arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2002.12626stat.MLcs.LG

Causality and Robust Optimization

NEC corporation(日本电气股份有限公司)

Akihiro Yabe

英文摘要:

A decision-maker must consider cofounding bias when attempting to apply machine learning prediction, and, while feature selection is widely recognized as important process in data-analysis, it could cause cofounding bias. A causal Bayesian network is a standard tool for describing causal relationships, and if relationships are known, then adjustment criteria can determine with which features cofounding bias disappears. A standard modification would thus utilize causal discovery algorithms for preventing cofounding bias in feature selection. Causal discovery algorithms, however, essentially rely on the faithfulness assumption, which turn out to be easily violated in practical feature selection settings. In this paper, we propose a meta-algorithm that can remedy existing feature selection algorithms in terms of cofounding bias. Our algorithm is induced from a novel adjustment criterion that requires rather than faithfulness, an assumption which can be induced from another well-known assumption of the causal sufficiency. We further prove that the features added through our modification convert cofounding bias into prediction variance. With the aid of existing robust optimization technologies that regularize risky strategies with high variance, then, we are able to successfully improve the throughput performance of decision-making optimization, as is shown in our experimental results.

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。

↑