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Interventions, Where and How? Experimental Design for Causal Models at Scale
Panagiotis Tigas · Yashas Annadani · Andrew Jesson · Bernhard Schölkopf · Yarin Gal · Stefan Bauer

Wed Nov 30 02:00 PM -- 04:00 PM (PST) @ Hall J #717

Causal discovery from observational and interventional data is challenging due to limited data and non-identifiability which introduces uncertainties in estimating the underlying structural causal model (SCM). Incorporating these uncertainties and selecting optimal experiments (interventions) to perform can help to identify the true SCM faster. Existing methods in experimental design for causal discovery from limited data either rely on linear assumptions for the SCM or select only the intervention target. In this paper, we incorporate recent advances in Bayesian causal discovery into the Bayesian optimal experimental design framework, which allows for active causal discovery of nonlinear, large SCMs, while selecting both the target and the value to intervene with. We demonstrate the performance of the proposed method on synthetic graphs (Erdos-Rènyi, Scale Free) for both linear and nonlinear SCMs as well as on the \emph{in-silico} single-cell gene regulatory network dataset, DREAM.

Author Information

Panagiotis Tigas (University of Oxford)
Yashas Annadani (KTH Stockholm)
Andrew Jesson (University of Oxford)
Bernhard Schölkopf (MPI for Intelligent Systems, Tübingen)

Bernhard Scholkopf received degrees in mathematics (London) and physics (Tubingen), and a doctorate in computer science from the Technical University Berlin. He has researched at AT&T Bell Labs, at GMD FIRST, Berlin, at the Australian National University, Canberra, and at Microsoft Research Cambridge (UK). In 2001, he was appointed scientific member of the Max Planck Society and director at the MPI for Biological Cybernetics; in 2010 he founded the Max Planck Institute for Intelligent Systems. For further information, see www.kyb.tuebingen.mpg.de/~bs.

Yarin Gal (University of OXford)
Stefan Bauer (Max Planck institute)

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