Gradient-based Causal Feature Selection

Abstract

Causal feature selection leverages causal discovery techniques to identify critical features associated with a target variable using observational data. Traditional methodologies primarily rely on constraint-based or score-based techniques, which are fraught with limitations. For example, conditional independence tests often yield unreliable results in the presence of noise and complex data generation processes, while the computational complexity of learning directed acyclic graphs increases exponentially with the number of variables involved. In light of recent advancements in deep learning, gradient-based methods have shown promise for global causal discovery. However, significant challenges arise when focusing on the identification of local causal features, particularly in defining the local causal constraint space to achieve both minimality and completeness. To address these issues, we introduce a novel gradient-based causal feature selection method (GCFS) that leverages an AutoEncoder to simultaneously model the target variable alongside other variables, thereby capturing of causal associations within a divide-and-conquer framework. Additionally, our approach incorporates a mask pruning strategy that transforms the search process into the minimization of a non-cyclic local reconstruction loss objective function. This function is then effectively optimized using a gradient-based method to accurately identify the causal features related to the target variable. Experimental results substantiate that GCFS surpasses existing methodologies across both synthetic and real datasets.