Trust Your $\nabla$: Gradient-based Intervention Targeting for Causal Discovery

Mateusz Olko, Michał Zając, Aleksandra Nowak, Nino Scherrer, Yashas Annadani, Stefan Bauer, Łukasz Kuciński, Piotr Miłoś

Keywords: causal discovery, experimental design, active learning, neural networks

Abstract: Inferring causal structure from data is a challenging task of fundamental importance in science. Observational data are often insufficient to identify a system’s causal structure uniquely. While conducting interventions (i.e., experiments) can improve the identifiability, such samples are usually challenging and expensive to obtain. Hence, experimental design approaches for causal discovery aim to minimize the number of interventions by estimating the most informative intervention target. In this work, 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 intervention acquisition 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.

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TL;DR: We propose GIT, a novel gradient-based intervention targeting method, which improves the performance of causal discovery, especially in the low data regime.