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Stable Differentiable Causal Discovery

ICML 2024 · Probabilistic and scientific modeling › Causal discovery · approach: Differentiable and score-based DAG learning · 4 citations (OpenAlex)

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Proposes SDCD, a two-stage differentiable causal discovery method that uses the spectral radius as a stable acyclicity constraint and an edge-preselection stage for sparse graphs, scaling to thousands of variables.

Problem

Differentiable causal discovery (DCD) for DAG structure learning is numerically unstable and scales poorly beyond tens of variables due to its acyclicity constraints.

Approach

Replaces power-series trace acyclicity penalties (NOTEARS exp, log-det, inverse) with the spectral radius constraint, proven E-, V- and D-stable and computable in O(d^2) via power iteration, and adds a stage-1 edge preselection (masking unlikely edges) before penalized DCD in stage 2.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use SDCD instead of existing methodsCausal discovery on observational simulations · Observational simulationsSHDHelped
Use SDCD instead of the compared methodsCausal discovery with interventional data · Interventional simulationsSHDHelped
Use SDCD instead of existing methodsCausal discovery across graph sizes · Observational simulationsconvergence speedHelped
Remove stage 1 edge preselection (ablation)SDCD · Causal discovery simulationsconvergence speedHurt
Remove stage 1 edge preselection (ablation)SDCD · Causal discovery simulationsaccuracyHurt
Replace the spectral acyclicity constraint with a PST constraint (ablation)SDCD stage 2 · Causal discovery simulationsperformanceHurt

Surprising findings

Limitations

Experimental setup

Datasets: simulated observational and interventional data (random graphs with neural-network conditionals, Gaussian interventions) DCDI simulated datasets

Benchmarks: simulated observational data (varying d, s=4) simulated interventional data (varying proportion intervened) DCDI simulated datasets

Metrics: structural Hamming distance (SHD) runtime

Baselines: DCDI DCD-FG GIES NO-TEARS NO-BEARS DAGMA SCORE sortnregress

Builds on: NOTEARS DCDI DAGMA NO-BEARS

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