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arXiv 2102.03129cs.LGmath.OC
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隐变量条件下因果结构学习的可编程算法

Integer Programming for Causal Structure Learning in the Presence of Latent Variables

University of Wisconsin-Madison(威斯康星大学麦迪逊分校);IBM Research(IBM研究院)

Rui Chen, Sanjeeb Dash, Tian Gao

摘要:

寻找一个表示变量之间因果关系的祖先无环有向混合图(ADMG)是因果推理研究的一个重要领域。现有的基于得分的结构学习方法大多集中在学习无潜变量的有向无环图(DAG)模型。最近提出了一些基于分数的方法用于ADMG学习,但它们本质上是启发式的,并且不能保证最优解。我们提出了一种新的精确的分数为基础的方法,解决了整数规划(IP)制定和返回一组连续变量,遵循多元高斯分布的分数最大化祖先ADMG。我们推广了DAG学习问题的最新IP模型,并推导出新的有效不等式类,以制定ADMG学习的IP模型。从经验上讲,我们的模型可以有效地解决中等规模的问题,并实现更好的精度比国家的最先进的基于分数的方法,以及基准约束为基础的方法。

英文摘要:

The problem of finding an ancestral acyclic directed mixed graph (ADMG) that represents the causal relationships between a set of variables is an important area of research on causal inference. Most existing score-based structure learning methods focus on learning directed acyclic graph (DAG) models without latent variables. A number of score-based methods have recently been proposed for the ADMG learning, yet they are heuristic in nature and do not guarantee an optimal solution. We propose a novel exact score-based method that solves an integer programming (IP) formulation and returns a score-maximizing ancestral ADMG for a set of continuous variables that follow a multivariate Gaussian distribution. We generalize the state-of-the-art IP model for DAG learning problems and derive new classes of valid inequalities to formulate an IP model for ADMG learning. Empirically, our model can be solved efficiently for medium-sized problems and achieves better accuracy than state-of-the-art score-based methods as well as benchmark constraint-based methods.

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