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Detecting and Identifying Selection Structure in Sequential Data

ICML 2024 · Probabilistic and scientific modeling › Causal discovery · approach: Causal approaches to fairness · 0 citations (OpenAlex)

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Shows that selection structure (selection pairs, direct relations, confounded pairs) in sequential data is identifiable from observational data alone, and proposes an O(N^2) constraint-based algorithm to detect it, validated on synthetic data and real music.

Problem

Selection (preferential inclusion of data points based on latent objectives) is usually treated as bias to correct, and autoregressive models in sequential data may overlook or confuse selection with direct causal relations or latent confounding. The paper asks whether selection structure can be ide

Approach

Identifies selection pairs, direct relations and confounded pairs in sequential data using pairwise conditional independence tests exploiting the collider created by conditioning on latent selection variables, under structural conditions that exclude degenerate cases; no parametric assumptions or interventions are needed.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Algorithm with structural conditions (proposed) vs. base model without structural conditions for identifying dependencies on synthetic linear Gaussian data (ablation)Selection structure identification algorithm · Synthetic data, 8 to 20 observed variablesprecision and recall of first-order direct relationsHelped
Proposed structural conditions added to the algorithm (versus base model lacking them) (ablation)Selection structure identification algorithm · Synthetic data, 8 to 20 observed variablesidentification of selection pairs and other dependency typesHelped
Scaling the number of observed variables for the algorithmSelection structure identification algorithm · Synthetic data, 50 to 1000 observed variablesrunning timeNo clear effect

Surprising findings

Limitations

Experimental setup

Datasets: synthetic linear Gaussian SCM data Hotel California guitar soundtrack clips Panis Angelicus string section soundtrack clips

Benchmarks: synthetic graphs with 8-20 observed variables synthetic graphs with 50-1000 variables (scalability)

Metrics: precision recall running time

Baselines: base model without structural conditions

Builds on: FCI PC algorithm d-separation causal-learn

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