arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2006.05554cs.LGstat.ML

Causal Discovery from Incomplete Data using An Encoder and Reinforcement Learning

University of Sydney(悉尼大学);University of Technology Sydney(悉尼科技大学);Ingham Institute(英厄姆研究所)

Xiaoshui Huang, Fujin Zhu, Lois Holloway, Ali Haidar

英文摘要:

Discovering causal structure among a set of variables is a fundamental problem in many domains. However, state-of-the-art methods seldom consider the possibility that the observational data has missing values (incomplete data), which is ubiquitous in many real-world situations. The missing value will significantly impair the performance and even make the causal discovery algorithms fail. In this paper, we propose an approach to discover causal structures from incomplete data by using a novel encoder and reinforcement learning (RL). The encoder is designed for missing data imputation as well as feature extraction. In particular, it learns to encode the currently available information (with missing values) into a robust feature representation which is then used to determine where to search the best graph. The encoder is integrated into a RL framework that can be optimized using the actor-critic algorithm. Our method takes the incomplete observational data as input and generates a causal structure graph. Experimental results on synthetic and real data demonstrate that our method can robustly generate causal structures from incomplete data. Compared with the direct combination of data imputation and causal discovery methods, our method performs generally better and can even obtain a performance gain as much as 43.2%.

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