Generating Realistic Tabular Data with Large Language Models

While most generative models show achievements in image data generation, few are developed for tabular data generation. Recently, due to success of large language models (LLM) in diverse tasks, they have also been used for tabular data generation. However, these methods do not capture the correct correlation between the features and the target variable, hindering their applications in downstream predictive tasks. To address this problem, we propose a LLM-based method with three important improvements to correctly capture the ground-truth feature-class correlation in the real data. First, we propose a novel permutation strategy for the input data in the fine-tuning phase. Second, we propose a feature-conditional sampling approach to generate synthetic samples. Finally, we generate the labels by constructing prompts based on the generated samples to query our fine-tuned LLM. Our extensive experiments show that our method significantly outperforms 10 SOTA baselines on 20 datasets in downstream tasks. It also produces highly realistic synthetic samples in terms of quality and diversity. More importantly, classifiers trained with our synthetic data can even compete with classifiers trained with the original data on half of the benchmark datasets, which is a significant achievement in tabular data generation.

ALIAS: DAG Learning with Efficient Unconstrained Policies

Recently, reinforcement learning (RL) has proved a promising alternative for conventional local heuristics in score-based approaches to learning directed acyclic causal graphs (DAGs) from observational data. However, the intricate acyclicity constraint still challenges the efficient exploration of the vast space of DAGs in existing methods. In this study, we introduce ALIAS (reinforced dAg Learning wIthout Acyclicity conStraints), a novel approach to causal discovery powered by the RL machinery. Our method features an efficient policy for generating DAGs in just a single step with an optimal quadratic complexity, fueled by a novel parametrization of DAGs that directly translates a continuous space to the space of all DAGs, bypassing the need for explicitly enforcing acyclicity constraints. This approach enables us to navigate the search space more effectively by utilizing policy gradient methods and established scoring functions. In addition, we provide compelling empirical evidence for the strong performance of ALIAS in comparison with state-of-the-arts in causal discovery over increasingly difficult experiment conditions on both synthetic and real datasets.

Enabling Causal Discovery in Post-Nonlinear Models with Normalizing Flows

Post-nonlinear (PNL) causal models stand out as a versatile and adaptable framework for modeling intricate causal relationships. However, accurately capturing the invertibility constraint required in PNL models remains challenging in existing studies. To address this problem, we introduce CAF-PoNo (Causal discovery via Normalizing Flows for Post-Nonlinear models), harnessing the power of the normalizing flows architecture to enforce the crucial invertibility constraint in PNL models. Through normalizing flows, our method precisely reconstructs the hidden noise, which plays a vital role in cause-effect identification through statistical independence testing. Furthermore, the proposed approach exhibits remarkable extensibility, as it can be seamlessly expanded to facilitate multivariate causal discovery via causal order identification, empowering us to efficiently unravel complex causal relationships. Extensive experimental evaluations on both simulated and real datasets consistently demonstrate that the proposed method outperforms several state-of-the-art approaches in both bivariate and multivariate causal discovery tasks.

Scalable Variational Causal Discovery Unconstrained by Acyclicity

Bayesian causal discovery offers the power to quantify epistemic uncertainties among a broad range of structurally diverse causal theories potentially explaining the data, represented in forms of directed acyclic graphs (DAGs). However, existing methods struggle with efficient DAG sampling due to the complex acyclicity constraint. In this study, we propose a scalable Bayesian approach to effectively learn the posterior distribution over causal graphs given observational data thanks to the ability to generate DAGs without explicitly enforcing acyclicity. Specifically, we introduce a novel differentiable DAG sampling method that can generate a valid acyclic causal graph by mapping an unconstrained distribution of implicit topological orders to a distribution over DAGs. Given this efficient DAG sampling scheme, we are able to model the posterior distribution over causal graphs using a simple variational distribution over a continuous domain, which can be learned via the variational inference framework. Extensive empirical experiments on both simulated and real datasets demonstrate the superior performance of the proposed model compared to several state-of-the-art baselines.

Variational Flow Models: Flowing in Your Style

We introduce a variational inference interpretation for models of "posterior flows" - generalizations of "probability flows" to a broader class of stochastic processes not necessarily diffusion processes. We coin the resulting models as "Variational Flow Models". Additionally, we propose a systematic training-free method to transform the posterior flow of a "linear" stochastic process characterized by the equation Xt = at * X0 + st * X1 into a straight constant-speed (SC) flow, reminiscent of Rectified Flow. This transformation facilitates fast sampling along the original posterior flow without training a new model of the SC flow. The flexibility of our approach allows us to extend our transformation to inter-convert two posterior flows from distinct "linear" stochastic processes. Moreover, we can easily integrate high-order numerical solvers into the transformed SC flow, further enhancing sampling accuracy and efficiency. Rigorous theoretical analysis and extensive experimental results substantiate the advantages of our framework.

