Joint Causal Inference on Observational and Experimental Datasets

Résumé : We introduce Joint Causal Inference (JCI), a powerful formulation of causal discovery over multiple datasets that allows to jointly learn both the causal structure and targets of interventions from statistical independences in pooled data. Compared with existing constraint-based approaches for causal discovery from multiple data sets, JCI offers several advantages: it allows for several different types of interventions, it can learn intervention targets, it systematically pools data across different datasets which improves the statistical power of independence tests, and it improves on the accuracy and identifiability of the predicted causal relations. A technical complication that arises in JCI are the occurrence of faithfulness violations due to deterministic relations. We propose a simple but effective strategy for dealing with this type of faithfulness violations. We implement it in ACID, a determinism-tolerant extension of Ancestral Causal Inference (ACI) (Magliacane et al., 2016), a recently proposed logic-based causal discovery method that improves reliability of the output by exploiting redundant information in the data. We illustrate the benefits of JCI with ACID with an evaluation on a simulated dataset.