论文标题
主动贝叶斯因果推断
Active Bayesian Causal Inference
论文作者
论文摘要
因果发现和因果推理通常被视为单独的和连续的任务:首先渗透因果图,然后使用它来估计干预措施的因果关系。但是,这种两阶段的方法是不经济的,尤其是在积极收集的介入数据方面,因为感兴趣的因果问题可能不需要完全指定的因果模型。 From a Bayesian perspective, it is also unnatural, since a causal query (e.g., the causal graph or some causal effect) can be viewed as a latent quantity subject to posterior inference -- other unobserved quantities that are not of direct interest (e.g., the full causal model) ought to be marginalized out in this process and contribute to our epistemic uncertainty.在这项工作中,我们提出了活跃的贝叶斯因果推理(ABCI),这是一个用于综合因果发现和推理的完全bayesian活跃的学习框架,该框架共同渗透到后期的因果模型和感兴趣的查询。在我们的ABCI方法中,我们专注于因果富,非线性添加噪声模型的类别,我们使用高斯过程对其进行建模。我们依次设计了有关目标因果查询,收集相应的介入数据并更新我们的信念以选择下一个实验的最大信息。通过模拟,我们证明了我们的方法比仅专注于学习完整因果图的几个基线的数据效率高。这使我们能够准确地从较少的样本中学习下游因果查询,同时为感兴趣量提供良好的不确定性估计。
Causal discovery and causal reasoning are classically treated as separate and consecutive tasks: one first infers the causal graph, and then uses it to estimate causal effects of interventions. However, such a two-stage approach is uneconomical, especially in terms of actively collected interventional data, since the causal query of interest may not require a fully-specified causal model. From a Bayesian perspective, it is also unnatural, since a causal query (e.g., the causal graph or some causal effect) can be viewed as a latent quantity subject to posterior inference -- other unobserved quantities that are not of direct interest (e.g., the full causal model) ought to be marginalized out in this process and contribute to our epistemic uncertainty. In this work, we propose Active Bayesian Causal Inference (ABCI), a fully-Bayesian active learning framework for integrated causal discovery and reasoning, which jointly infers a posterior over causal models and queries of interest. In our approach to ABCI, we focus on the class of causally-sufficient, nonlinear additive noise models, which we model using Gaussian processes. We sequentially design experiments that are maximally informative about our target causal query, collect the corresponding interventional data, and update our beliefs to choose the next experiment. Through simulations, we demonstrate that our approach is more data-efficient than several baselines that only focus on learning the full causal graph. This allows us to accurately learn downstream causal queries from fewer samples while providing well-calibrated uncertainty estimates for the quantities of interest.