Causality on Longitudinal Data: Stable Specification Search in Constrained Structural Equation Modeling
This addresses the problem of unreliable causal inference in fields like healthcare (e.g., chronic fatigue syndrome, Alzheimer's disease) by providing a more stable exploratory method, though it is incremental as it builds on existing stability selection and evolutionary algorithms.
The paper tackles the instability of causal model structure learning from finite longitudinal data by introducing a robust algorithm that combines stability selection with multi-objective evolutionary search, achieving at least comparable and often significantly improved performance over state-of-the-art methods on simulated data with known ground truth.
A typical problem in causal modeling is the instability of model structure learning, i.e., small changes in finite data can result in completely different optimal models. The present work introduces a novel causal modeling algorithm for longitudinal data, that is robust for finite samples based on recent advances in stability selection using subsampling and selection algorithms. Our approach uses exploratory search but allows incorporation of prior knowledge, e.g., the absence of a particular causal relationship between two specific variables. We represent causal relationships using structural equation models. Models are scored along two objectives: the model fit and the model complexity. Since both objectives are often conflicting we apply a multi-objective evolutionary algorithm to search for Pareto optimal models. To handle the instability of small finite data samples, we repeatedly subsample the data and select those substructures (from the optimal models) that are both stable and parsimonious. These substructures can be visualized through a causal graph. Our more exploratory approach achieves at least comparable performance as, but often a significant improvement over state-of-the-art alternative approaches on a simulated data set with a known ground truth. We also present the results of our method on three real-world longitudinal data sets on chronic fatigue syndrome, Alzheimer disease, and chronic kidney disease. The findings obtained with our approach are generally in line with results from more hypothesis-driven analyses in earlier studies and suggest some novel relationships that deserve further research.