Federated Causal Discovery from Heterogeneous Data

Longkang Li, Ignavier Ng, Gongxu Luo, Biwei Huang, Guangyi Chen, Tongliang Liu, Bin Gu, Kun Zhang

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Keywords: Causal Discovery, Structure Learning, Federated Learning, Heterogeneous Data

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TL;DR: In this paper, we propose a novel federated causal discovery method attempting to accommodate arbitrary causal models and heterogeneous data.

Abstract: Conventional causal discovery methods rely on centralized data, which is inconsistent with the decentralized nature of data in many real-world situations. This discrepancy has motivated the development of federated causal discovery (FCD) approaches. However, existing FCD methods may be limited by their potentially restrictive assumptions of identifiable functional causal models or homogeneous data distributions, narrowing their applicability in diverse scenarios. In this paper, we propose a novel FCD method attempting to accommodate arbitrary causal models and heterogeneous data. We first utilize a surrogate variable corresponding to the client index to account for the data heterogeneity across different clients. We then develop a federated conditional independence test (FCIT) for causal skeleton discovery and establish a federated independent change principle (FICP) to determine causal directions. These approaches involve constructing summary statistics as a proxy of the raw data to protect data privacy. Owing to the nonparametric properties, FCIT and FICP make no assumption about particular functional forms, thereby facilitating the handling of arbitrary causal models. We conduct extensive experiments on synthetic and real datasets to show the efficacy of our method. The code is available at https://github.com/lokali/FedCDH.git.

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Primary Area: causal reasoning

Submission Number: 3985