Skip to yearly menu bar Skip to main content


Poster

Foundations of Testing for Finite-Sample Causal Discovery

Tom Yan · Ziyu Xu · Zachary Lipton


Abstract:

Discovery of causal relationships is a fundamental goal of science and vital for sound decision making. As such, there has been considerable interest in causal discovery methods with \emph{provable} guarantees. Existing works have thus far largely focused on discovery under hard intervention, in which intervening on a node readily reveals the orientation of every edge incident to the node. This setup however overlooks the stochasticity inherent in real-world, finite-sample settings. Our work takes a step towards studying finite-sample causal discovery, wherein multiple interventions on a node are now needed for edge orientation. We observe that discovery may be viewed as structured, multiple testing, and we develop a novel testing framework to this end. Crucially, our framework allows for anytime valid testing as multiple tests are needed to conclude an edge orientation. It also allows for flexible combination of test-statistics, enabling one to use Meek rules to propagate edge orientation. Through empirical simulations, we confirm the usefulness of our framework in attaining any-time guarantees. Finally, using this testing framework, we show how one may efficiently verify graph structure by drawing a connection to multi-constraint bandits and designing a novel algorithm to this end.

Live content is unavailable. Log in and register to view live content