Recursive Causal Structure Learning in the Presence of Latent Variables and Selection Bias

Sina Akbari, Ehsan Mokhtarian, AmirEmad Ghassami, Negar Kiyavash

Keywords: Causal Discovery, Latent Discovery, Bayesian Network, Structure Learning, Latent Variables, Selection Bias, Removable Variable, Recursive Structure Learning

Abstract: We consider the problem of learning the causal MAG of a system from observational data in the presence of latent variables and selection bias. Constraint-based methods are one of the main approaches for solving this problem, but the existing methods are either computationally impractical when dealing with large graphs or lacking completeness guarantees. We propose a novel computationally efficient recursive constraint-based method that is sound and complete. The key idea of our approach is that at each iteration a specific type of variable is identified and removed. This allows us to learn the structure efficiently and recursively, as this technique reduces both the number of required conditional independence (CI) tests and the size of the conditioning sets. The former substantially reduces the computational complexity, while the latter results in more reliable CI tests. We provide an upper bound on the number of required CI tests in the worst case. To the best of our knowledge, this is the tightest bound in the literature. We further provide a lower bound on the number of CI tests required by any constraint-based method. The upper bound of our proposed approach and the lower bound at most differ by a factor equal to the number of variables in the worst case. We provide experimental results to compare the proposed approach with the state of the art on both synthetic and real-world structures.

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TL;DR: We proposed a recursive structure learning approach capable of handling latent and selection variables.

Code: https://github.com/Ehsan-Mokhtarian/L-MARVEL