Abstract:Discovering causal relationships from observational data, particularly in the presence of latent variables, poses a challenging problem. While current local structure learning methods have proven effective and efficient when the focus lies solely on the local relationships of a target variable, they operate under the assumption of causal sufficiency. This assumption implies that all the common causes of the measured variables are observed, leaving no room for latent variables. Such a premise can be easily violated in various real-world applications, resulting in inaccurate structures that may adversely impact downstream tasks. In light of this, our paper delves into the primary investigation of locally identifying potential parents and children of a target from observational data that may include latent variables. Specifically, we harness the causal information from m-separation and V-structures to derive theoretical consistency results, effectively bridging the gap between global and local structure learning. Together with the newly developed stop rules, we present a principled method for determining whether a variable is a direct cause or effect of a target. Further, we theoretically demonstrate the correctness of our approach under the standard causal Markov and faithfulness conditions, with infinite samples. Experimental results on both synthetic and real-world data validate the effectiveness and efficiency of our approach.
Abstract:Empirical researchers and decision-makers spanning various domains frequently seek profound insights into the long-term impacts of interventions. While the significance of long-term outcomes is undeniable, an overemphasis on them may inadvertently overshadow short-term gains. Motivated by this, this paper formalizes a new framework for learning the optimal policy that effectively balances both long-term and short-term rewards, where some long-term outcomes are allowed to be missing. In particular, we first present the identifiability of both rewards under mild assumptions. Next, we deduce the semiparametric efficiency bounds, along with the consistency and asymptotic normality of their estimators. We also reveal that short-term outcomes, if associated, contribute to improving the estimator of the long-term reward. Based on the proposed estimators, we develop a principled policy learning approach and further derive the convergence rates of regret and estimation errors associated with the learned policy. Extensive experiments are conducted to validate the effectiveness of the proposed method, demonstrating its practical applicability.