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arXiv 2012.07513cs.AIcs.LGstat.ML
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一个单一的迭代步骤,用于随时发现因果关系

A Single Iterative Step for Anytime Causal Discovery

Intel Labs(英特尔实验室)

Raanan Y. Rohekar, Yaniv Gurwicz, Shami Nisimov, Gal Novik

摘要:

我们提出了一个健全的和完整的算法恢复因果图从观察到的,非干预性的数据,在潜在的混杂因素和选择偏差的可能存在。我们依赖于因果马尔可夫和忠诚的假设和恢复的等价类的基本因果图之间进行了一系列的条件独立性(CI)测试观察到的变量。我们提出了一个单步的迭代应用,这样的独立性和因果关系所产生的图形,在任何迭代后,是正确的,并成为更多的信息与连续的迭代。本质上,我们将CI条件集的大小与其到结果图上测试节点的距离联系起来。每次迭代通过执行条件集大于前一次迭代的CI测试来细化骨架和方向。在迭代中,CI测试的条件集由指定搜索距离内的节点构造,并且这些条件集的大小等于该搜索距离。然后,该算法迭代地增加搜索距离以及条件集的大小。因此,每次迭代都细化一个图,该图是由具有更小条件集的先前迭代恢复的-具有更高的统计能力。我们证明,我们的算法需要显着更少的CI测试和更小的条件集相比,FCI算法。这对于使用完美的CI oracle恢复真实的底层图和使用有限的观察数据准确估计图都是显而易见的。

英文摘要:

We present a sound and complete algorithm for recovering causal graphs from observed, non-interventional data, in the possible presence of latent confounders and selection bias. We rely on the causal Markov and faithfulness assumptions and recover the equivalence class of the underlying causal graph by performing a series of conditional independence (CI) tests between observed variables. We propose a single step that is applied iteratively, such that the independence and causal relations entailed from the resulting graph, after any iteration, is correct and becomes more informative with successive iteration. Essentially, we tie the size of the CI condition set to its distance from the tested nodes on the resulting graph. Each iteration refines the skeleton and orientation by performing CI tests having condition sets that are larger than in the preceding iteration. In an iteration, condition sets of CI tests are constructed from nodes that are within a specified search distance, and the sizes of these condition sets is equal to this search distance. The algorithm then iteratively increases the search distance along with the condition set sizes. Thus, each iteration refines a graph, that was recovered by previous iterations having smaller condition sets -- having a higher statistical power. We demonstrate that our algorithm requires significantly fewer CI tests and smaller condition sets compared to the FCI algorithm. This is evident for both recovering the true underlying graph using a perfect CI oracle, and accurately estimating the graph using limited observed data.

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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