论文标题
估计潜在可变因果图的广义独立噪声条件
Generalized Independent Noise Condition for Estimating Latent Variable Causal Graphs
论文作者
论文摘要
因果发现旨在恢复观察到的数据基础的因果结构或模型。尽管在某些领域取得了成功,但大多数现有方法都集中在观察到的变量之间的因果关系上,而在许多情况下,观察到的变量可能不是基本的因果变量(例如,图像像素),而是由潜在的因果变量或与因果关系相关的混杂因素而生成的。为此,在本文中,我们考虑了线性的非高斯潜在可变模型(Linglams),其中潜在混杂因素也与因果关系相关,并提出了广义的独立噪声(GIN)条件来估计此类潜在可变图。具体而言,对于两个观察到的随机向量$ \ Mathbf {y} $和$ \ Mathbf {z} $,杜松子酒在且仅当$ω^{\ intercal} \ Mathbf {y} $ and $ \ mathbf {y} $ and $ \ \ \ mathbf {z} $之间是统计独立的,与$ω$之间的crottal parame vector thectriance之间$ \ mathbf {y} $和$ \ mathbf {z} $。从图形视图中,大概是说杜松子酒意味着,$ \ mathbf {y} $ d-separate $ \ mathbf {y} $从$ \ mathbf {Z} $中的因果较早的潜在常见原因。有趣的是,我们发现独立的噪声条件,即,如果没有混杂因素,原因是独立于回归对原因的影响的错误,可以看作是杜松子酒的特殊情况。此外,我们表明杜松子酒有助于定位潜在变量并确定其因果关系,包括因果方向。我们进一步开发了一种递归学习算法来实现这些目标。合成和现实世界数据的实验结果证明了我们方法的有效性。
Causal discovery aims to recover causal structures or models underlying the observed data. Despite its success in certain domains, most existing methods focus on causal relations between observed variables, while in many scenarios the observed ones may not be the underlying causal variables (e.g., image pixels), but are generated by latent causal variables or confounders that are causally related. To this end, in this paper, we consider Linear, Non-Gaussian Latent variable Models (LiNGLaMs), in which latent confounders are also causally related, and propose a Generalized Independent Noise (GIN) condition to estimate such latent variable graphs. Specifically, for two observed random vectors $\mathbf{Y}$ and $\mathbf{Z}$, GIN holds if and only if $ω^{\intercal}\mathbf{Y}$ and $\mathbf{Z}$ are statistically independent, where $ω$ is a parameter vector characterized from the cross-covariance between $\mathbf{Y}$ and $\mathbf{Z}$. From the graphical view, roughly speaking, GIN implies that causally earlier latent common causes of variables in $\mathbf{Y}$ d-separate $\mathbf{Y}$ from $\mathbf{Z}$. Interestingly, we find that the independent noise condition, i.e., if there is no confounder, causes are independent from the error of regressing the effect on the causes, can be seen as a special case of GIN. Moreover, we show that GIN helps locate latent variables and identify their causal structure, including causal directions. We further develop a recursive learning algorithm to achieve these goals. Experimental results on synthetic and real-world data demonstrate the effectiveness of our method.