Ng, I;
Zhu, S;
Fang, Z;
Li, H;
Chen, Z;
Wang, J;
(2022)
Masked Gradient-Based Causal Structure Learning.
In: Banerjee, Arindam and Zhou, Zhi-Hua and Papalexakis, Evangelos E. and Riondato, Matteo, (eds.)
Proceedings of the 2022 SIAM International Conference on Data Mining (SDM).
(pp. pp. 424-432).
Society for Industrial and Applied Mathematics
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Abstract
This paper studies the problem of learning causal structures from observational data. We reformulate the Structural Equation Model (SEM) with additive noises in a form parameterized by binary graph adjacency matrix and show that, if the original SEM is identifiable, then the binary adjacency matrix can be identified up to super-graphs of the true causal graph under mild conditions. We then utilize the reformulated SEM to develop a causal structure learning method that can be efficiently trained using gradient-based optimization, by leveraging a smooth characterization on acyclicity and the Gumbel-Softmax approach to approximate the binary adjacency matrix. It is found that the obtained entries are typically near zero or one and can be easily thresholded to identify the edges. We conduct experiments on synthetic and real datasets to validate the effectiveness of the proposed method, and show that it readily includes different smooth model functions and achieves a much improved performance on most datasets considered.
| Type: | Proceedings paper |
|---|---|
| Title: | Masked Gradient-Based Causal Structure Learning |
| Event: | 2022 SIAM International Conference on Data Mining (SDM) |
| ISBN-13: | 978-1-611977-17-2 |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1137/1.9781611977172.48 |
| Publisher version: | https://epubs.siam.org/doi/epdf/10.1137/1.97816119... |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | Causal structure learning, gradient-based optimization, binary adjacency matrix, Gumbel-Softmax |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10168219 |
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