The DeCAMFounder: nonlinear causal discovery in the presence of hidden variables
提出一种在存在未观测混杂变量时，从观测数据中一致估计非线性因果关系的算法，通过谱分解估计混杂变异，并基于此推导DAG评分函数，在模拟和真实数据上优于现有方法。
Abstract Many real-world decision-making tasks require learning causal relationships between a set of variables. Traditional causal discovery methods, however, require that all variables are observed, which is often not feasible in practical scenarios. Without additional assumptions about the unobserved variables, it is not possible to recover any causal relationships from observational data. Fortunately, in many applied settings, additional structure among the confounders can be expected. In particular, pervasive confounding is commonly encountered and has been utilised for consistent causal estimation in linear causal models. In this article, we present a provably consistent method to estimate causal relationships in the nonlinear, pervasive confounding setting. The core of our procedure relies on the ability to estimate the confounding variation through a simple spectral decomposition of the observed data matrix. We derive a DAG score function based on this insight, prove its consistency in recovering a correct ordering of the DAG, and empirically compare it to previous approaches. We demonstrate improved performance on both simulated and real datasets by explicitly accounting for both confounders and nonlinear effects.