ICML 2026 Papers

International Conference on Machine Learning

Decision breakdown

6,341papers

Counted from the official paper list; may differ slightly from the number the conference announced.

  • Spotlight
    5368.5%
  • Poster
    5,80591.5%

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Causal Matrix Completion under Multiple Treatments via Mixed Synthetic Nearest Neighbors

Minrui Luo, Zhiheng Zhang

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Synthetic Nearest Neighbors (SNN) provides a principled solution to causal matrix completion under missing-not-at-random (MNAR) by exploiting local low-rank structure through fully observed anchor submatrices. However, its effectiveness critically relies on sufficient data availability within each treatment level, a condition that often fails in settings with multiple or complex treatments. In this work, we propose Mixed Synthetic Nearest Neighbors (MSNN), a new entry-wise causal identification estimator that integrates information across treatment levels. We show that MSNN retains the finite-sample error bounds and asymptotic normality guarantees of SNN, while enlarging the effective sample size available for estimation. Empirical results on synthetic and real-world datasets illustrate the efficacy of the proposed approach, especially under data-scarce treatment levels.

Poster
Identifiable Markov Switching Models with Instantaneous Effects and Exponential Families

Roel Hulsman, Carles Balsells-Rodas, Sara Magliacane

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Temporal systems often exhibit non-stationary behaviour, such as seasonal climate variation or glucose fluctuations in patients with type-1 diabetes. One way to model non-stationarity is through discrete latent *regimes*, *i.e.*, stationary segments of time. Such systems induce a *Markov Switching Model* (MSM), a class of Hidden Markov Models with autoregressive dependencies among latent regimes and observed variables. Identifying latent regimes is challenging in the presence of frequent regime switches and nonlinear and non-Gaussian dynamics, particularly when there are *instantaneous effects* between the variables, *e.g.*, due to slow rates of measurements. In this work, we establish the identifiability of both latent regimes and regime-dependent causal structures under temporal regime dependencies, nonlinear lagged and instantaneous effects, and independent noise from the exponential family. Our identifiability theory subsumes non-temporal mixtures of causal models. Furthermore, we introduce $\texttt{FlowMSM}$, a regime detection framework that can be paired with any stationary causal discovery method to recover regime-dependent causal structures. Experiments on synthetic benchmarks and a financial economics dataset demonstrate the effectiveness of our approach to detect latent regimes and discover causal structures from non-stationary time series.

Poster
TopoDistill: Distilling Global System Topology for Causal Discovery in Multivariate Time Series

Zehao Liu, Pengfei Jiao, Yuhan Wu, Jianqi Yang, Yuyu Yin

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Although causal discovery from multivariate time series is widely used, it remains challenging under noise. Convergent cross mapping (CCM) infers causality by reconstructing shadow manifolds via time-delay embedding (TDE) and evaluating cross-map skill between manifolds. Despite Takens’ theorem guarantees in ideal settings, TDE effectively attempts to recover system state from a single noisy view, often yielding geometrically degraded manifolds and unreliable distance-based neighborhoods, which in turn weakens causal identification. We propose TopoDistill, a topology-informed knowledge distillation framework that improves univariate shadow-manifold reconstruction by aligning local neighborhood structure to a multivariate system representation. A global embedder trained on multivariate observations captures a global attractor representation, while a delay embedder is distilled to produce embeddings whose neighborhood distributions match the global topology. This cross-view alignment yields smoother and more reliable neighborhoods, improving cross mapping under noise while maintaining specificity against spurious correlations. Theoretical analysis and experimental results demonstrate that our method enables effective causal discovery.

