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Iterative Causal Discovery in the Possible Presence of Latent Confounders and Selection Bias (2111.04095v2)

Published 7 Nov 2021 in cs.LG, cs.AI, stat.ME, and stat.ML

Abstract: We present a sound and complete algorithm, called iterative causal discovery (ICD), for recovering causal graphs in the presence of latent confounders and selection bias. ICD relies on the causal Markov and faithfulness assumptions and recovers the equivalence class of the underlying causal graph. It starts with a complete graph, and consists of a single iterative stage that gradually refines this graph by identifying conditional independence (CI) between connected nodes. Independence and causal relations entailed after any iteration are correct, rendering ICD anytime. Essentially, we tie the size of the CI conditioning set to its distance on the graph from the tested nodes, and increase this value in the successive iteration. Thus, each iteration refines a graph that was recovered by previous iterations having smaller conditioning sets -- a higher statistical power -- which contributes to stability. We demonstrate empirically that ICD requires significantly fewer CI tests and learns more accurate causal graphs compared to FCI, FCI+, and RFCI algorithms (code is available at https://github.com/IntelLabs/causality-lab).

Citations (21)

Summary

  • The paper introduces ICD, a novel algorithm that iteratively refines causal graphs to uncover relationships amid latent confounders and selection bias.
  • It significantly reduces the number of conditional independence tests compared to traditional methods like FCI and RFCI, enhancing computational efficiency.
  • ICD achieves superior structural accuracy and robust edge orientation, offering a scalable solution for high-dimensional causal inference.

Overview of Iterative Causal Discovery with Latent Confounders and Selection Bias

This paper presents a novel algorithm named Iterative Causal Discovery (ICD) designed to recover causal graphs in environments featuring latent confounders and selection bias. By starting with a complete graph and utilizing iterative refinement stages, the ICD algorithm offers a robust approach to elucidate causal relationships, assuming the causal Markov and faithfulness conditions.

ICD is premised on determining the equivalence class of an underlying causal graph through iterative statistical conditional independence (CI) tests, beginning with zero conditioning set and gradually expanding in subsequent iterations. This iterative process ties the size of the CI conditioning set directly to its positional distance on the graph, facilitating increased accuracy and stability in causal inference. Consequently, ICD requires significantly fewer CI tests as compared to traditional approaches like the Fast Causal Inference (FCI), FCI+, and the RFCI algorithms.

Comparative Analysis with FCI, FCI+, and RFCI

The paper rigorously compares ICD to other well-known algorithms—FCI, FCI+, and RFCI—all of which endeavor to contend with the challenge of causal discovery amidst latent confounders and selection bias. Key differences lie in ICD's single-loop iterative process. Traditional FCI-based algorithms may prematurely exclude edges due to erroneous CI tests with large conditioning sets, accessory to FCI's two-stage procedure. ICD instead anchors its focus on exploring local connections first, iteratively expanding to incorporate broader graph distances, conferring substantive advantage in both efficiency and accuracy.

ICD empirically demonstrates a considerable reduction in CI tests necessary for achieving comparable or superior structural causal inference outputs. The results suggest an appealing proposition for adapting ICD in scenarios with high-dimensional data where computational resources and stability are of concern.

Numerical and Empirical Results

By deploying a comprehensive experimental setup, the authors confirm ICD's reduced computational footprint and enhanced accuracy in various settings involving latent confounders. Strong numerical outcomes depict ICD's ability to maintain stability across progressively larger datasets and conditioning sets, achieving higher structural accuracy with fewer statistical tests—a critical consideration in data-intensive environments.

ICD's efficacy also extends to maintaining accurate edge orientations and improving F1 scores in recovering graph skeletons, often combining lower false-negative rates with marginally higher false-positive rates compared to FCI-based methods. These characteristics mark ICD as a particularly attractive choice in fields requiring precise causal inference from observational data.

Theoretical Implications and Future Directions

From a theoretical perspective, ICD advances the discourse on causal discovery by offering a new lens through which to refine causal graphs iteratively. Beyond boosting computational efficiency, it provides a scalable method that remains robust under limited data conditions. The algorithm's anytime property further empowers practitioners to incrementally refine causal graphs without the need for full-scale reevaluation, which can be invaluable in dynamic, data-rich domains.

The potential of ICD suggests multiple avenues for future research. Enhancements could focus on hybridizing neural network models to integrate ICD within broader machine learning ecosystems, exploring its adaptability to non-linear causal models, or extending applications to domains such as genomics, economics, and clinical trials where latent confounders are pervasive.

By synthesizing theoretical soundness with practical efficiency, the work on ICD embodies a meaningful step forward in causal discovery, addressing longstanding challenges in the presence of unobserved variables and selection biases. As researchers and practitioners explore its adoption, ICD could increasingly underpin advances in artificial intelligence and data-driven decision-making frameworks.

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