Differentiable Multi-Target Causal Bayesian Experimental DesignShow others and affiliations
2023 (English)In: Proceedings of the 40th International Conference on Machine Learning, ICML 2023, ML Research Press , 2023, p. 34263-34279Conference paper, Published paper (Refereed)
Abstract [en]
We introduce a gradient-based approach for the problem of Bayesian optimal experimental design to learn causal models in a batch setting - a critical component for causal discovery from finite data where interventions can be costly or risky. Existing methods rely on greedy approximations to construct a batch of experiments while using black-box methods to optimize over a single target-state pair to intervene with. In this work, we completely dispose of the black-box optimization techniques and greedy heuristics and instead propose a conceptually simple end-to-end gradient-based optimization procedure to acquire a set of optimal intervention target-state pairs. Such a procedure enables parameterization of the design space to efficiently optimize over a batch of multi-target-state interventions, a setting which has hitherto not been explored due to its complexity. We demonstrate that our proposed method outperforms baselines and existing acquisition strategies in both single-target and multi-target settings across a number of synthetic datasets.
Place, publisher, year, edition, pages
ML Research Press , 2023. p. 34263-34279
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-350008Scopus ID: 2-s2.0-85174413460OAI: oai:DiVA.org:kth-350008DiVA, id: diva2:1882190
Conference
40th International Conference on Machine Learning, ICML 2023, Honolulu, United States of America, Jul 23 2023 - Jul 29 2023
Note
QC 20240704
2024-07-042024-07-042024-07-04Bibliographically approved