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arXiv 1702.03530math.STstat.TH
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基于贪婪置换的因果推理算法的一致性保证

Consistency Guarantees for Greedy Permutation-Based Causal Inference Algorithms

Liam Solus, Yuhao Wang, Caroline Uhler

摘要:

有向无环图模型(DAG模型)被广泛用于表示复杂的因果系统。由于从数据中学习这种模型的基本任务是NP难的,标准方法是在有向无圈图或有向无圈图的马尔可夫等价类的空间上进行贪婪搜索。由于$p$节点上的有向无圈图的空间和马尔可夫等价类的相关空间都比置换的空间大得多,因此需要考虑基于置换的贪婪搜索。在这里,我们提供了第一个一致性保证,统一的和高维的,一个贪婪的基于置换的搜索。这种搜索对应于一个类似单纯形的算法操作的permutohedron,称为DAG associahedron的子多面体的边图。这个多面体中的每个顶点都与一个有向无圈图相关联,因此与一个符合有向无圈图排序的排列集合相关联。在多面体的边缘上执行行走,最大化相关联的有向无圈图的稀疏性。我们通过模拟和真实的数据表明,这种排列搜索与目前的方法是有竞争力的。

英文摘要:

Directed acyclic graphical models, or DAG models, are widely used to represent complex causal systems. Since the basic task of learning such a model from data is NP-hard, a standard approach is greedy search over the space of directed acyclic graphs or Markov equivalence classes of directed acyclic graphs. As the space of directed acyclic graphs on $p$ nodes and the associated space of Markov equivalence classes are both much larger than the space of permutations, it is desirable to consider permutation-based greedy searches. Here, we provide the first consistency guarantees, both uniform and high-dimensional, of a greedy permutation-based search. This search corresponds to a simplex-like algorithm operating over the edge-graph of a sub-polytope of the permutohedron, called a DAG associahedron. Every vertex in this polytope is associated with a directed acyclic graph, and hence with a collection of permutations that are consistent with the directed acyclic graph ordering. A walk is performed on the edges of the polytope maximizing the sparsity of the associated directed acyclic graphs. We show via simulated and real data that this permutation search is competitive with current approaches.

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