Causal discovery with latent confounding is particularly challenging, but a common setting in real-world data. In this work, we focus on linear causal models with latent confounding, represented by acyclic directed mixed graphs (ADMGs). Existing methods that fully identify ADMGs typically assume non-Gaussianity or graphical constraints, such as bow-freeness. In contrast, we propose Linear ADMG Learning (LinADMG), a framework for learning ADMGs for linear causal models through identifiable representation learning. Rather than relying on non-Gaussianity or bow-freeness, LinADMG leverages multi-domain settings to identify the noise variables. We show that the identifiability of the noise variables is sufficient for recovering all direct causal relations, and that, under an additional latent-confounding no-cancellation condition, LinADMG can identify the whole ADMG. We implement LinADMG with four identifiable representation learning approaches from the literature and validate the methods on simulated and semisynthetic datasets.
Figures & tables
Figure 1: Overview of LiNGAM and LinADMG (our method) pipelines. LiNGAM applies ICA to the observed data X to estimate independent non-Gaussian noise variable Z , from which it infers the directed edge set E→ of a DAG. LinADMG replaces ICA with any appropriate IRL/CRL on a multi-domain dataset Xτ with domain index τ to estimate dependent noise variable Zτ without specific parametric assumptions on the noise variables, and thereby enabling the additional recovery of bidirected edges E↔τ representing latent confounding.
Figure 2: Examples showing that Asm. 4.2 and bow-freeness/faithfulness capture different properties. (a) X1 and X2 share the latent parent U1 while X1→X2 , resulting a violation of bow-freeness. Nevertheless, the latent confounding is detectable by the dependency of noise variables, so Asm. 4.2 holds. (b) Conversely, bow-freeness and faithfulness do not guarantee Asm. 4.2 . Let U1 and U2 be independent Gaussian variables with equal variance. The resulting composite noise terms are Z1=U1+U2 and Z2=U1−U2 , so Cov(Z1,Z2)=0 and hence Z1⊥⊥Z2 , despite the existence of X1 and X2 as they share latent confounders.
Figure 3: Estimation of the directed (left) and bidirected (right) edges of the ground-truth ADMG under four DGPs listed above. Bars report means over 20 random seeds, with 95% confidence intervals. Warm colors are the proposed LinADMG- methods, while hatched cold colors are baselines. The top row reports F1 score ( ↑ ), and the bottom row reports SHD ( ↓ ). LiNGAM does not infer bidirected edges and is therefore omitted.
SCM
Latent
Method
Directed F1
Bidirected F1
Nonlinear
n1
-diagGMM
.020±.000
.004±.000
-MuDoNLL
.074±.000
.004±.000
Nonlinear
n1 + 50% n2
-diagGMM
.000±.000
.554±.000
-MuDoNLL
.085±.000
.576±.000
Linear
n1 + 50% n2
-diagGMM
.508±.020
.800±.009
-MuDoNLL
.147±.031
.554±.024
Table 1: Average F1 scores ± standard deviation over 5 random seeds across different versions of causalAssembly with latent confounding with linear/nonlinear SCM and latent confounding settings.
Table 2: Hyperparameters used in the experiments for all methods and baselines.
Figure 4: True vs. estimated directed-edge weights by LinADMG-MuDoNLL under multi-domain scalings DGP.
Setting
Value
LinADMG-MuDoNLL
LiNGAM
BANG
DCD
RCD
Directed edges
Dimension
n
5
0.927 ± 0.125
0.943 ± 0.107
0.000 ± 0.000
0.156 ± 0.139
0.197 ± 0.173
n
10
0.883 ± 0.196
0.815 ± 0.096
0.005 ± 0.021
0.078 ± 0.073
0.064 ± 0.083
n
20
0.854 ± 0.280
0.754 ± 0.069
0.005 ± 0.015
0.026 ± 0.034
0.033 ± 0.038
Number of domains
Appendix
Table 3: MD-Scalings results: average F1 ± standard deviation over 20 random seeds. The varying parameter and the best method in each row are shown in bold.
Setting
Value
LinADMG-MuDoNLL
LiNGAM
BANG
DCD
RCD
Directed edges
Dimension
n
5
1.300 ± 2.227
1.100 ± 2.075
10.050 ± 0.224
9.900 ± 1.518
8.850 ± 1.089
n
10
4.500 ± 5.708
9.300 ± 5.859
20.000 ± 0.324
21.050 ± 1.849
19.450 ± 0.999
n
20
8.750 ± 12.586
26.550 ± 10.560
40.100 ± 0.447
42.850 ± 2.207
39.450 ± 0.759
Number of domains
Appendix
Table 4: MD-Scalings results: average SHD ± standard deviation over 20 random seeds. The varying parameter and the best method in each row are shown in bold.
