arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2005.00610math.STcs.AIcs.LGstat.TH
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在存在环的情况下使用部分祖先图进行基于约束的因果发现

Constraint-Based Causal Discovery using Partial Ancestral Graphs in the presence of Cycles

Korteweg-de Vries Institute(科特韦格-德弗里斯研究所);University of Amsterdam(阿姆斯特丹大学);Institute for Computing and Information Sciences(计算与信息科学研究所);Radboud University Nijmegen(拉德堡德大学奈梅亨分校)

Joris M. Mooij, Tom Claassen

AI总结:

本文证明了FCI算法在处理含反馈环的观测数据时依然可靠且完备,能一致估计因果关系及特定环的缺失,并将该结论扩展至利用背景知识的因果发现算法。

摘要:

尽管已知反馈环在许多复杂系统中发挥着重要作用,但在大部分因果发现文献中,其存在被忽略了,因为系统通常从一开始就被假设为无环的。当把为无环环境设计的因果发现算法应用于由包含反馈的系统生成的数据时,人们不期望获得正确的结果。在这项工作中,我们展示了令人惊讶的是,Fast Causal Inference (FCI) 算法的输出是正确的,如果它被应用于由包含反馈的系统生成的观测数据。更具体地说,我们证明对于由简单且σ-忠实的Structural Causal Model (SCM) 生成的观测数据,FCI是可靠的且完备的,并且可用于一致地估计 SCM 因果图中的 存在与缺失,以及 特定环的缺失。我们将这些结果扩展到利用特定形式背景知识的基于约束的因果发现算法,包括因果充分环境(例如,PC 算法)和联合因果推断环境(例如,FCI-JCI 算法)。

英文摘要:

While feedback loops are known to play important roles in many complex systems, their existence is ignored in a large part of the causal discovery literature, as systems are typically assumed to be acyclic from the outset. When applying causal discovery algorithms designed for the acyclic setting on data generated by a system that involves feedback, one would not expect to obtain correct results. In this work, we show that -- surprisingly -- the output of the Fast Causal Inference (FCI) algorithm is correct if it is applied to observational data generated by a system that involves feedback. More specifically, we prove that for observational data generated by a simple and $σ$-faithful Structural Causal Model (SCM), FCI is sound and complete, and can be used to consistently estimate (i) the presence and absence of causal relations, (ii) the presence and absence of direct causal relations, (iii) the absence of confounders, and (iv) the absence of specific cycles in the causal graph of the SCM. We extend these results to constraint-based causal discovery algorithms that exploit certain forms of background knowledge, including the causally sufficient setting (e.g., the PC algorithm) and the Joint Causal Inference setting (e.g., the FCI-JCI algorithm).

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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