息增益随优化周期对数增长。
  • 特别适合父节点不可直接干预、数据稀疏的复杂系统优化场景。

贝叶斯优化常用于昂贵系统的调优,但标准方法无法区分相关性与因果性。因果贝叶斯优化利用已知因果图和观测数据,判断哪些变量值得干预。现有方法独立学习每种干预效果,忽略了其背后的共同机制。本文提出图耦合因果贝叶斯优化,通过共享因果参数的不确定性将不同干预效应关联起来,形成可传递信息的因果核。在可识别的线性高斯模型中,该核为低秩,秩受共享参数数量限制而非干预选项数量。这带来了信息增益仅对数增长的界,以及可清晰分离三类误差(优化、因果估计、干预选择)的遗憾上界。还提供了非线性和自适应扩展。在理论一致的高斯系统、共享机制压力测试及标准基准上,该方法保持因果优化优势的同时,实现跨干预的信息迁移,尤其在目标父节点不可直接干预且数据稀疏时收益显著。

原文摘要 · Abstract (English)

Bayesian optimization is a popular way to optimize expensive systems, where every experiment, simulation, or intervention costs time or money. In its standard form, it treats the variables we control as plain inputs to a black box and cannot tell apart mere correlation from a real cause and effect. Causal Bayesian optimization closes part of this gap by using a known causal graph together with observational data to decide which variables are worth intervening on. Existing methods, however, learn the effect of each possible intervention almost in isolation, even though in a causal system these effects usually share the same underlying mechanisms. We propose graph-coupled causal Bayesian optimization, which ties the different intervention effects together through the uncertainty we have about a small set of shared causal parameters. The result is a causal kernel that lets evidence collected from one intervention improve our estimate of related interventions. For identifiable linear Gaussian causal models, we show that this kernel has low rank, bounded by the number of shared parameters rather than by the size of the intervention menu. This in turn yields an information-gain bound that grows only logarithmically in the optimization horizon, and a regret bound that cleanly separates three sources of error: optimization, causal estimation, and the choice of which intervention sets to consider. We also describe nonlinear and adaptive extensions. Across theory-aligned Gaussian systems, shared-mechanism stress tests, and standard causal optimization benchmarks, the method keeps the benefits of causal Bayesian optimization while transferring information across related interventions, with the clearest gains when direct interventions on the target's parents are unavailable and sparse interventional data must be reused across a large family of candidate interventions.

因果优化贝叶斯优化信息迁移低秩核

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。