Unitless Unrestricted Markov-Consistent SCM Generation: Better Benchmark Datasets for Causal Discovery

Research output: Contribution to book/Conference proceedings/Anthology/ReportConference contributionContributedpeer-review

Contributors

Abstract

Causal discovery aims to extract qualitative causal knowledge in the form of causal graphs from data. Because causal ground truth is rarely known in the real world, simulated data plays a vital role in evaluating the performance of the various causal discovery algorithms proposed in the literature. But recent work highlighted certain artifacts of commonly used data generation techniques for a standard class of structural causal models (SCM) that may be nonphysical, including var- and R2-sortability, where the variables’ variance and coefficients of determination (R2) after regressing on all other variables, respectively, increase along the causal order. Some causal methods exploit such artifacts, leading to unrealistic expectations for their performance on real-world data. Some modifications have been proposed to remove these artifacts; notably, the internally-standardized structural causal model (iSCM) avoids varsortability and largely alleviates R2-sortability on sparse causal graphs, but exhibits a reversed R2-sortability pattern for denser graphs not featured in their work. We analyze which sortability patterns we expect to see in real data, and propose a method for drawing coefficients that we argue more effectively samples the space of SCMs. Finally, we propose a novel extension of our SCM generation method to the time series setting.

Details

Original languageEnglish
Title of host publicationProceedings of the Fourth Conference on Causal Learning and Reasoning
Pages1506-1531
Number of pages26
Publication statusPublished - 2025
Peer-reviewedYes

Publication series

SeriesProceedings of Machine Learning Research
Volume275

Conference

Title4th Conference on Causal Learning and Reasoning
Abbreviated titleCLeaR 2025
Conference number4
Duration7 - 9 May 2025
Website
LocationSwissTech Convention Center
CityLausanne
CountrySwitzerland

Keywords

Keywords

  • benchmarking, causal discovery, data generation, sortability, time series