Local Causal Discovery for Estimating Causal Effects
This work addresses computational bottlenecks in causal inference for researchers and practitioners, offering incremental improvements in local discovery algorithms.
The paper tackles the computational inefficiency of causal discovery for estimating average treatment effects (ATE) by introducing LDECC, a local algorithm that uses unshielded colliders to orient treatment parents, showing it can exponentially outperform existing methods in some graphs and weakens faithfulness assumptions.
Even when the causal graph underlying our data is unknown, we can use observational data to narrow down the possible values that an average treatment effect (ATE) can take by (1) identifying the graph up to a Markov equivalence class; and (2) estimating that ATE for each graph in the class. While the PC algorithm can identify this class under strong faithfulness assumptions, it can be computationally prohibitive. Fortunately, only the local graph structure around the treatment is required to identify the set of possible ATE values, a fact exploited by local discovery algorithms to improve computational efficiency. In this paper, we introduce Local Discovery using Eager Collider Checks (LDECC), a new local causal discovery algorithm that leverages unshielded colliders to orient the treatment's parents differently from existing methods. We show that there exist graphs where LDECC exponentially outperforms existing local discovery algorithms and vice versa. Moreover, we show that LDECC and existing algorithms rely on different faithfulness assumptions, leveraging this insight to weaken the assumptions for identifying the set of possible ATE values.