Consistent DAG selection for Bayesian causal discovery under general error distributions

Chaudhuri, Anamitra, Bhattacharya, Anirban, Ni, Yang

arXiv.org Machine Learning 

Learning causal structure in complex systems is a fundamental challenge across a broad range of disciplines, from traditional scientific fields to modern engineering and technology. Unlike conventional statistical methods that focus merely on correlation, the field of causal discovery primarily considers the problem of discovering the directionality and strength of causal relationships between variables, often from observational data. Thus, it has become a critical tool for researchers aiming to predict the effects of interventions on the systems, especially where controlled experimentation may be expensive, unethical, or even infeasible. Such necessities arise not only in various areas of natural science, such as epidemiology [56], public health [65], genomics [14], neuroscience [86], and climate and environmental science [60], but also in numerous domains in social science, such as psychology [50], philosophy [26], and economics [37]. Moreover, with recent advances in science and technology and the increase in size and complexity of data generation processes, causal discovery has acquired significant relevance in the fields of machine learning [63] and artificial intelligence [81, 82] through various emerging areas such as causal representation learning [64, 85], causal transfer learning [83], causal algorithmic fairness [84], and causal reinforcement learning [5]. This work focuses on learning causal structures from purely observational data within the framework of causal Bayesian networks, which are widely used to represent causal relationships among variables through directed acyclic graphs (DAGs). This is, in general, a nontrivial and difficult task due to the vast number of potential DAG structures and multiple DAGs representing the same set of conditional independence relationships. In fact, DAGs are generally identifiable only up to their corresponding Markov equivalence class, in which all DAGs encode the same conditional independencies [31].

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