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Causal discovery through MAP selection of stratified chain event graphs
We introduce a subclass of chain event graphs that we call stratified chain event graphs, and present a dynamic programming algorithm for the optimal selection of such chain event graphs that maximizes a decomposable score derived from a complete independent sample. We apply the algorithm to such a dataset, with a view to deducing the causal structure of the variables under the hypothesis that there are no unobserved confounders. We show that the algorithm is suitable for small problems. Similarities with and differences to a dynamic programming algorithm for MAP learning of Bayesian networks are highlighted, as are the relations to causal discovery using Bayesian networks
Proceedings of the 3rd Workshop on Domain-Specific Language Design and Implementation (DSLDI 2015)
The goal of the DSLDI workshop is to bring together researchers and
practitioners interested in sharing ideas on how DSLs should be designed,
implemented, supported by tools, and applied in realistic application contexts.
We are both interested in discovering how already known domains such as graph
processing or machine learning can be best supported by DSLs, but also in
exploring new domains that could be targeted by DSLs. More generally, we are
interested in building a community that can drive forward the development of
modern DSLs. These informal post-proceedings contain the submitted talk
abstracts to the 3rd DSLDI workshop (DSLDI'15), and a summary of the panel
discussion on Language Composition
Network Inference via the Time-Varying Graphical Lasso
Many important problems can be modeled as a system of interconnected
entities, where each entity is recording time-dependent observations or
measurements. In order to spot trends, detect anomalies, and interpret the
temporal dynamics of such data, it is essential to understand the relationships
between the different entities and how these relationships evolve over time. In
this paper, we introduce the time-varying graphical lasso (TVGL), a method of
inferring time-varying networks from raw time series data. We cast the problem
in terms of estimating a sparse time-varying inverse covariance matrix, which
reveals a dynamic network of interdependencies between the entities. Since
dynamic network inference is a computationally expensive task, we derive a
scalable message-passing algorithm based on the Alternating Direction Method of
Multipliers (ADMM) to solve this problem in an efficient way. We also discuss
several extensions, including a streaming algorithm to update the model and
incorporate new observations in real time. Finally, we evaluate our TVGL
algorithm on both real and synthetic datasets, obtaining interpretable results
and outperforming state-of-the-art baselines in terms of both accuracy and
scalability
Refining a Bayesian network using a chain event graph
The search for a useful explanatory model based on a Bayesian Network (BN) now has a long and successful history. However, when the dependence structure between the variables of the problem is asymmetric then this cannot be captured by the BN. The Chain Event Graph (CEG) provides a richer class of models which incorporates these types of dependence structures as well as retaining the property that conclusions can be easily read back to the client. We demonstrate on a real health study how the CEG leads us to promising higher scoring models and further enables us to make more refined conclusions than can be made from the BN. Further we show how these graphs can express causal hypotheses about possible interventions that could be enforced
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