Dagma-DCE: Interpretable, Non-Parametric Differentiable Causal Discovery

D Waxman, K Butler, PM Djurić - IEEE Open Journal of Signal …, 2024 - ieeexplore.ieee.org
D Waxman, K Butler, PM Djurić
IEEE Open Journal of Signal Processing, 2024ieeexplore.ieee.org
We introduce Dagma-DCE, an interpretable and model-agnostic scheme for differentiable
causal discovery. Current non-or over-parametric methods in differentiable causal discovery
use opaque proxies of “independence” to justify the inclusion or exclusion of a causal
relationship. We show theoretically and empirically that these proxies may be arbitrarily
different than the actual causal strength. Juxtaposed with existing differentiable causal
discovery algorithms, Dagma-DCE uses an interpretable measure of causal strength to …
We introduce Dagma-DCE , an interpretable and model-agnostic scheme for differentiable causal discovery. Current non- or over-parametric methods in differentiable causal discovery use opaque proxies of “independence” to justify the inclusion or exclusion of a causal relationship. We show theoretically and empirically that these proxies may be arbitrarily different than the actual causal strength. Juxtaposed with existing differentiable causal discovery algorithms, Dagma-DCE uses an interpretable measure of causal strength to define weighted adjacency matrices. In a number of simulated datasets, we show our method achieves state-of-the-art level performance. We additionally show that Dagma-DCE allows for principled thresholding and sparsity penalties by domain-experts. The code for our method is available open-source at https://github.com/DanWaxman/DAGMA-DCE , and can easily be adapted to arbitrary differentiable models.
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