Poster
Alleviating Observation Bias via Causal-Invariant Meta-Learning for Unbalanced Incomplete Multi-view Clustering

Jiaqi Jin, Siwei Wang, Taichun Zhou, Zhibin Dong, Siqi Wang, Miaomiao Li, Xinwang Liu, En Zhu

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In real-world scenarios, multi-view data often exhibits significant imbalance in missing patterns across views, where observation rates vary substantially among different views. Such observation bias makes it difficult for cross-view associations learned from limited complete samples to generalize to incomplete samples, leading to challenging cross-view recovery. Meanwhile, observation bias acts as a confounder, causing clustering predictions to spuriously depend on low-missing-rate views. To address these challenges, we propose CIMLN, a novel **C**ausal-**I**nvariant **M**eta-**L**earning **N**etwork that alleviates observation bias for unbalanced incomplete multi-view clustering. The context-aware meta-generation module formulates view recovery as a meta-learning task, enabling rapid adaptation to incomplete samples by encoding global statistical relationships through context information. The causal-invariant structure learning module constructs counterfactual scenarios by artificially masking low-missing-rate views, enforcing clustering consistency across different observation patterns. Extensive experiments on eight benchmarks demonstrate the effectiveness of CIMLN. The code is available at https://github.com/jinjiaqi1998/CIMLN.

Poster
Root Cause Analysis of Failures in Microservices via Bayesian Root Cause Discovery

Kenneth Lee, Zihan Zhou, Murat Kocaoglu

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Modern cloud systems rely on architectures with many interconnected microservices, which enable scalability and flexibility but make troubleshooting failures difficult. Identifying the root cause requires navigating complex dependencies, often beyond the capacity of domain experts. Causal models offer a principled approach to root cause analysis (RCA), but prior methods are typically sample inefficient, as they assume access to the full causal graph or require large numbers of post-failure interventions. We introduce Bayesian Root Cause Discovery (BRCD), which leverages a partial causal structure (a CPDAG learned during the pre-failure period) and performs Bayesian inference without enumerating all DAGs from each interventional Markov equivalence class ($\mathcal{I}$-MEC) for each root cause candidate. Using a recent uniform DAG sampling framework (Wienöbst et al., 2023), BRCD provides the first statistical consistency guarantees for nonparametric RCA, with both identifiability and finite-sample posterior bounds under $\varepsilon$-vanishing approximation. Empirically, across synthetic benchmarks and three microservice systems (Online Boutique, Sockshop, Petshop), BRCD achieves state-of-the-art top-$l$ accuracy while remaining effective in low-failure-sample regimes and scaling to large graphs.

Spotlight
Global Directional Priors with Local Statistical Validation for Scalable Causal Discovery

Wei Yuan, Zixuan Shao, Shuhui Wang

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Constraint-based causal discovery relies on conditional independence (CI) tests whose reliability degrades as conditioning sets grow, particularly in hub-dominated graphs. Existing methods constrain adjacency or global structure, but leave conditioning-set dimensionality uncontrolled. In this paper, we propose Ordering-Constrained Markov Blanket discovery (OCMB), a paradigm that treats conditioning-set dimensionality as a first-class constraint. OCMB decouples discovery into two stages: lightweight global ordering estimation providing directional priors, followed by local Markov blanket validation within small, ordering-constrained candidate sets. By enforcing directional constraints before any CI test, OCMB ensures bounded conditioning sets even with hub nodes. We show that OCMB recovers correct parent sets provided a high-recall ordering assumption holds, without requiring the ordering to be globally correct. Experiments demonstrate that OCMB significantly improves precision and robustness over constraint-based and hybrid methods in high-dimensional regimes where conventional CI-based approaches fail.

Poster
PACER: Acyclic Causal Discovery from Large-scale Interventional Data

Ramon Viñas Torné, Sílvia Fábregas Salazar, Soyon Park, Ivo Ban, Artyom Gadetsky, Nikita Doikov, Maria Brbic

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Inferring the structure of directed acyclic graphs (DAGs) from data is a central challenge in causal discovery, particularly in modern high-dimensional settings where large-scale interventional data are increasingly available. While interventional data can improve identifiability, existing methods remain limited by soft acyclicity constraints, leading to optimization over invalid cyclic graphs, numerical instability, and reduced scalability. We introduce PACER (Perturbation-driven Acyclic Causal Edge Recovery), a scalable framework for causal discovery that guarantees acyclicity by construction. PACER parameterizes a distribution over DAGs through a joint model of variable permutations and edge probabilities, enabling direct optimization over valid causal structures without surrogate penalties. The framework supports a unified likelihood-based treatment of observational and interventional data, flexible conditional density models, and the incorporation of structural prior knowledge. For linear-Gaussian mechanisms, we derive closed-form expressions for the expected interventional log-likelihood and its gradients, yielding substantial computational gains. Empirically, PACER matches or exceeds state-of-the-art methods on protein signaling and large-scale genetic perturbation benchmarks, while scaling efficiently to networks with thousands of variables and achieving up to two orders of magnitude speedups over penalty-based differentiable approaches. These results demonstrate that exact and scalable causal discovery from high-dimensional perturbation data is achievable through principled search space design.

