Learning LWF Chain Graphs: an Order Independent Algorithm
Abstract
LWF chain graphs combine directed acyclic graphs and undirected graphs. We present a PC-like algorithm that finds the structure of chain graphs under the faithfulness assumption to resolve the problem of scalability of the proposed algorithm by Studeny (1997). We prove that our PC-like algorithm is order dependent, in the sense that the output can depend on the order in which the variables are given. This order dependence can be very pronounced in high-dimensional settings. We propose two modifications of the PC-like algorithm that remove part or all of this order dependence. Simulation results under a variety of settings demonstrate the competitive performance of the PC-like algorithms in comparison with the decomposition-based method, called LCD algorithm, proposed by Ma et al. (2008) in low-dimensional settings and improved performance in high-dimensional settings.
Keywords
Cite
@article{arxiv.2005.14037,
title = {Learning LWF Chain Graphs: an Order Independent Algorithm},
author = {Mohammad Ali Javidian and Marco Valtorta and Pooyan Jamshidi},
journal= {arXiv preprint arXiv:2005.14037},
year = {2020}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2002.10870, arXiv:1910.01067; substantial text overlap with arXiv:1211.3295 by other authors