Stability of Linear Structural Equation Models of Causal Inference
This work addresses stability issues in causal inference models, which is incremental as it builds on prior condition number analyses to provide theoretical guarantees and heuristics for LSEMs.
The paper tackles the problem of numerical stability in parameter recovery for Linear Structural Equation Models (LSEMs) in causal inference, proving that for a bow-free sub-class, recovery is stable under a sufficient condition with high probability on random parameters, and constructing an example with unbounded condition number.
We consider the numerical stability of the parameter recovery problem in Linear Structural Equation Model ($\LSEM$) of causal inference. A long line of work starting from Wright (1920) has focused on understanding which sub-classes of $\LSEM$ allow for efficient parameter recovery. Despite decades of study, this question is not yet fully resolved. The goal of this paper is complementary to this line of work; we want to understand the stability of the recovery problem in the cases when efficient recovery is possible. Numerical stability of Pearl's notion of causality was first studied in Schulman and Srivastava (2016) using the concept of condition number where they provide ill-conditioned examples. In this work, we provide a condition number analysis for the $\LSEM$. First we prove that under a sufficient condition, for a certain sub-class of $\LSEM$ that are \emph{bow-free} (Brito and Pearl (2002)), the parameter recovery is stable. We further prove that \emph{randomly} chosen input parameters for this family satisfy the condition with a substantial probability. Hence for this family, on a large subset of parameter space, recovery is numerically stable. Next we construct an example of $\LSEM$ on four vertices with \emph{unbounded} condition number. We then corroborate our theoretical findings via simulations as well as real-world experiments for a sociology application. Finally, we provide a general heuristic for estimating the condition number of any $\LSEM$ instance.