Sophisticated Merging Over Random Partitions: A Scalable and Robust Causal Discovery Approach

Scalable causal discovery is an essential technology to a wide spectrum of applications, including biomedical studies and social network evolution analysis. To tackle the difficulty of high dimensionality, a number of solutions are proposed in the literature, generally dividing the original variable domain into smaller subdomains by computation intensive partitioning strategies. These approaches usually suffer significant structural errors when the partitioning strategies fail to recognize true causal edges across the output subdomains. Such a structural error accumulates quickly with the growing depth of recursive partitioning, due to the lack of correction mechanism over causally connected variables when they are wrongly divided into two subdomains, finally jeopardizing the robustness of the integrated results. This paper proposes a completely different strategy to solve the problem, powered by a lightweight random partitioning scheme together with a carefully designed merging algorithm over results from the random partitions. Based on the randomness properties of the partitioning scheme, we design a suite of tricks for the merging algorithm, in order to support propagation-based significance enhancement, maximal acyclic subgraph causal ordering, and order-sensitive redundancy elimination. Theoretical studies as well as empirical evaluations verify the genericity, effectiveness, and scalability of our proposal on both simulated and real-world causal structures when the scheme is used in combination with a variety of causal solvers known effective on smaller domains.