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A Versatile Causal Discovery Framework to Allow Causally-Related Hidden Variables

ICLR 2024 · Probabilistic and scientific modeling › Causal discovery · approach: Identifiability with hidden confounders · 1 citations (OpenAlex)

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Proposes RLCD, a three-phase rank-based causal discovery algorithm that identifies latent variables (including causally related ones) and the Markov equivalence class of linear latent causal graphs from covariance rank constraints.

Problem

Causal discovery from observed data when latent variables may be present almost anywhere in the causal graph (confounders, mediators, effects, hierarchical structures), including adjacency among observed variables, without strong graphical constraints.

Approach

Uses rank deficiency of sub-covariance matrices over observed variables (trek-separation) instead of conditional independence to detect nonadjacency and latent variables, with atomic covers as minimal identifiable units; RLCD locates latent variables and their cardinalities and recovers the Markov equivalence class under weaker graphical conditions.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use RLCD instead of Hier. rankLatent causal discovery · Latent+tree, 10k samplesF1 score for skeleton among all variables: 0.60 (0.01) -> 0.98 (0.02)Helped
Use RLCD instead of Hier. rankLatent causal discovery · Latent+measurement, 10k samplesF1 score for skeleton among all variables: 0.53 (0.05) -> 0.91 (0.09)Helped
Use RLCD instead of Hier. rankLatent causal discovery · Latent general, 10k samplesF1 score for skeleton among all variables: 0.45 (0.04) -> 0.80 (0.05)Helped
Use RLCD instead of PCLatent causal discovery · Latent+tree, 10k samplesF1 score for skeleton among observed variables: 0.44 (0.00) -> 0.97 (0.04)Helped
Use RLCD instead of PCLatent causal discovery · Latent+measurement, 10k samplesF1 score for skeleton among observed variables: 0.48 (0.02) -> 0.95 (0.05)Helped
Use RLCD instead of PCLatent causal discovery · Latent general, 10k samplesF1 score for skeleton among observed variables: 0.45 (0.01) -> 0.78 (0.06)Helped

Limitations

Experimental setup

Datasets: Big Five personality dataset (openpsychometrics.org, ~20,000 samples, 50 indicators)

Benchmarks: synthetic latent linear causal graphs Big Five personality dataset

Metrics: F1 score for skeleton among observed variables F1 score for skeleton among all variables

Baselines: Hier. rank PC FCI RCD GIN

Builds on: PC algorithm trek-separation theory Hierarchical rank method GIN

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