Nonlinear Causal Discovery through a Sequential Edge Orientation Approach
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Abstract (arXiv)
Recent advances have established the identifiability of a directed acyclic graph (DAG) under additive noise models (ANMs), spurring the development of various causal discovery methods. However, most existing methods make restrictive model assumptions, rely heavily on general independence tests, or require substantial computational time. To address these limitations, we propose a sequential procedure to orient undirected edges in a completed partial DAG (CPDAG), representing an equivalence class of DAGs, by leveraging the pairwise additive noise model (PANM) to identify their causal directions. We prove that this procedure can recover the true causal DAG assuming a restricted ANM. Building on this result, we develop a novel constraint-based algorithm for learning causal DAGs under nonlinear ANMs. Given an estimated CPDAG, we develop a ranking procedure that sorts undirected edges by their adherence to the PANM, which defines an evaluation order of the edges. To determine the edge direction, we devise a statistical test that compares the log-likelihood values, evaluated with respect to the competing directions, of a sub-graph comprising just the candidate nodes and their identified parents in the partial DAG. We further establish the structural learning consistency of our algorithm in the large-sample limit. Extensive experiments on synthetic and real-world datasets demonstrate that our method is computationally efficient, robust to model misspecification, and consistently outperforms many existing nonlinear DAG learning methods.
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References · 17
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- 2019DAG-GNN: DAG Structure Learning with Graph Neural Networkscited by 331
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- 2013Causal Discovery with Continuous Additive Noise Modelscited by 255
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- 2019Learning Sparse Nonparametric DAGscited by 207
- 2013CAM: Causal additive models, high-dimensional order search and penalized regressioncited by 178
- 2013Causal Inference and Causal Explanation with Background Knowledgecited by 170
- 2021Beware of the Simulated DAG! Causal Discovery Benchmarks May Be Easy To Gamecited by 161
- 2017Invariant Causal Prediction for Nonlinear Modelscited by 140
- 2022DAGMA: Learning DAGs via M-matrices and a Log-Determinant Acyclicity Characterizationcited by 140
- 2022Score matching enables causal discovery of nonlinear additive noise modelscited by 111
5 more
- 2020Causal Autoregressive Flowscited by 99
- 2013Learning Equivalence Classes of Bayesian Networks Structurescited by 77
- 2017Approximate Kernel-based Conditional Independence Tests for Fast Non-Parametric Causal Discoverycited by 76
- 2023A Survey on Causal Discovery Methods for I.I.D. and Time Series Datacited by 35
- 2020Causal network learning with non-invertible functional relationshipscited by 6
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