Online Causal Structure Learning in the Presence of Latent Variables
This work addresses the challenge of real-time causal inference for applications like economic forecasting, though it appears incremental as it builds on existing causal learning methods.
The authors tackled the problem of causal structure learning in dynamic environments where causal relationships change over time, presenting online algorithms that outperformed the standard FCI method by a large margin in correctly and efficiently learning changed structures with latent variables.
We present two online causal structure learning algorithms which can track changes in a causal structure and process data in a dynamic real-time manner. Standard causal structure learning algorithms assume that causal structure does not change during the data collection process, but in real-world scenarios, it does often change. Therefore, it is inappropriate to handle such changes with existing batch-learning approaches, and instead, a structure should be learned in an online manner. The online causal structure learning algorithms we present here can revise correlation values without reprocessing the entire dataset and use an existing model to avoid relearning the causal links in the prior model, which still fit data. Proposed algorithms are tested on synthetic and real-world datasets, the latter being a seasonally adjusted commodity price index dataset for the U.S. The online causal structure learning algorithms outperformed standard FCI by a large margin in learning the changed causal structure correctly and efficiently when latent variables were present.