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Hybrid Top-Down Global Causal Discovery with Local Search for Linear and Nonlinear Additive Noise Models

NeurIPS 2024 · Probabilistic and scientific modeling › Causal discovery · approach: Constraint-based structure learning with latents · 2 citations (OpenAlex)

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Proposes a hybrid global causal discovery approach combining a top-down hierarchical topological sort (LHTS for linear non-Gaussian ANMs, NHTS for nonlinear ANMs) with a nonparametric constraint-based edge discovery algorithm (ED) that conditions on local sets.

Problem

Global causal discovery of a unique DAG from observational data under additive noise models is either computationally infeasible (curse of dimensionality in high-dimensional nonparametric regression) or relies on strong parametric assumptions, and existing methods scale poorly on sparse graphs.

Approach

Exploit local causal substructures: use ancestral relations (linear) or parent-child relations via active causal paths (nonlinear) to build a hierarchical top-down ordering from roots, then prune edges using nonparametric conditional independence tests conditioned on small local sets (confounders of parent and mediators between the pair).

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use LHTS instead of DirectLiNGAMLinear topological sorting · Synthetic linear ANMsA_topHurt
Use LHTS instead of R²-SortLinear topological sorting · Synthetic linear ANMsA_topHelped
Use LHTS instead of DirectLiNGAMLinear topological sorting · Synthetic linear ANMsnumber of layers: roughly ∼70% fewer layersHelped
Use NHTS instead of the evaluated baselinesNonlinear topological sorting · Synthetic nonlinear ANMsA_topHelped
Use NHTS instead of NoGAMNonlinear topological sorting · Synthetic nonlinear ANMsruntime: up to 4× fasterHelped
Use ED instead of the evaluated edge-pruning baselinesEdge pruning with correct topological sorts · Synthetic nonlinear DGPs, uniform noiseF_1Helped
Use ED instead of Lasso regressionEdge pruning with correct topological sorts · Synthetic nonlinear DGPs, uniform noiseruntimeHurt
Use ED instead of CAM-pruning or RESITEdge pruning with correct topological sorts · Synthetic nonlinear DGPs, uniform noiseruntimeHelped

Surprising findings

Limitations

Experimental setup

Datasets: synthetic Erdos-Renyi DAGs with linear, quadratic mechanisms and Gaussian, Uniform, Laplace noise

Benchmarks: synthetic DAGs

Metrics: A_top (percentage of edges recovered by topological ordering F1

Baselines: DirectLiNGAM R^2-Sort GES GRaSP GSP NoGAM CAM-pruning Lasso RESIT

Builds on: DirectLiNGAM RESIT NoGAM CAM-pruning

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