Setting
Value
LinADMG-diagGMM
LiNGAM
BANG
DCD
RCD
Directed edges
Dimension
n
5
0.873 ± 0.157
0.617 ± 0.193
0.000 ± 0.000
0.146 ± 0.132
0.148 ± 0.171
n
10
0.817 ± 0.100
0.495 ± 0.128
0.062 ± 0.100
0.135 ± 0.083
0.141 ± 0.091
n
20
0.743 ± 0.081
0.375 ± 0.058
–
–
0.134 ± 0.093
Sample size
Appendix
Table 5: Diag-GMMs results: average F1 ± standard deviation over 20 random seeds. The varying parameter and the best method in each row are shown in bold.
Setting
Value
LinADMG-diagGMM
LiNGAM
BANG
DCD
RCD
Directed edges
Dimension
n
5
2.200 ± 2.546
7.550 ± 3.720
10.000 ± 0.000
9.950 ± 1.432
9.800 ± 1.508
n
10
7.650 ± 3.897
30.300 ± 8.417
20.350 ± 1.599
21.200 ± 1.989
22.000 ± 2.026
n
20
24.800 ± 9.339
114.450 ± 18.715
–
–
48.450 ± 4.548
Sample size
Appendix
Table 6: Diag-GMMs results: average SHD ± standard deviation over 20 random seeds. The varying parameter and the best method in each row are shown in bold.
Setting
Value
LinADMG-SP
LiNGAM
BANG
DCD
RCD
Directed edges
Dimension
n
5
0.746 ± 0.242
0.980 ± 0.052
0.000 ± 0.000
0.156 ± 0.139
0.350 ± 0.177
n
10
0.724 ± 0.224
0.838 ± 0.051
0.010 ± 0.029
0.076 ± 0.078
0.427 ± 0.179
n
20
0.557 ± 0.149
0.750 ± 0.072
0.000 ± 0.000
0.019 ± 0.023
0.532 ± 0.112
Number of domains
Appendix
Table 7: UP-Observations results: average F1 ± standard deviation over 20 random seeds. The varying parameter and the best method in each row are shown in bold.
Setting
Value
LinADMG-SP
LiNGAM
BANG
DCD
RCD
Directed edges
Dimension
n
5
4.400 ± 4.309
0.400 ± 1.046
10.000 ± 0.000
9.800 ± 1.361
7.750 ± 1.251
n
10
11.500 ± 8.930
7.750 ± 2.751
20.000 ± 0.459
20.600 ± 1.930
15.300 ± 3.373
n
20
39.650 ± 12.032
27.650 ± 12.398
40.200 ± 0.410
41.450 ± 1.395
27.400 ± 4.358
Number of domains
Appendix
Table 8: UP-Observations results: average SHD ± standard deviation over 20 random seeds. The varying parameter and the best method in each row are shown in bold.
Setting
Value
LinADMG-UMNI
LiNGAM
BANG
DCD
RCD
Directed edges
Dimension
n
5
0.994 ± 0.025
0.960 ± 0.082
0.000 ± 0.000
0.209 ± 0.126
0.000 ± 0.000
n
10
0.601 ± 0.366
0.821 ± 0.069
0.000 ± 0.000
0.058 ± 0.071
0.000 ± 0.000
n
20
–
0.705 ± 0.083
0.002 ± 0.011
0.019 ± 0.028
0.000 ± 0.000
Number of domains
Appendix
Table 9: UMN-Hard Interventions results: average F1 ± standard deviation over 20 random seeds. The varying parameter and the best method in each row are shown in bold.
Setting
Value
LinADMG-UMNI
LiNGAM
BANG
DCD
RCD
Directed edges
Dimension
n
5
0.100 ± 0.447
0.800 ± 1.642
10.000 ± 0.000
9.450 ± 1.146
10.000 ± 0.000
n
10
12.200 ± 9.350
8.850 ± 4.069
20.100 ± 0.308
20.650 ± 1.663
20.050 ± 0.224
n
20
–
34.250 ± 14.407
40.000 ± 0.324
41.050 ± 1.731
40.000 ± 0.000
Number of domains
Appendix
Table 10: UMN-Hard Interventions results: average SHD ± standard deviation over 20 random seeds. The varying parameter and the best method in each row are shown in bold.
Setting
Value
F1
SHD
LinADMG-diagGMM
VaDE-linear
LinADMG-diagGMM
VaDE-linear
Directed edges
Dimension
n
5
0.873 ± 0.157
0.421 ± 0.175
2.200 ± 2.546
8.700 ± 2.342
n
10
0.817 ± 0.100
0.254 ± 0.112
7.650 ± 3.897
26.050 ± 3.900
n
20
0.743 ± 0.081
0.144 ± 0.043
24.800 ± 9.339
68.000 ± 4.702
Appendix
Table 11: Diag-GMMs results: average F1 and SHD ± standard deviation over 20 random seeds. The varying parameter and the best method for each metric in each row are shown in bold.
