Hybrid Top-Down Global Causal Discovery with Local Search for Linear and Nonlinear Additive Noise Models

Published: 25 Sept 2024, Last Modified: 06 Nov 2024NeurIPS 2024 posterEveryoneRevisionsBibTeXCC BY-NC 4.0
Keywords: global causal discovery, additive noise model, local structure
TL;DR: We present a novel hybrid method for causal discovery that leverages local causal relationships in SEMs to construct a compact hierarchical topological sort, followed by a novel nonparametric constraint-based method for efficient edge discovery.
Abstract: Learning the unique directed acyclic graph corresponding to an unknown causal model is a challenging task. Methods based on functional causal models can identify a unique graph, but either suffer from the curse of dimensionality or impose strong parametric assumptions. To address these challenges, we propose a novel hybrid approach for global causal discovery in observational data that leverages local causal substructures. We first present a topological sorting algorithm that leverages ancestral relationships in linear structural equation models to establish a compact top-down hierarchical ordering, encoding more causal information than linear orderings produced by existing methods. We demonstrate that this approach generalizes to nonlinear settings with arbitrary noise. We then introduce a nonparametric constraint-based algorithm that prunes spurious edges by searching for local conditioning sets, achieving greater accuracy than current methods. We provide theoretical guarantees for correctness and worst-case polynomial time complexities, with empirical validation on synthetic data.
Supplementary Material: zip
Primary Area: Probabilistic methods (for example: variational inference, Gaussian processes)
Submission Number: 14874
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