Poster
Causal-EPIG: Causally Aligned Active CATE Estimation

Erdun Gao, Jake Fawkes, Dino Sejdinovic

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Estimating the Conditional Average Treatment Effect (CATE) is constrained by the high cost of obtaining outcome measurements, making active learning valuable. However, conventional strategies suffer from a fundamental objective mismatch: they reduce uncertainty in model parameters or observable outcomes rather than the unobservable causal quantities of interest. We address this via the principle of causal objective alignment, positing that acquisition functions should target potential outcomes or CATE directly. We operationalize this through Causal-EPIG, a framework adapting Expected Predictive Information Gain to quantify uncertainty reduction in causal quantities. We derive two distinct strategies: a comprehensive approach that targets the joint potential-outcome structure, and a focused approach that directly targets the CATE estimand for sample efficiency. We provide theoretical justification for our framework, establishing a formal link between CATE estimation error and posterior uncertainty in causal quantities. Extensive experiments demonstrate that our strategies improve sample efficiency over standard baselines, and crucially, reveal that the preferred strategy is context-dependent, contingent on the base estimator and treatment-effect structure. Our framework thus provides a principled guide for sample-efficient CATE estimation in practice.

Poster
Robust Causal Discovery in Real-World Time Series with Power-Laws

Matteo Tusoni, Giuseppe Masi, Andrea Coletta, Aldo Glielmo, Viviana Arrigoni, Novella Bartolini

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Exploring causal relationships in stochastic time series is a challenging yet crucial task with a vast range of applications, including finance, economics, neuroscience, and climate science. Many algorithms for Causal Discovery (CD) have been proposed; however, they often exhibit a high sensitivity to noise, resulting in spurious causal inferences on real data. In this paper, we observe that the frequency spectra of many real-world time series follow a power-law distribution, notably due to an inherent self-organizing behavior. Leveraging this insight, we build a robust CD method based on the extraction of power‑law spectral features that amplify genuine causal signals. Our method consistently outperforms state-of-the-art alternatives on both synthetic benchmarks and real-world datasets with known causal structures, demonstrating its robustness and practical relevance.

Spotlight
On the Identifiability of Poisson Branching Structural Causal Model Under Latent Confounding

Jie Qiao, Zihuai Zeng, Ruichu Cai, Zhengming Chen, Zhifeng Hao

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Causal discovery from observational count data poses unique challenges, particularly when the data exhibit inherent branching structures, such as an upstream ad impression event triggering a downstream purchase event with certain probability. Such branching dynamics are naturally modeled by thinning operators (for branching) and an independent Poisson distribution (for exogenous noise), constituting a Poisson Branching Structural Causal Model (PB-SCM). However, existing approaches based on PB-SCM rely on the restrictive assumption of causal sufficiency, failing to account for ubiquitous latent confounders. In this work, we propose a Latent Confounding Poisson Branching Structural Causal Model (LC-PB-SCM) to bridge this gap. We leverage Probability Generating Function (PGF) to characterize the complex dependencies introduced by latent confounding. Then, we establish a Trie representation theorem that maps the branching structure to algebraic properties of PGF monomials. Based on local PGF, we establish a complete identifiability condition for local 3-variables covering all causal patterns distinguishable up to monomial equivalence. Finally, we propose a practical algorithm to learn causal structures under latent confounding and demonstrate its effectiveness through experiments on both synthetic and real-world datasets.

