Sample, estimate, aggregate: A recipe for causal discovery foundation models

Official implementation of SEA (under review).

Overview

Inspired by foundation models, we propose a causal discovery framework where a deep learning model is pretrained to resolve predictions from classical discovery algorithms run over smaller subsets of variables. This method is enabled by the observations that the outputs from classical algorithms are fast to compute for small problems, informative of (marginal) data structure, and their structure outputs as objects remain comparable across datasets.

If you find our work interesting, please check out our paper to learn more: Sample, estimate, aggregate: A recipe for causal discovery foundation models.

@article{wu2024sea,
  title={Sample, estimate, aggregate: A recipe for causal discovery
  foundation models},
  author={Wu, Menghua and Bao, Yujia and Barzilay, Regina and Jaakkola, Tommi},
  journal={arXiv 2402.01929},
  year={2024}
}

Installation

conda create -y --name sea pip python=3.10
conda activate sea

pip install tqdm pyyaml numpy=1.23 pandas matplotlib seaborn
pip install torch==1.13.1+cu116 torchvision==0.14.1+cu116 torchaudio==0.13.1 --extra-index-url https://download.pytorch.org/whl/cu116
pip install pytorch-lightning==1.9.0 torchmetrics==1.3.0 causal-learn==0.1.3.7 pulp==2.8.0 wandb

SEA was tested using Python 3.10 with PyTorch 1.13-cu116. We ran training across two A6000 GPUs and inference on one V100 GPU.

Quickstart

To run inference using our pretrained models, please modify the data and model paths in src/inference.sh, specify the appropriate config file, and run:

./src/inference.sh

When benchmarking runtimes, it is assumed that batch_size=1. If you do not need runtimes, you may increase batch_size for faster completion.

To train your own SEA, please modify the data and model paths in src/train.sh, specify the appropriate config file, change the wandb project to your own, and run:

./src/train.sh

We recommend at least 10-20 data workers per GPU and a batch size of at least 16.

Models

We provide pretrained weights for 3 versions of SEA under checkpoints:

• GIES on synthetic data with (primarily) additive noise
• FCI on synthetic data with (primarily) additive noise
• FCI on SERGIO-simulated data

Please note that, while these models are expected to work well across a variety of synthetic datasets, there are cases like e.g. sigmoid with multiplicative noise which are hard, given our limited training data.

Datasets

You may download our datasets here. Sample data split files are specified in data.

• Synthetic testing datasets (Erdos-Renyi and scale-free)
• SERGIO testing datasets

Our datasets follow the DCDI data format.

• Each file has a suffix of dataset_id, which distinguishes between datasets generated under the same setting.
• DAG[id].npy is a NumPy array containing the N*N ground truth graph.
• data[id].npy is a NumPy array containing M*N observational data.
• data_interv[id].npy is a NumPy array containing M*N interventional data.
• regimes[id].csv is a length M text file in which every line i specifies the regime index of sample i.
• interventions[id].csv is a length M text file in which every line i specifies the nodes intervened in sample i, delimited by ,.

Results

Our outputs take the form of a pickled dict. Example parsing code is provided in examples/SEA-results.ipynb.

We have uploaded the predictions of all traditional baselines and our models to the Zenodo archive as well.