Amortized Inference of Causal Models via Conditional Fixed-Point Iterations (2410.06128v3)

Abstract: Structural Causal Models (SCMs) offer a principled framework to reason about interventions and support out-of-distribution generalization, which are key goals in scientific discovery. However, the task of learning SCMs from observed data poses formidable challenges, and often requires training a separate model for each dataset. In this work, we propose amortized inference of SCMs by training a single model on multiple datasets sampled from different SCMs. We first use a transformer-based architecture for amortized learning of dataset embeddings, and then extend the Fixed-Point Approach (FiP) (Scetbon et al.) to infer SCMs conditionally on their dataset embeddings. As a byproduct, our method can generate observational and interventional data from novel SCMs at inference time, without updating parameters. Empirical results show that our amortized procedure performs on par with baselines trained specifically for each dataset on both in and out-of-distribution problems, and also outperforms them in scare data regimes.