Causal Discovery in Linear Structural Causal Models with Deterministic Relations

Linear structural causal models (SCMs)– in which each observed variable is generated by a subset of the other observed variables as well as a subset of the exogenous sources– are pervasive in causal inference and casual discovery. However, for the task of causal discovery, existing work almost exclusively focus on the submodel where each observed variable is associated with a distinct source with non-zero variance. This results in the restriction that no observed variable can deterministically depend on other observed variables or latent confounders. In this paper, we extend the results on structure learning by focusing on a subclass of linear SCMs which do not have this property, i.e., models in which observed variables can be causally affected by any subset of the sources, and are allowed to be a deterministic function of other observed variables or latent confounders. This allows for a more realistic modeling of influence or information propagation in systems. We focus on the task of causal discovery form observational data generated from a member of this subclass. We derive a set of necessary and sufficient conditions for unique identifiability of the causal structure. To the best of our knowledge, this is the first work that gives identifiability results for causal discovery under both latent confounding and deterministic relationships. Further, we propose an algorithm for recovering the underlying causal structure when the aforementioned conditions are satisfied. We validate our theoretical results both on synthetic and real datasets.

[1]  J. Peters,et al.  Identifiability of Gaussian structural equation models with equal error variances , 2012, 1205.2536.

[2]  Patrik O. Hoyer,et al.  Estimation of causal effects using linear non-Gaussian causal models with hidden variables , 2008, Int. J. Approx. Reason..

[3]  Terrence J. Sejnowski,et al.  Learning Overcomplete Representations , 2000, Neural Computation.

[4]  Illtyd Trethowan Causality , 1938 .

[5]  Waldemar Karwowski,et al.  Application of Graph Theory for Identifying Connectivity Patterns in Human Brain Networks: A Systematic Review , 2019, Front. Neurosci..

[6]  Erkki Oja,et al.  Independent component analysis: algorithms and applications , 2000, Neural Networks.

[7]  Jan Lemeire,et al.  Conservative independence-based causal structure learning in absence of adjacency faithfulness , 2012, Int. J. Approx. Reason..

[8]  Pierre Comon Independent component analysis - a new concept? signal processing , 1994 .

[9]  Ning Wang,et al.  Networked discontent: The anatomy of protest campaigns in social media , 2016, Soc. Networks.

[10]  Wei Luo,et al.  Learning Bayesian Networks in Semi-deterministic Systems , 2006, Canadian Conference on AI.

[11]  Pierre Comon,et al.  Handbook of Blind Source Separation: Independent Component Analysis and Applications , 2010 .

[12]  Bernhard Schölkopf,et al.  Elements of Causal Inference: Foundations and Learning Algorithms , 2017 .

[13]  Quoc V. Le,et al.  ICA with Reconstruction Cost for Efficient Overcomplete Feature Learning , 2011, NIPS.

[14]  Robert L. Patten Combinatorics: Topics, Techniques, Algorithms , 1995 .

[15]  J. Edmonds Systems of distinct representatives and linear algebra , 1967 .

[16]  Strong-completeness and faithfulness in belief networks , 2005 .

[17]  Bernhard Schölkopf,et al.  Nonlinear causal discovery with additive noise models , 2008, NIPS.

[18]  Aapo Hyvärinen,et al.  DirectLiNGAM: A Direct Method for Learning a Linear Non-Gaussian Structural Equation Model , 2011, J. Mach. Learn. Res..

[19]  Eric Chojnacki,et al.  An Efficient Bayesian Network Structure Learning Algorithm in the Presence of Deterministic Relations , 2014, ECAI.

[20]  Todd P. Coleman,et al.  Directed Information Graphs , 2012, IEEE Transactions on Information Theory.

[21]  Seungjin Choi,et al.  Independent Component Analysis , 2009, Handbook of Natural Computing.

[22]  David Maxwell Chickering,et al.  Optimal Structure Identification With Greedy Search , 2002, J. Mach. Learn. Res..

[23]  M. Kenward,et al.  An Introduction to the Bootstrap , 2007 .

[24]  M. Drton,et al.  Causal Discovery with Unobserved Confounding and non-Gaussian Data , 2020, 2007.11131.

[25]  Aapo Hyvärinen,et al.  Fast and robust fixed-point algorithms for independent component analysis , 1999, IEEE Trans. Neural Networks.

[26]  Patrik O. Hoyer,et al.  Discovering Unconfounded Causal Relationships Using Linear Non-Gaussian Models , 2010, JSAI-isAI Workshops.

[27]  Andreas Ritter,et al.  Structural Equations With Latent Variables , 2016 .

[28]  Aapo Hyvärinen,et al.  A Linear Non-Gaussian Acyclic Model for Causal Discovery , 2006, J. Mach. Learn. Res..

[29]  Dan Geiger,et al.  Identifying independence in bayesian networks , 1990, Networks.

[30]  AmirEmad Ghassami,et al.  Learning Linear Non-Gaussian Causal Models in the Presence of Latent Variables , 2019, J. Mach. Learn. Res..

[31]  Aapo Hyvärinen,et al.  Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity , 2010, J. Mach. Learn. Res..

[32]  C. Holmes,et al.  Multiscale Blind Source Separation , 2016, 1608.07173.

[33]  Pierre Comon,et al.  Independent component analysis, A new concept? , 1994, Signal Process..

[34]  Cécile Favre,et al.  Information diffusion in online social networks: a survey , 2013, SGMD.

[35]  Bernhard Schölkopf,et al.  Inferring deterministic causal relations , 2010, UAI.

[36]  H. Sebastian Seung,et al.  Learning the parts of objects by non-negative matrix factorization , 1999, Nature.

[37]  George J. Pappas,et al.  Analysis and Control of Epidemics: A Survey of Spreading Processes on Complex Networks , 2015, IEEE Control Systems.

[38]  Visa Koivunen,et al.  Identifiability, separability, and uniqueness of linear ICA models , 2004, IEEE Signal Processing Letters.

[39]  Victoria Stodden,et al.  When Does Non-Negative Matrix Factorization Give a Correct Decomposition into Parts? , 2003, NIPS.