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Differentiable Causal Discovery from Interventional Data

About

Learning a causal directed acyclic graph from data is a challenging task that involves solving a combinatorial problem for which the solution is not always identifiable. A new line of work reformulates this problem as a continuous constrained optimization one, which is solved via the augmented Lagrangian method. However, most methods based on this idea do not make use of interventional data, which can significantly alleviate identifiability issues. This work constitutes a new step in this direction by proposing a theoretically-grounded method based on neural networks that can leverage interventional data. We illustrate the flexibility of the continuous-constrained framework by taking advantage of expressive neural architectures such as normalizing flows. We show that our approach compares favorably to the state of the art in a variety of settings, including perfect and imperfect interventions for which the targeted nodes may even be unknown.

Philippe Brouillard, S\'ebastien Lachapelle, Alexandre Lacoste, Simon Lacoste-Julien, Alexandre Drouin• 2020

Related benchmarks

TaskDatasetResultRank
Causal DiscoverySynthetic Data
Runtime837.8
57
Causal Structure LearningSachs
SHD21
38
Causal DiscoverySemantic Causal Environment observation-only
F1 Score33.8
15
Graph RecoverySynthetic Nonlinear SEM Gaussian Noise (test)
AUPRC20.4
15
Graph RecoverySynthetic Nonlinear SEM Exponential Noise (test)
AUPRC15.8
15
Graph RecoverySynthetic Nonlinear SEM (Gumbel Noise) (test)
AUPRC0.109
15
Causal DiscoverySynthetic Data Observation-only (1000 samples)
Rank13
15
Causal DiscoveryK562 Perturb-seq CausalBench
W Score18.3
13
Causal DiscoveryRPE1 Perturb-seq CausalBench
W Score19.4
13
Causal DiscoverySACHS p = 11, s = 20, n = 100 (real flow cytometry)
F1 Score22
13
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