Setting
Value
F1
SHD
MuDo-NLL
MuDo-Cov
MuDo-NLL
MuDo-Cov
Directed edges
Dimension
n
5
0.927 ± 0.125
0.736 ± 0.182
1.300 ± 2.227
4.650 ± 2.925
n
10
0.883 ± 0.196
0.821 ± 0.076
4.500 ± 5.708
7.900 ± 3.227
n
20
0.854 ± 0.280
0.676 ± 0.261
8.750 ± 12.586
27.400 ± 15.091
Appendix
Table 12: Multi-domain Scalings results: average F1 and SHD ± standard deviation over 20 random seeds. The varying parameter and the best method for each metric in each row are shown in bold.
Figure 5: PAG recovery performance of LinADMG-MuDoNLL , LinADMG-diagGMM , LinADMG-UMNI , LinADMG-SP and FCI across four data-generating processes. The estimated and ground-truth ADMGs are converted to PAGs before evaluation, while FCI is evaluated using its native PAG output. The three panels report skeleton, arrowhead, and tail F1 scores. Bars show the mean and error bars indicate one standard deviation over 20 seeds. All experiments use n=10,N=5000,T=n,kX=2,kU=0.5 .
Figure 6: Comparison of ADMG estimation performance across the 20 method-DGP configurations shared by the original Gaussian-ADMG study and the bow-free exponential-noise study (20 seeds per configuration). Translucent bars show the mean for the original study as in Fig. 3 , while box plots show the bow-free study. Filled markers denote bow-free means: squares for LinADMG- methods and circles for baselines. LiNGAM is omitted from bidirected panels because it does not estimate bidirected edges.
Causal discovery with nonlinear mechanisms and latent confounders remains challenging. Existing methods often rely on either linear assumptions or causal sufficiency, limiting their applicability. We propose an MDL-based causal discovery framework that explicitly accounts for latent confounders while allowing flexible nonlinear mechanisms by minimizing the luckiness normalized maximum likelihood (LNML) code-length. The causal relationship between each variable pair is determined by selecting the shortest code-length of the causal model, and we introduce the notion of Δ-pseudo-collinearity to identify dependencies induced by latent confounders. Based on these ideas, we develop a greedy algorithm, termed Pseudo-Collinearity Guided Causal Discovery (PCG-CD). Experiments on synthetic and real-world datasets demonstrate that the proposed method accurately recovers directed causal relationships and effectively detects latent confounders.
Zhongyi Que, Shin Matsushima, Kenji Yamanishi
Graduate School of Information Science and Technology, The University of Tokyo, Tokyo, Japan · Graduate School of Arts and Sciences, The University of Tokyo, Tokyo, Japan
Causal discovery aims to recover causal relationships from observed data. In various fields, exploring causal relationships among variables remains an important topic, but this task becomes challenging due to the existence of latent confounders. Ignoring such confounders can lead to false associations and incorrect edge directions. In this paper, we study the linear structural equation model with latent confounders. We propose an algorithm that iteratively identifies terminal (observed) nodes and reconstructs the directed acyclic graph of the observed variables. To do this, we recover the precision matrix of the observed variables as a sparse plus low-rank matrix: a sparse matrix captures the conditional dependencies among observed variables, while a low-rank matrix captures the combined influence of a few latent confounders. We establish that for p observed variables, r latent confounders and s edges, our procedure correctly identifies the directed causal relationship among observed variables, for n≳max{slogp,rp} samples. Experimental results validate our theoretical contributions.
Recovering the exact directed acyclic graph (DAG) in linear non-Gaussian acyclic models with latent confounders (LvLiNGAM) remains a challenging problem. Although LvLiNGAM is identifiable only up to an observational equivalence class, each equivalence class is characterized by a unique sparsest DAG. Recovering the sparsest DAG from finite samples, however, remains difficult. Although existing methods are asymptotically consistent, they do not provide an explicit finite-sample procedure for recovering the unique sparsest DAG, nor do they handle models with an arbitrary number of latent confounders. In this paper, we propose a finite-sample method for recovering the sparsest DAG without imposing any restriction on the number of latent confounders. Simulation studies and real-data analyses demonstrate that the proposed method achieves superior finite-sample performance compared with existing approaches.
Ming Cai, Hisayuki Hara
Graduate School of Informatics, Kyoto University, Kyoto, Japan · Institute for Liberal Arts and Sciences, Kyoto University, Kyoto, Japan