Efficient Neural Causal Discovery without Acyclicity Constraints
Authors: Phillip Lippe,Taco Cohen,Efstratios Gavves
ICLR 2022,Poster

Abstract: Learning the structure of a causal graphical model using both observational and interventional data is a fundamental problem in many scientific fields. A promising direction is continuous optimization for score-based methods, which, however, require constrained optimization to enforce acyclicity or lack convergence guarantees. In this paper, we present ENCO, an efficient structure learning method for directed, acyclic causal graphs leveraging observational and interventional data. ENCO formulates the graph search as an optimization of independent edge likelihoods, with the edge orientation being modeled as a separate parameter. Consequently, we provide for ENCO convergence guarantees under mild conditions, without having to constrain the score function with respect to acyclicity. In experiments, we show that ENCO can efficiently recover graphs with hundreds of nodes, an order of magnitude larger than what was previously possible, while handling deterministic variables and discovering latent confounders.