43,590 research outputs found
A Bayesian Nonparametric Conditional Two-sample Test with an Application to Local Causal Discovery
For a continuous random variable , testing conditional independence is known to be a particularly hard problem. It
constitutes a key ingredient of many constraint-based causal discovery
algorithms. These algorithms are often applied to datasets containing binary
variables, which indicate the 'context' of the observations, e.g. a control or
treatment group within an experiment. In these settings, conditional
independence testing with or binary (and the other continuous) is
paramount to the performance of the causal discovery algorithm. To our
knowledge no nonparametric 'mixed' conditional independence test currently
exists, and in practice tests that assume all variables to be continuous are
used instead. In this paper we aim to fill this gap, as we combine elements of
Holmes et al. (2015) and Teymur and Filippi (2020) to propose a novel Bayesian
nonparametric conditional two-sample test. Applied to the Local Causal
Discovery algorithm, we investigate its performance on both synthetic and
real-world data, and compare with state-of-the-art conditional independence
tests
Constraint-Based Causal Discovery using Partial Ancestral Graphs in the presence of Cycles
While feedback loops are known to play important roles in many complex
systems, their existence is ignored in a large part of the causal discovery
literature, as systems are typically assumed to be acyclic from the outset.
When applying causal discovery algorithms designed for the acyclic setting on
data generated by a system that involves feedback, one would not expect to
obtain correct results. In this work, we show that---surprisingly---the output
of the Fast Causal Inference (FCI) algorithm is correct if it is applied to
observational data generated by a system that involves feedback. More
specifically, we prove that for observational data generated by a simple and
-faithful Structural Causal Model (SCM), FCI is sound and complete, and
can be used to consistently estimate (i) the presence and absence of causal
relations, (ii) the presence and absence of direct causal relations, (iii) the
absence of confounders, and (iv) the absence of specific cycles in the causal
graph of the SCM. We extend these results to constraint-based causal discovery
algorithms that exploit certain forms of background knowledge, including the
causally sufficient setting (e.g., the PC algorithm) and the Joint Causal
Inference setting (e.g., the FCI-JCI algorithm).Comment: Major revision. To appear in Proceedings of the 36 th Conference on
Uncertainty in Artificial Intelligence (UAI), PMLR volume 124, 202
Constraint-based Causal Discovery for Non-Linear Structural Causal Models with Cycles and Latent Confounders
We address the problem of causal discovery from data, making use of the
recently proposed causal modeling framework of modular structural causal models
(mSCM) to handle cycles, latent confounders and non-linearities. We introduce
{\sigma}-connection graphs ({\sigma}-CG), a new class of mixed graphs
(containing undirected, bidirected and directed edges) with additional
structure, and extend the concept of {\sigma}-separation, the appropriate
generalization of the well-known notion of d-separation in this setting, to
apply to {\sigma}-CGs. We prove the closedness of {\sigma}-separation under
marginalisation and conditioning and exploit this to implement a test of
{\sigma}-separation on a {\sigma}-CG. This then leads us to the first causal
discovery algorithm that can handle non-linear functional relations, latent
confounders, cyclic causal relationships, and data from different (stochastic)
perfect interventions. As a proof of concept, we show on synthetic data how
well the algorithm recovers features of the causal graph of modular structural
causal models.Comment: Accepted for publication in Conference on Uncertainty in Artificial
Intelligence 201
A Logical Characterization of Constraint-Based Causal Discovery
We present a novel approach to constraint-based causal discovery, that takes
the form of straightforward logical inference, applied to a list of simple,
logical statements about causal relations that are derived directly from
observed (in)dependencies. It is both sound and complete, in the sense that all
invariant features of the corresponding partial ancestral graph (PAG) are
identified, even in the presence of latent variables and selection bias. The
approach shows that every identifiable causal relation corresponds to one of
just two fundamental forms. More importantly, as the basic building blocks of
the method do not rely on the detailed (graphical) structure of the
corresponding PAG, it opens up a range of new opportunities, including more
robust inference, detailed accountability, and application to large models
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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