Fast Nonparametric Conditional Independence Testing via Two-Stage Regression
Constraint-based causal discovery relies on repeated conditional independence tests, but fast nonparametric tests often sacrifice calibration, especially when variables depend on the conditioning set through nonlinear relationships. We introduce BLITZ (Broad-to-Local Independence Testing via residualiZation), a nonparametric conditional independence test designed to run well under a second while maintaining the accuracy needed for the thousands of queries performed by constraint-based causal discovery algorithms. BLITZ first removes broad smooth dependence on the conditioning set using low-order polynomial regression, then applies a small nonlinear feature map and residualizes those featu...
| Authors | Eric V. Strobl |
|---|---|
| Primary category | stat.ML |
| Published | 16 June 2026 |
| Last updated at source | 20 June 2026 |
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