Spotlight
Linear Causal Representation Learning by Topological Ordering, Pruning, and Disentanglement

Hao Chen, Lin Liu, Yu Guang Wang

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Causal representation learning (CRL) has garnered increasing interest from the causal inference and artificial intelligence communities due to its potential to disentangle complex data-generating mechanism into causally interpretable latent features by leveraging the heterogeneity of modern datasets. In this paper, we further contribute to the CRL literature, by focusing on the stylized linear structural causal model over latent features and assuming a linear mixing function that maps latent features to the observed data or measurements. Existing linear CRL methods often rely on stringent assumptions, such as access to single-node interventional data or restrictive distributional constraints on latent features and/or exogenous measurement noise. However, these prerequisites can be easy to violate in practice. In this work, we propose a novel linear CRL algorithm that, unlike existing methods, operates under weaker assumptions on environment heterogeneity and data-generating distributions while still recovering latent causal features up to an equivalence class. We further validate our new algorithm via synthetic experiments and an interpretability analysis of large language models, demonstrating both its superiority over competing methods in finite samples and its potential in integrating causality into understanding artificial intelligence. The source code is available at [the accompanying GitHub link](https://github.com/utulie/code_for_linear_crl_paper_creator).

Spotlight
Split Group Knockoffs: Controlling False Discovery Rate in Transformational Group Sparsity

Siqi Chen, Yachen Gao, Yanwei Fu, Xinwei Sun

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Controlling the false discovery rate (FDR) under complex sparsity structures remains a fundamental challenge in large language model (LLM) analysis. Motivated by multiple comparison problems in LLMs, we consider a setting in which sparsity arises at the group level after a linear transformation of model parameters. We propose Split Group Knockoffs (SGKs), a general framework for group-wise variable selection under grouped transformational sparsity that extends the Split Knockoff procedure to grouped transformed variables. We establish theoretical guarantees for group-level FDR control and support recovery consistency, addressing challenges induced by group-wise penalties in transformed spaces. Applying SGK to LLM behavior auditing experiment reveals that model disagreement is not uniform across subjects, but instead concentrates in domains with greater semantic and reasoning complexity, where SGK effectively distinguishes genuine behavioral deviations from surface-level performance variation.

Poster
Causal discovery for time series with endogenous context variables

Oana-Iuliana Popescu, Wiebke Günther, Martin Rabel, Jakob Runge

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Many real-world systems exhibit both context- and time-dependent causal dynamics, where the dynamical system state also influences its context. For instance, soil moisture is driven by precipitation, yet also provides the context for heat-flux realization. We capture such dynamics in Structural Causal Models (SCMs) by introducing endogenous and time-dependent discrete context variables, also allowing for possibly lagged dependencies with the system variables. While context variables are discrete, they may also be proxies of continuous variables. The enabling assumptions for causal discovery of our model are either persistence of the context or sparsity of the context–system dependencies. We design two new PCMCI-based algorithms for causal discovery with endogenous context variables for time series and prove their soundness. A systematic evaluation on synthetic benchmarks and an application to a real-world land-atmosphere feedback problem demonstrate their effectiveness and applicability.

Poster
Hierarchical Causal Abduction: A Foundation Framework for Explainable Model Predictive Control

Ramesh Arvind Naagarajan, Zühal Wagner, Stefan Streif

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Model Predictive Control (MPC) is widely used to operate safety-critical infrastructure by predicting future trajectories and optimizing control actions. However, nonlinear dynamics, hard safety constraints, and numerical optimization often render individual control moves opaque to human operators, undermining trust and hindering deployment. This paper presents Hierarchical Causal Abduction (HCA), which combines (i) physics-informed reasoning via domain knowledge graphs, (ii) optimization evidence from Karush--Kuhn--Tucker (KKT) multipliers, and (iii) temporal causal discovery via the PCMCI algorithm to generate faithful, human-interpretable explanations for control actions computed by nonlinear MPC. Across three diverse control applications (greenhouse climate, building HVAC, chemical process engineering) with expert validation, HCA improves explanation accuracy by 53\% over LIME (0.478 vs. 0.311) using a single set of cross-domain parameters without per-domain tuning; domain-specific KKT-threshold calibration over 2--3 days further increases accuracy to 0.88. Ablation studies confirm that each evidence source is essential, with 32--37\% accuracy degradation when any component is removed, and HCA's ranking-and-validation methodology generalizes beyond MPC to other prediction-based decision systems, including learning-based control and trajectory planning.

Poster