PRCD-MAP: Learning How Much to Trust Imperfect Priors in Causal Discovery

arXiv stat.ML / 5/5/2026

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Key Points

  • The paper argues that external priors in causal discovery can be brittle when their reliability is unknown, and that current methods either ignore priors or apply them with globally uniform trust.
  • It introduces PRCD-MAP, which learns per-edge trust for imperfect priors and uses that trust to modulate a MAP objective via a prior-aware \(\ell_1\) penalty and a prior-weighted \(\ell_2\) regularizer.
  • Trust calibration is performed with empirical Bayes using a Laplace-approximated marginal likelihood, and trust is propagated through the prior graph using an MLP so that data-confirmed areas increase trust while contradictions decrease it.
  • The method is presented as having a population-level \(\varepsilon\)-safety guarantee (in expectation) and provably reverting to a no-prior baseline when priors are uninformative.
  • Experiments on CausalTime data report improved AUROC when informative priors are available, robustness to stress-test settings via auto-attenuation, and consistent gains over BayesDAG under a matched protocol, with ablations showing empirical Bayes calibration and MLP trust propagation as key contributors.

Abstract

External priors of unknown reliability create a brittle trade-off in causal discovery: blind trust amplifies errors, blind rejection wastes signal. Real priors are also \emph{heterogeneously} reliable -- physical laws are trustworthy, LLM-suggested edges are speculative -- yet existing methods either ignore priors or impose them through globally uniform trust. We propose \textbf{PRCD-MAP}, a soft prior-consumption layer that assigns \emph{per-edge} trust to an imperfect prior and uses it to modulate a prior-aware \ell_1 penalty and prior-weighted \ell_2 regularizer in a MAP objective. Trust is calibrated by empirical Bayes on a Laplace-approximated marginal likelihood and propagated along the prior graph by an MLP, so that data-confirmed neighborhoods boost trust and contradictions suppress it. PRCD-MAP enjoys a population-level safety guarantee: it is \varepsilon-safe in expectation over the prior-generation distribution, with \varepsilon = O(d^2/T) -- inheriting the oracle convergence rate. When the prior is uninformative, learned trust provably collapses to its floor and the method recovers a no-prior baseline. Empirically, on real CausalTime data PRCD-MAP exploits informative priors when present (+0.123 AUROC on AQI, +0.043 on Medical over PCMCI+), auto-attenuates on the anonymous-variable Traffic stress test, and retains a lead at d{=}300; against BayesDAG~\citep{annadani2023bayesdag} -- the closest soft-Bayesian baseline -- PRCD-MAP wins on every CausalTime dataset under a matched W_0-only protocol. A four-way ablation isolates each component: EB calibration and MLP trust propagation jointly carry the plurality of the gain, with positive sign on every dataset. Extensions to nonlinear (NAM) and cross-sectional settings show the calibrated-trust principle is setting-agnostic.