Less Greedy Equivalence Search

Adiba Ejaz, Elias Bareinboim

Keywords: causality, reasoning under uncertainty, causal discovery, structure learning

TL;DR: We develop the Less Greedy Equivalence Search algorithm for learning causal structure from observational and interventional data with prior knowledge.

Abstract:

Greedy Equivalence Search (GES) is a classic score-based algorithm for causal discovery from observational data.
In the sample limit, it recovers the Markov equivalence class of graphs that describe the data.
Still, it faces two challenges in practice: computational cost and finite-sample accuracy.
In this paper, we develop Less Greedy Equivalence Search (LGES), a variant of GES that retains its theoretical guarantees while partially addressing these limitations.
LGES modifies the greedy step; rather than always applying the highest-scoring insertion, it avoids edge insertions between variables for which the score implies some conditional independence.
This more targeted search yields up to a $10$-fold speed-up and a substantial reduction in structural error relative to GES.
Moreover, LGES can guide the search using prior knowledge, and can correct this knowledge when contradicted by data.
Finally, LGES can use interventional data to refine the learned observational equivalence class.
We prove that LGES recovers the true equivalence class in the sample limit, even with misspecified knowledge.
Experiments demonstrate that LGES outperforms GES and other baselines in speed, accuracy, and robustness to misspecified knowledge.
Our code is available at https://github.com/CausalAILab/lges}{https://github.com/CausalAILab/lges.

Primary Area: Probabilistic methods (e.g., variational inference, causal inference, Gaussian processes)

Submission Number: 17431