Differentiable Multi-Target Causal Bayesian Experimental Design

• URL: http://arxiv.org/abs/2302.10607v2
• Date: Fri, 2 Jun 2023 11:16:33 GMT
• Title: Differentiable Multi-Target Causal Bayesian Experimental Design
• Authors: Yashas Annadani, Panagiotis Tigas, Desi R. Ivanova, Andrew Jesson, Yarin Gal, Adam Foster, Stefan Bauer
• Abstract summary: We introduce a gradient-based approach for the problem of Bayesian optimal experimental design to learn causal models in a batch setting. Existing methods rely on greedy approximations to construct a batch of experiments. We propose a conceptually simple end-to-end gradient-based optimization procedure to acquire a set of optimal intervention target-state pairs.
• Score: 43.76697029708785
• License: http://creativecommons.org/licenses/by-nc-sa/4.0/
• Abstract: 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.

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