Boosting Differentiable Causal Discovery via Adaptive Sample Reweighting
This work addresses a specific bottleneck in causal discovery for researchers and practitioners dealing with heterogeneous data, offering an incremental improvement over existing methods.
The paper tackles the problem of spurious edge learning and performance vulnerability in differentiable causal discovery methods due to sample exploitation and heterogeneity, proposing a model-agnostic framework called ReScore that uses adaptive sample reweighting to boost performance, with experiments showing consistent and significant improvements in structure learning.
Under stringent model type and variable distribution assumptions, differentiable score-based causal discovery methods learn a directed acyclic graph (DAG) from observational data by evaluating candidate graphs over an average score function. Despite great success in low-dimensional linear systems, it has been observed that these approaches overly exploit easier-to-fit samples, thus inevitably learning spurious edges. Worse still, inherent mostly in these methods the common homogeneity assumption can be easily violated, due to the widespread existence of heterogeneous data in the real world, resulting in performance vulnerability when noise distributions vary. We propose a simple yet effective model-agnostic framework to boost causal discovery performance by dynamically learning the adaptive weights for the Reweighted Score function, ReScore for short, where the weights tailor quantitatively to the importance degree of each sample. Intuitively, we leverage the bilevel optimization scheme to \wx{alternately train a standard DAG learner and reweight samples -- that is, upweight the samples the learner fails to fit and downweight the samples that the learner easily extracts the spurious information from. Extensive experiments on both synthetic and real-world datasets are carried out to validate the effectiveness of ReScore. We observe consistent and significant boosts in structure learning performance. Furthermore, we visualize that ReScore concurrently mitigates the influence of spurious edges and generalizes to heterogeneous data. Finally, we perform the theoretical analysis to guarantee the structure identifiability and the weight adaptive properties of ReScore in linear systems. Our codes are available at https://github.com/anzhang314/ReScore.