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Supplement to: A Bayesian approach to constraint based . . .
This article contains additional results and proofs related to §3.3 'Unfaithful inference: DAGs vs. MAGs' in the UAI-2012 submission 'A Bayesian Approach to Constraint Based Causal Inference'
Ancestral Causal Inference
Constraint-based causal discovery from limited data is a notoriously
difficult challenge due to the many borderline independence test decisions.
Several approaches to improve the reliability of the predictions by exploiting
redundancy in the independence information have been proposed recently. Though
promising, existing approaches can still be greatly improved in terms of
accuracy and scalability. We present a novel method that reduces the
combinatorial explosion of the search space by using a more coarse-grained
representation of causal information, drastically reducing computation time.
Additionally, we propose a method to score causal predictions based on their
confidence. Crucially, our implementation also allows one to easily combine
observational and interventional data and to incorporate various types of
available background knowledge. We prove soundness and asymptotic consistency
of our method and demonstrate that it can outperform the state-of-the-art on
synthetic data, achieving a speedup of several orders of magnitude. We
illustrate its practical feasibility by applying it on a challenging protein
data set.Comment: In Proceedings of Advances in Neural Information Processing Systems
29 (NIPS 2016
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