<sc>Dagma-DCE</sc>: Interpretable, Non-Parametric Differentiable Causal Discovery

We introduce <sc>Dagma-DCE</sc>, an interpretable and model-agnostic scheme for differentiable causal discovery. Current non- or over-parametric methods in differentiable causal discovery use opaque proxies of &#x201C;independence&#x201D; to justify the inclusion or exclusion of...

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Main Authors: Daniel Waxman, Kurt Butler, Petar M. Djuric
Format: Article
Language:English
Published: IEEE 2024-01-01
Series:IEEE Open Journal of Signal Processing
Subjects:
Online Access:https://ieeexplore.ieee.org/document/10384714/
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author Daniel Waxman
Kurt Butler
Petar M. Djuric
author_facet Daniel Waxman
Kurt Butler
Petar M. Djuric
author_sort Daniel Waxman
collection DOAJ
description We introduce <sc>Dagma-DCE</sc>, an interpretable and model-agnostic scheme for differentiable causal discovery. Current non- or over-parametric methods in differentiable causal discovery use opaque proxies of &#x201C;independence&#x201D; 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, <sc>Dagma-DCE</sc> 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 <sc>Dagma-DCE</sc> allows for principled thresholding and sparsity penalties by domain-experts. The code for our method is available open-source at <uri>https://github.com/DanWaxman/DAGMA-DCE</uri>, and can easily be adapted to arbitrary differentiable models.
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spelling doaj.art-f4ae1f02b2dd4acb82f3205acd051a9f2024-02-02T00:04:39ZengIEEEIEEE Open Journal of Signal Processing2644-13222024-01-01539340110.1109/OJSP.2024.335159310384714<sc>Dagma-DCE</sc>: Interpretable, Non-Parametric Differentiable Causal DiscoveryDaniel Waxman0https://orcid.org/0009-0004-0168-5547Kurt Butler1https://orcid.org/0000-0002-1520-4909Petar M. Djuric2https://orcid.org/0000-0001-7791-3199Department of Electrical and Computer Engineering, Stony Brook University, Stony Brook, NY, USADepartment of Electrical and Computer Engineering, Stony Brook University, Stony Brook, NY, USADepartment of Electrical and Computer Engineering, Stony Brook University, Stony Brook, NY, USAWe introduce <sc>Dagma-DCE</sc>, an interpretable and model-agnostic scheme for differentiable causal discovery. Current non- or over-parametric methods in differentiable causal discovery use opaque proxies of &#x201C;independence&#x201D; 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, <sc>Dagma-DCE</sc> 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 <sc>Dagma-DCE</sc> allows for principled thresholding and sparsity penalties by domain-experts. The code for our method is available open-source at <uri>https://github.com/DanWaxman/DAGMA-DCE</uri>, and can easily be adapted to arbitrary differentiable models.https://ieeexplore.ieee.org/document/10384714/Causal discoverydifferential causal effectinterpretable machine learning
spellingShingle Daniel Waxman
Kurt Butler
Petar M. Djuric
<sc>Dagma-DCE</sc>: Interpretable, Non-Parametric Differentiable Causal Discovery
IEEE Open Journal of Signal Processing
Causal discovery
differential causal effect
interpretable machine learning
title <sc>Dagma-DCE</sc>: Interpretable, Non-Parametric Differentiable Causal Discovery
title_full <sc>Dagma-DCE</sc>: Interpretable, Non-Parametric Differentiable Causal Discovery
title_fullStr <sc>Dagma-DCE</sc>: Interpretable, Non-Parametric Differentiable Causal Discovery
title_full_unstemmed <sc>Dagma-DCE</sc>: Interpretable, Non-Parametric Differentiable Causal Discovery
title_short <sc>Dagma-DCE</sc>: Interpretable, Non-Parametric Differentiable Causal Discovery
title_sort sc dagma dce sc interpretable non parametric differentiable causal discovery
topic Causal discovery
differential causal effect
interpretable machine learning
url https://ieeexplore.ieee.org/document/10384714/
work_keys_str_mv AT danielwaxman scdagmadcescinterpretablenonparametricdifferentiablecausaldiscovery
AT kurtbutler scdagmadcescinterpretablenonparametricdifferentiablecausaldiscovery
AT petarmdjuric scdagmadcescinterpretablenonparametricdifferentiablecausaldiscovery