Unpublished
https://arxiv.org/abs/2412.11850, 2024
APA
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Wang, Z., Hu, Y., Bühlmann, P., & Guo, Z. (2024). Causal Invariance Learning via Efficient Optimization of a Nonconvex Objective. https://arxiv.org/abs/2412.11850.
Chicago/Turabian
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Wang, Zhenyu, Yifan Hu, Peter Bühlmann, and Zijian Guo. “Causal Invariance Learning via Efficient Optimization of a Nonconvex Objective.” Https://Arxiv.org/Abs/2412.11850, 2024.
MLA
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Wang, Zhenyu, et al. “Causal Invariance Learning via Efficient Optimization of a Nonconvex Objective.” Https://Arxiv.org/Abs/2412.11850, 2024.
BibTeX Click to copy
@unpublished{zhenyu2024a,
title = {Causal Invariance Learning via Efficient Optimization of a Nonconvex Objective},
year = {2024},
journal = {https://arxiv.org/abs/2412.11850},
author = {Wang, Zhenyu and Hu, Yifan and Bühlmann, Peter and Guo, Zijian}
}
Data from multiple environments offer valuable opportunities to uncover causal relationships among variables. Leveraging the assumption that the causal outcome model remains invariant across heterogeneous environments, state-of-the-art methods attempt to identify causal outcome models by learning invariant prediction models and rely on exhaustive searches over all (exponentially many) covariate subsets. These approaches present two major challenges: 1) determining the conditions under which the invariant prediction model aligns with the causal outcome model, and 2) devising computationally efficient causal discovery algorithms that scale polynomially, instead of exponentially, with the number of covariates. To address both challenges, we focus on the additive intervention regime and propose nearly necessary and sufficient conditions for ensuring that the invariant prediction model matches the causal outcome model. Exploiting the essentially necessary identification conditions, we introduce Negative Weight Distributionally Robust Optimization (NegDRO), a nonconvex continuous minimax optimization whose global optimizer recovers the causal outcome model. Unlike standard group DRO problems that maximize over the simplex, NegDRO allows negative weights on environment losses, which break the convexity. Despite its nonconvexity, we demonstrate that a standard gradient method converges to the causal outcome model, and we establish the convergence rate with respect to the sample size and the number of iterations. Our algorithm avoids exhaustive search, making it scalable especially when the number of covariates is large. The numerical results further validate the efficiency of the proposed method.