Root Cause Explanation of Outliers under Noisy Mechanisms

Identifying root causes of anomalies in causal processes is vital across disciplines. Once identified, one can isolate the root causes and implement necessary measures to restore the normal operation. Causal processes are often modelled as graphs with entities being nodes and their paths/interconnections as edge. Existing work only consider the contribution of nodes in the generative process, thus can not attribute the outlier score to the edges of the mechanism if the anomaly occurs in the connections. In this paper, we consider both individual edge and node of each mechanism when identifying the root causes. We introduce a noisy functional causal model to account for this purpose. Then, we employ Bayesian learning and inference methods to infer the noises of the nodes and edges. We then represent the functional form of a target outlier leaf as a function of the node and edge noises. Finally, we propose an efficient gradient-based attribution method to compute the anomaly attribution scores which scales linearly with the number of nodes and edges. Experiments on simulated datasets and two real-world scenario datasets show better anomaly attribution performance of the proposed method compared to the baselines. Our method scales to larger graphs with more nodes and edges.

Robust Estimation of Causal Heteroscedastic Noise Models

Distinguishing the cause and effect from bivariate observational data is the foundational problem that finds applications in many scientific disciplines. One solution to this problem is assuming that cause and effect are generated from a structural causal model, enabling identification of the causal direction after estimating the model in each direction. The heteroscedastic noise model is a type of structural causal model where the cause can contribute to both the mean and variance of the noise. Current methods for estimating heteroscedastic noise models choose the Gaussian likelihood as the optimization objective which can be suboptimal and unstable when the data has a non-Gaussian distribution. To address this limitation, we propose a novel approach to estimating this model with Student's $t$-distribution, which is known for its robustness in accounting for sampling variability with smaller sample sizes and extreme values without significantly altering the overall distribution shape. This adaptability is beneficial for capturing the parameters of the noise distribution in heteroscedastic noise models. Our empirical evaluations demonstrate that our estimators are more robust and achieve better overall performance across synthetic and real benchmarks.

Domain Generalisation via Risk Distribution Matching

We propose a novel approach for domain generalisation (DG) leveraging risk distributions to characterise domains, thereby achieving domain invariance. In our findings, risk distributions effectively highlight differences between training domains and reveal their inherent complexities. In testing, we may observe similar, or potentially intensifying in magnitude, divergences between risk distributions. Hence, we propose a compelling proposition: Minimising the divergences between risk distributions across training domains leads to robust invariance for DG. The key rationale behind this concept is that a model, trained on domain-invariant or stable features, may consistently produce similar risk distributions across various domains. Building upon this idea, we propose Risk Distribution Matching (RDM). Using the maximum mean discrepancy (MMD) distance, RDM aims to minimise the variance of risk distributions across training domains. However, when the number of domains increases, the direct optimisation of variance leads to linear growth in MMD computations, resulting in inefficiency. Instead, we propose an approximation that requires only one MMD computation, by aligning just two distributions: that of the worst-case domain and the aggregated distribution from all domains. Notably, this method empirically outperforms optimising distributional variance while being computationally more efficient. Unlike conventional DG matching algorithms, RDM stands out for its enhanced efficacy by concentrating on scalar risk distributions, sidestepping the pitfalls of high-dimensional challenges seen in feature or gradient matching. Our extensive experiments on standard benchmark datasets demonstrate that RDM shows superior generalisation capability over state-of-the-art DG methods.

Differentiable Bayesian Structure Learning with Acyclicity Assurance

Score-based approaches in the structure learning task are thriving because of their scalability. Continuous relaxation has been the key reason for this advancement. Despite achieving promising outcomes, most of these methods are still struggling to ensure that the graphs generated from the latent space are acyclic by minimizing a defined score. There has also been another trend of permutation-based approaches, which concern the search for the topological ordering of the variables in the directed acyclic graph in order to limit the search space of the graph. In this study, we propose an alternative approach for strictly constraining the acyclicty of the graphs with an integration of the knowledge from the topological orderings. Our approach can reduce inference complexity while ensuring the structures of the generated graphs to be acyclic. Our empirical experiments with simulated and real-world data show that our approach can outperform related Bayesian score-based approaches.

Heteroscedastic Causal Structure Learning

Heretofore, learning the directed acyclic graphs (DAGs) that encode the cause-effect relationships embedded in observational data is a computationally challenging problem. A recent trend of studies has shown that it is possible to recover the DAGs with polynomial time complexity under the equal variances assumption. However, this prohibits the heteroscedasticity of the noise, which allows for more flexible modeling capabilities, but at the same time is substantially more challenging to handle. In this study, we tackle the heteroscedastic causal structure learning problem under Gaussian noises. By exploiting the normality of the causal mechanisms, we can recover a valid causal ordering, which can uniquely identify the causal DAG using a series of conditional independence tests. The result is HOST (Heteroscedastic causal STructure learning), a simple yet effective causal structure learning algorithm that scales polynomially in both sample size and dimensionality. In addition, via extensive empirical evaluations on a wide range of both controlled and real datasets, we show that the proposed HOST method is competitive with state-of-the-art approaches in both the causal order learning and structure learning problems.