Title: The Minimal Search Space for Conditional Causal Bandits
Primary area: causal reasoning
Keywords: causal bandits, causal inference, causality, conditional interventions, multi-armed bandits, intervention selection

Abstract: Causal knowledge can be used to support decision-making problems. This has been recognized in the causal bandits literature, where a causal (multi-armed) bandit is characterized by a causal graphical model and a target variable. The arms are then interventions on the causal model, and rewards are samples of the target variable. Causal bandits were originally studied with a focus on hard interventions. We focus instead on cases where the arms are conditional interventions, which more accurately model many real-world decision-making problems by allowing the value of the intervened variable to be chosen based on the observed values of other variables. This paper presents a graphical characterization of the minimal set of nodes guaranteed to contain the optimal conditional intervention, which maximizes the expected reward. We then propose an efficient algorithm with a time complexity of $O(|V| + |E|)$ to identify this minimal set of nodes. We prove that the graphical characterization and the proposed algorithm are  correct. Finally, we empirically demonstrate that our algorithm significantly prunes the search space and substantially accelerates convergence rates when integrated into standard multi-armed bandit algorithms.

TL;DR: We establish a graphical characterization of the minimal search space for causal bandits with conditional interventions and propose an efficient algorithm to identify it.