Causal Discovery over High-Dimensional Structured Hypothesis Spaces with Causal Graph Partitioning

Abstract

The aim in many sciences is to understand the mechanisms that underlie the observed distribution of variables, starting from a set of initial hypotheses. Causal discovery allows us to infer mechanisms as sets of cause and effect relationships in a generalized way---without necessarily tailoring to a specific domain. Causal discovery algorithms search over a structured hypothesis space, defined by the set of Directed Acyclic Graphs (DAG), to find the graph that best explains the data. For high-dimensional problems, however, this search becomes intractable and scalable algorithms for causal discovery are needed to bridge the gap. In this paper, we define a novel causal graph partition that allows for divide-and-conquer causal discovery with theoretical guarantees under the Maximal Ancestral Graph (MAG) class. We leverage the idea of a superstructure---a set of learned or existing candidate hypotheses---to partition the search space. We prove under certain assumptions that learning with a causal graph partition always yields the Markov Equivalence Class of the true causal graph. We show our algorithm achieves comparable accuracy and a faster time to solution for biologically-tuned synthetic networks and networks up to ${10^4}$ variables. This makes our method applicable to gene regulatory network inference and other domains with high-dimensional structured hypothesis spaces.