arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2009.09176cs.LGstat.ML
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基于多域LiNGAM的潜在因素因果发现

Causal Discovery with Multi-Domain LiNGAM for Latent Factors

Guangdong University of Technology(广东工业大学);RIKEN(理化学研究所);Shiga University(滋贺大学);Pazhou Lab(琶洲实验室);Peking University(北京大学);Okayama University(冈山大学);Foshan University(佛山科学技术学院)

Yan Zeng, Shohei Shimizu, Ruichu Cai, Feng Xie, Michio Yamamoto, Zhifeng Hao

摘要:

从观测数据中发现潜在因素之间的因果结构是一个特别具有挑战性的问题。尽管针对这个问题做了一些努力,但现有的方法仅针对单域数据。在本文中,我们提出了多域线性非高斯非循环模型的潜在因素(MD-LiNA),其中的潜在因素之间的因果结构是共享的所有域,我们提供了它的识别结果。该模型丰富了多领域数据的因果表示。我们提出了一个综合的两阶段算法来估计模型。特别是,我们首先定位潜在的因素和估计的因素负载矩阵。然后,为了揭示共享潜在兴趣因素之间的因果结构,我们基于外部影响之间的独立关系以及多领域潜在因素与潜在兴趣因素之间的依赖关系的表征推导出评分函数。我们表明,所提出的方法提供了局部一致的估计。合成和真实世界的数据上的实验结果表明,我们的方法的有效性和鲁棒性。

英文摘要:

Discovering causal structures among latent factors from observed data is a particularly challenging problem. Despite some efforts for this problem, existing methods focus on the single-domain data only. In this paper, we propose Multi-Domain Linear Non-Gaussian Acyclic Models for Latent Factors (MD-LiNA), where the causal structure among latent factors of interest is shared for all domains, and we provide its identification results. The model enriches the causal representation for multi-domain data. We propose an integrated two-phase algorithm to estimate the model. In particular, we first locate the latent factors and estimate the factor loading matrix. Then to uncover the causal structure among shared latent factors of interest, we derive a score function based on the characterization of independence relations between external influences and the dependence relations between multi-domain latent factors and latent factors of interest. We show that the proposed method provides locally consistent estimators. Experimental results on both synthetic and real-world data demonstrate the efficacy and robustness of our approach.

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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