We study the problem of efficiently estimating the effect of an intervention on a single variable using observational samples. Our goal is to give algorithms with polynomial time and sample complexity in a non-parametric setting. Tian and Pearl (AAAI ’02) have exactly characterized the class of causal graphs for which causal effects of atomic interventions can be identified from observational data. We make their result quantitative. Suppose 𝒫 is a causal model on a set V of n observable variables with respect to a given causal graph G, and let do(x) be an identifiable intervention on a variable X. We show that assuming that G has bounded in-degree and bounded c-components (k) and that the observational distribution satisfies a strong positivity condition: (i) [Evaluation] There is an algorithm that outputs with probability 2/3 an evaluator for a distribution P^ that satisfies TV(P(V | do(x)), P^(V)) < eps using m=O (n/eps^2) samples from P and O(mn) time. The evaluator can return in O(n) time the probability P^(v) for any assignment v to V. (ii) [Sampling] There is an algorithm that outputs with probability 2/3 a sampler for a distribution P^ that satisfies TV(P(V | do(x)), P^(V)) < eps using m=O (n/eps^2) samples from P and O(mn) time. The sampler returns an iid sample from P^ with probability 1 in O(n) time. We extend our techniques to estimate P(Y | do(x)) for a subset Y of variables of interest. We also show lower bounds for the sample complexity, demonstrating that our sample complexity has optimal dependence on the parameters n and eps, as well as if k=1 on the strong positivity parameter.
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Sample Complexity of Distinguishing Cause from Effect
We study the sample complexity of causal structure learning on a two-variable system with observational and experimental data. Specifically, for two variables X and Y, we consider the classical scenario where either X causes Y , Y causes X, or there is an unmeasured confounder between X and Y. We show that if X and Y are over a finite domain of size k and are significantly correlated, the minimum number of interventional samples needed is sublinear in k. We give a tight characterization of the tradeoff between observational and interventional data when the number of observational samples is sufficiently large. We build upon techniques for closeness testing and for non-parametric density estimation in different regimes of observational data. Our hardness results are based on carefully constructing causal models whose marginal and interventional distributions form hard instances of canonical results on property testing.
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- Award ID(s):
- 1846300
- PAR ID:
- 10477204
- Editor(s):
- Ruiz, Francisco; Dy, Jennifer; van de Meent, Jan-Willem
- Publisher / Repository:
- Proceedings of Machine Learning Research
- Date Published:
- Journal Name:
- Proceedings of Machine Learning Research
- Volume:
- 206
- ISSN:
- 2640-3498
- Page Range / eLocation ID:
- 10487-10504
- Format(s):
- Medium: X
- Location:
- Valencia, Spain
- Sponsoring Org:
- National Science Foundation
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