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MissDAG: Causal Discovery in the Presence of Missing Data with Continuous Additive Noise Models
Advances in Neural Information Processing Systems
  • Erdun Gao, University of Melbourne
  • Ignavier Ng, Carnegie Mellon University
  • Mingming Gong, University of Melbourne
  • Li Shen, JD Explore Academy
  • Wei Huang, University of Melbourne
  • Tongliang Liu, The University of Sydney
  • Kun Zhang, Carnegie Mellon University & Mohamed bin Zayed University of Artificial Intelligence
  • Howard Bondell, University of Melbourne
Document Type
Conference Proceeding
Abstract

State-of-the-art causal discovery methods usually assume that the observational data is complete. However, the missing data problem is pervasive in many practical scenarios such as clinical trials, economics, and biology. One straightforward way to address the missing data problem is first to impute the data using off-the-shelf imputation methods and then apply existing causal discovery methods. However, such a two-step method may suffer from suboptimality, as the imputation algorithm may introduce bias for modeling the underlying data distribution. In this paper, we develop a general method, which we call MissDAG, to perform causal discovery from data with incomplete observations. Focusing mainly on the assumptions of ignorable missingness and the identifiable additive noise models (ANMs), MissDAG maximizes the expected likelihood of the visible part of observations under the expectation-maximization (EM) framework. In the E-step, in cases where computing the posterior distributions of parameters in closed-form is not feasible, Monte Carlo EM is leveraged to approximate the likelihood. In the M-step, MissDAG leverages the density transformation to model the noise distributions with simpler and specific formulations by virtue of the ANMs and uses a likelihood-based causal discovery algorithm with directed acyclic graph constraint. We demonstrate the flexibility of MissDAG for incorporating various causal discovery algorithms and its efficacy through extensive simulations and real data experiments.

Publication Date
12-1-2022
Keywords
  • Additives,
  • Directed graphs,
  • Maximum principle
Comments

IR conditions: non-described

Citation Information
E. Gao, et al, "MissDAG: Causal Discovery in the Presence of Missing Data with Continuous Additive Noise Models", in 36th Conf. on Neural Inf. Processing Systems (NeurIPS 2022), 2022. Available: https://proceedings.neurips.cc/paper_files/paper/2022/hash/206361867abf7eb01746c3943078da3c-Abstract-Conference.html