Trust Your 𝛁: Gradient-based Intervention Targeting for Causal Discovery

Mateusz Olko, Michal Zajac, Aleksandra Nowak, Nino Scherrer, Yashas Annadani, Stefan Bauer, Lukasz Kucinski, Piotr Milos

Abstract: Inferring causal structure from data is a challenging task of fundamental importance in science. Often, observational data alone is not enough to uniquely identify a system’s causal structure. The use of interventional data can address this issue, however, acquiring these samples typically demands a considerable investment of time and physical or financial resources. In this work, we are concerned with the acquisition of interventional data in a targeted manner to minimize the number of required experiments. We propose a novel Gradient-based Intervention Targeting method, abbreviated GIT, that ’trusts’ the gradient estimator of a gradient-based causal discovery framework to provide signals for the intervention targeting function. We provide extensive experiments in simulated and real-world datasets and demonstrate that GIT performs on par with competitive baselines, surpassing them in the low-data regime.