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Since Faithfulness Fails: The Performance Limits of Neural Causal Discovery
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Systematically benchmarks neural causal discovery methods (DCDI, DiBS, BayesDAG, SDCD) and argues that finite-sample neural likelihood score errors and lambda-strong faithfulness violations fundamentally limit their accuracy, calling for a paradigm shift.
Problem
Neural causal discovery methods are scalable but recover ground-truth causal structures inaccurately; it is unclear whether the bottleneck is estimation error or faithfulness violation in finite samples.
Approach
Introduces a practical data-driven estimate of lambda-strong faithfulness for nonlinear data (threshold on partial Spearman correlation maximizing F1) and links it to the sample size needed and performance of neural score-based and differentiable methods; uses an exhaustive-search NN score evaluator as an upper bound to isolate estimation error.
Key results
- On ER(10,2), DCDI, DiBS and others predict more than half of edges incorrectly; best E-SHD on ER(30,2) is DCDI at 45.9 and on ER(5,1) DiBS at 2.6.
- Across 90 ER(10,2) distributions, average method performance correlates with log lambda-hat (Spearman rho=-0.46, p=4e-6).
- Only about half of 6-node sparse ER distributions are lambda-strong faithful at lambda=0.03 and 20% at lambda=0.1; in a 5-node NN-score study, 800 samples yield up to 398 structures with significantly better scores than the target structure.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| increase sample size from 20 to 8,000 observations | neural causal discovery methods on ER(10, 2) · ER(10, 2) | Expected SHD between CPDAGs | Mixed |
| increase sample size from 20 to 8,000 observations | DiBS · ER(10, 2) | Expected SHD between CPDAGs | Helped |
| increase sample size beyond 250 observations | DCDI · ER(10, 2) | Expected SHD between CPDAGs | No clear effect |
| increase sample size | SDCD · ER(10, 2) | Expected SHD between CPDAGs | Helped |
| use a higher λ-strong faithfulness value | neural causal discovery methods · 90 distributions from ER(10, 2) | Expected SHD between CPDAGs: ρ=-0.46; p-value ... 4e-6 | Helped |
| increase graph size and density | nonlinear ER distributions · Erdős-Rényi graphs | fraction of λ-strong faithful distributions | Hurt |
| increase sample size from 800 to 8,000 | NN-opt score evaluation · 10 randomly sampled SCMs | number of structures with significantly better score than target: 45.5 -> 1.3 | Helped |
| use two hidden layers of width 8 rather than one hidden layer of width 4 (ablation) | NN-opt · 30 graphs | Expected SHD between CPDAGs: 3.63 -> 1.23 | Helped |
| use two hidden layers of width 8 rather than three hidden layers of width 8 (ablation) | NN-opt · 30 graphs | Expected SHD between CPDAGs: 2.77 -> 1.23 | Helped |
| vary the tested MLP functional-approximator architecture (ablation) | DCDI, DiBS, BayesDAG, and SDCD · ER(10, 2), 800 observations | Expected SHD between CPDAGs | No clear effect |
| add layer normalization and residual connections (ablation) | BayesDAG and SDCD · ER(10, 2) | Expected SHD between CPDAGs | No clear effect |
| increase neural-network expressiveness (ablation) | DCDI · benchmark architecture comparison | Expected SHD between CPDAGs | Hurt |
Surprising findings
- Performance of neural causal discovery methods does not consistently improve with more observational data (20 to 8,000 samples), with plateaus for DiBS and DCDI.
- Even an exhaustive-search NN score evaluator with the true architecture yields many structures scoring significantly better than the ground-truth structure at moderate sample sizes.
Limitations
- Results limited to Erdos-Renyi graphs and synthetic MLP-generated data; no real-world data.
- Lambda-hat approximation is noisy and only partially consistent (std/lambda-hat up to 0.7 for small values).
- Evaluated only observational data; interventional data and other function approximators not studied.
Experimental setup
Datasets: synthetic Erdos-Renyi graphs with MLP-generated nonlinear SCMs (ER(5,1), ER(10,2), ER(30,2))
Benchmarks: ER(5,1) ER(10,2) ER(30,2)
Metrics: expected SHD between CPDAGs expected F1 between CPDAGs Spearman correlation
Baselines: DCDI DiBS BayesDAG SDCD
Builds on: DCDI DiBS BayesDAG SDCD lambda-strong faithfulness
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