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arXiv 2306.06409stat.MLcs.LG
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函数型因果贝叶斯优化

Functional Causal Bayesian Optimization

University of Oxford(牛津大学);The Alan Turing Institute(艾伦·图灵研究所);DeepMind(深度思维)

Limor Gultchin, Virginia Aglietti, Alexis Bellot, Silvia Chiappa

AI总结:

该研究提出函数型因果贝叶斯优化fCBO,拓展CBO家族支持函数型干预,用再生核希尔伯特空间输入的高斯过程建模以实现序列函数选择,给出相关图形准则,并在合成与真实因果图中验证了方法优势。

摘要:

我们提出函数型因果贝叶斯优化(functional causal Bayesian optimization,fCBO),这是一种在已知因果图中寻找能优化目标变量的干预措施的方法。fCBO拓展了CBO方法家族,支持函数型干预——即将某个变量设为图中其他变量的确定性函数。fCBO使用输入定义在再生核希尔伯特空间中的高斯过程对未知目标建模,从而能够计算向量值函数之间的距离。相应地,这使得算法可以通过最大化期望改进采集泛函来依次选择待探索的函数,同时保持标准贝叶斯优化(BO)设置典型的计算易处理性。我们提出了图形化准则,明确了何时考虑函数型干预能获得更优的目标效应,以及所选干预在何种条件下对条件目标效应也具有最优性。我们在一个合成因果图和一个真实世界因果图中验证了该方法的优势。

英文摘要:

We propose functional causal Bayesian optimization (fCBO), a method for finding interventions that optimize a target variable in a known causal graph. fCBO extends the CBO family of methods to enable functional interventions, which set a variable to be a deterministic function of other variables in the graph. fCBO models the unknown objectives with Gaussian processes whose inputs are defined in a reproducing kernel Hilbert space, thus allowing to compute distances among vector-valued functions. In turn, this enables to sequentially select functions to explore by maximizing an expected improvement acquisition functional while keeping the typical computational tractability of standard BO settings. We introduce graphical criteria that establish when considering functional interventions allows attaining better target effects, and conditions under which selected interventions are also optimal for conditional target effects. We demonstrate the benefits of the method in a synthetic and in a real-world causal graph.

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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