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arXiv 1807.04010cs.LGstat.ML
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缺失数据情况下的因果发现

Causal Discovery in the Presence of Missing Data

KTH Royal Institute of Technology(瑞典皇家理工学院);Carnegie Mellon University(卡内基梅隆大学);Karolinska Institute(卡罗林斯卡学院);Microsoft Research(微软研究院)

Ruibo Tu, Kun Zhang, Paul Ackermann, Bo Christer Bertilson, Clark Glymour, Hedvig Kjellström, Cheng Zhang

摘要:

缺失数据在包括医疗保健在内的许多领域都是普遍存在的。当这些数据录入不是完全随机缺失时,观测数据中的(条件)独立关系可能与基础因果过程生成的完整数据中的独立关系不同。因此,简单地将现有的因果发现方法应用于观测数据可能会导致错误的结论。在本文中,我们的目标是开发一种因果发现方法,从遵循不同缺失机制的观测数据中恢复潜在的因果结构,包括完全随机缺失(MCAR),随机缺失(MAR)和非随机缺失(MNAR)。与missingness图表示的missingness机制,我们分析的条件下,需要额外的校正,以获得完整的数据中的条件独立/依赖关系。基于我们的分析,我们提出了连续和二进制变量的缺失值PC(MVPC)算法,它扩展了PC算法,将额外的校正。我们提出的MVPC在理论上给出渐近正确的结果,即使是MAR或MNAR的数据。在合成数据上的实验结果表明,该算法即使在一般的MNAR情况下也能找到正确的因果关系。此外,我们创建了一个神经性疼痛诊断模拟器,用于评估因果发现方法。在模拟神经病理性疼痛诊断记录和其他两个真实世界的应用程序上进行评估,MVPC优于其他基准方法。

英文摘要:

Missing data are ubiquitous in many domains including healthcare. When these data entries are not missing completely at random, the (conditional) independence relations in the observed data may be different from those in the complete data generated by the underlying causal process. Consequently, simply applying existing causal discovery methods to the observed data may lead to wrong conclusions. In this paper, we aim at developing a causal discovery method to recover the underlying causal structure from observed data that follow different missingness mechanisms, including missing completely at random (MCAR), missing at random (MAR), and missing not at random (MNAR). With missingness mechanisms represented by missingness graphs, we analyse conditions under which additional correction is needed to derive conditional independence/dependence relations in the complete data. Based on our analysis, we propose the Missing Value PC (MVPC) algorithm for both continuous and binary variables, which extends the PC algorithm to incorporate additional corrections. Our proposed MVPC is shown in theory to give asymptotically correct results even on data that are MAR or MNAR. Experimental results on synthetic data show that the proposed algorithm is able to find correct causal relations even in the general case of MNAR. Moreover, we create a neuropathic pain diagnostic simulator for evaluating causal discovery methods. Evaluated on such simulated neuropathic pain diagnosis records and the other two real world applications, MVPC outperforms the other benchmark methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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