PRCD-MAP: Learning How Much to Trust Imperfect Priors in Causal Discovery

Xihang Shan; Da Zhou

stat.MLMay 3, 2026

PRCD-MAP: Learning How Much to Trust Imperfect Priors in Causal Discovery

Authors: Xihang Shan, Da Zhou

Abstract

External priors of unknown reliability create a brittle trade-off in causal discovery: blind trust amplifies errors, blind rejection wastes signal. Real priors are also heterogeneously reliable -- physical laws are trustworthy, LLM-suggested edges are speculative -- yet existing methods either ignore priors or impose them through globally uniform trust. We propose PRCD-MAP, a soft prior-consumption layer that assigns per-edge trust to an imperfect prior and uses it to modulate a prior-aware $\ell_1$ and prior-weighted $\ell_2$ regularizer in a MAP objective. Trust is calibrated by empirical Bayes on a Laplace-approximated marginal likelihood and propagated along the prior graph by an MLP, so data-confirmed neighborhoods boost trust and contradictions suppress it. PRCD-MAP enjoys a population-level safety guarantee: it is $\varepsilon$ -safe in expectation over the prior-generation distribution, with $\varepsilon\leq C\cdot\mathrm{acc}(1{-}\mathrm{acc})\cdot d^2/T$ at the parametric $T^{-1}$ rate and vanishing at the prior-quality endpoints. When the prior is uninformative, learned trust provably collapses to its floor and the method recovers a no-prior baseline. Empirically, on real CausalTime data PRCD-MAP exploits informative LLM priors (LLM-prior gain $+0.067/+0.089$ AUROC on AQI/Medical over a no-prior PRCD-MAP backbone; combined backbone+prior lead $+0.123/+0.043$ over PCMCI+), auto-attenuates on the anonymous-variable Traffic stress test, and retains a lead at $d{=}300$ ; against BayesDAG, the closest soft-Bayesian baseline, PRCD-MAP wins on every CausalTime dataset under a matched $W_0$ -only protocol. A four-way ablation isolates each component: EB calibration and MLP trust propagation jointly carry the plurality of the gain, with positive sign on every dataset. Extensions to nonlinear (NAM) and cross-sectional settings show the calibrated-trust principle is setting-agnostic.

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