NeurIPS 2023 Papers

Structural causal bandit provides a framework for online decision-making problems when causal information is available. It models the stochastic environment with a structural causal model (SCM) that governs the causal relations between random variables. In each round, an agent applies an intervention (or no intervention) by setting certain variables to some constants and receives a stochastic reward from a non-manipulable variable. Though the causal structure is given, the observational and interventional distributions of these random variables are unknown beforehand, and they can only be learned through interactions with the environment. Therefore, to maximize the expected cumulative reward, it is critical to balance the explore-versus-exploit tradeoff. We assume each random variable takes a finite number of distinct values, and consider a semi-Markovian setting, where random variables are affected by unobserved confounders. Using the canonical SCM formulation to discretize the domains of unobserved variables, we efficiently integrate samples to reduce model uncertainty. This gives the decision maker a natural advantage over those in a classical multi-armed bandit setup. We provide a logarithmic asymptotic regret lower bound for the structural causal bandit problem. Inspired by the lower bound, we design an algorithm that can utilize the causal structure to accelerate the learning process and take informative and rewarding interventions. We establish that our algorithm achieves a logarithmic regret and demonstrate that it outperforms the existing methods via simulations.

A fundamental problem of causal discovery is cause-effect inference, to learn the correct causal direction between two random variables. Significant progress has been made through modelling the effect as a function of its cause and a noise term, which allows us to leverage assumptions about the generating function class. The recently introduced heteroscedastic location-scale noise functional models (LSNMs) combine expressive power with identifiability guarantees. LSNM model selection based on maximizing likelihood achieves state-of-the-art accuracy, when the noise distributions are correctly specified. However, through an extensive empirical evaluation, we demonstrate that the accuracy deteriorates sharply when the form of the noise distribution is misspecified by the user. Our analysis shows that the failure occurs mainly when the conditional variance in the anti-causal direction is smaller than that in the causal direction. As an alternative, we find that causal model selection through residual independence testing is much more robust to noise misspecification and misleading conditional variance.

When domain knowledge is limited and experimentation is restricted by ethical, financial, or time constraints, practitioners turn to observational causal discovery methods to recover the causal structure, exploiting the statistical properties of their data. Because causal discovery without further assumptions is an ill-posed problem, each algorithm comes with its own set of usually untestable assumptions, some of which are hard to meet in real datasets. Motivated by these considerations, this paper extensively benchmarks the empirical performance of recent causal discovery methods on observational _iid_ data generated under different background conditions, allowing for violations of the critical assumptions required by each selected approach. Our experimental findings show that score matching-based methods demonstrate surprising performance in the false positive and false negative rate of the inferred graph in these challenging scenarios, and we provide theoretical insights into their performance. This work is also the first effort to benchmark the stability of causal discovery algorithms with respect to the values of their hyperparameters. Finally, we hope this paper will set a new standard for the evaluation of causal discovery methods and can serve as an accessible entry point for practitioners interested in the field, highlighting the empirical implications of different algorithm choices.

Discovering causal relationship using multivariate functional data has received a significant amount of attention very recently. In this article, we introduce a functional linear structural equation model for causal structure learning when the underlying graph involving the multivariate functions may have cycles. To enhance interpretability, our model involves a low-dimensional causal embedded space such that all the relevant causal information in the multivariate functional data is preserved in this lower-dimensional subspace. We prove that the proposed model is causally identifiable under standard assumptions that are often made in the causal discovery literature. To carry out inference of our model, we develop a fully Bayesian framework with suitable prior specifications and uncertainty quantification through posterior summaries. We illustrate the superior performance of our method over existing methods in terms of causal graph estimation through extensive simulation studies. We also demonstrate the proposed method using a brain EEG dataset.

We propose a causal interpretation of self-attention in the Transformer neural network architecture. We interpret self-attention as a mechanism that estimates a structural equation model for a given input sequence of symbols (tokens). The structural equation model can be interpreted, in turn, as a causal structure over the input symbols under the specific context of the input sequence. Importantly, this interpretation remains valid in the presence of latent confounders. Following this interpretation, we estimate conditional independence relations between input symbols by calculating partial correlations between their corresponding representations in the deepest attention layer. This enables learning the causal structure over an input sequence using existing constraint-based algorithms. In this sense, existing pre-trained Transformers can be utilized for zero-shot causal-discovery. We demonstrate this method by providing causal explanations for the outcomes of Transformers in two tasks: sentiment classification (NLP) and recommendation.

A fundamental problem in many sciences is the learning of causal structure underlying a system, typically through observation and experimentation. Commonly, one even collects data across multiple domains, such as gene sequencing from different labs, or neural recordings from different species. Although there exist methods for learning the equivalence class of causal diagrams from observational and experimental data, they are meant to operate in a single domain. In this paper, we develop a fundamental approach to structure learning in non-Markovian systems (i.e. when there exist latent confounders) leveraging observational and interventional data collected from multiple domains. Specifically, we start by showing that learning from observational data in multiple domains is equivalent to learning from interventional data with unknown targets in a single domain. But there are also subtleties when considering observational and experimental data. Using causal invariances derived from do-calculus, we define a property called S-Markov that connects interventional distributions from multiple-domains to graphical criteria on a selection diagram. Leveraging the S-Markov property, we introduce a new constraint-based causal discovery algorithm, S-FCI, that can learn from observational and interventional data from different domains. We prove that the algorithm is sound and subsumes existing constraint-based causal discovery algorithms.