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arXiv · 2502.17030

Your Assumed DAG is Wrong and Here's How To Deal With It

Kirtan Padh·Zhufeng Li·Cecilia Casolo·Niki Kilbertus
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Abstract

Assuming a directed acyclic graph (DAG) that represents prior knowledge of causal relationships between variables is a common starting point for cause-effect estimation. Existing literature typically invokes hypothetical domain expert knowledge or causal discovery algorithms to justify this assumption. In practice, neither may propose a single DAG with high confidence. Domain experts are hesitant to rule out dependencies with certainty or have ongoing disputes about relationships; causal discovery often relies on untestable assumptions itself or only provides an equivalence class of DAGs and is commonly sensitive to hyperparameter and threshold choices. We propose an efficient, gradient-based optimization method that provides bounds for causal queries over a collection of causal graphs -- compatible with imperfect prior knowledge -- that may still be too large for exhaustive enumeration. Our bounds achieve good coverage and sharpness for causal queries such as average treatment effects in linear and non-linear synthetic settings as well as on real-world data. Our approach aims at providing an easy-to-use and widely applicable rebuttal to the valid critique of `What if your assumed DAG is wrong?'.

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Kirtan Padh, Zhufeng Li, Cecilia Casolo, Niki Kilbertus. 2025-03-10. Your Assumed DAG is Wrong and Here's How To Deal With It. https://arxiv.org/abs/2502.17030

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