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Poster

Stable Differentiable Causal Discovery

Achille Nazaret · Justin Hong · Elham Azizi · David Blei

Hall C 4-9 #1501
[ ] [ Project Page ] [ Paper PDF ]
Wed 24 Jul 2:30 a.m. PDT — 4 a.m. PDT

Abstract:

Inferring causal relationships as directed acyclic graphs (DAGs) is an important but challenging problem. Differentiable Causal Discovery (DCD) is a promising approach to this problem, framing the search as a continuous optimization. But existing DCD methods are numerically unstable, with poor performance beyond tens of variables. In this paper, we propose Stable Differentiable Causal Discovery (SDCD), a new method that improves previous DCD methods in two ways: (1) It employs an alternative constraint for acyclicity; this constraint is more stable, both theoretically and empirically, and fast to compute. (2) It uses a training procedure tailored for sparse causal graphs, which are common in real-world scenarios. We first derive SDCD and prove its stability and correctness. We then evaluate it with both observational and interventional data and in both small-scale and large-scale settings. We find that SDCD outperforms existing methods in convergence speed and accuracy, and can scale to thousands of variables.

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