English

Novel Ordering-based Approaches for Causal Structure Learning in the Presence of Unobserved Variables

Machine Learning 2022-08-16 v1 Methodology

Abstract

We propose ordering-based approaches for learning the maximal ancestral graph (MAG) of a structural equation model (SEM) up to its Markov equivalence class (MEC) in the presence of unobserved variables. Existing ordering-based methods in the literature recover a graph through learning a causal order (c-order). We advocate for a novel order called removable order (r-order) as they are advantageous over c-orders for structure learning. This is because r-orders are the minimizers of an appropriately defined optimization problem that could be either solved exactly (using a reinforcement learning approach) or approximately (using a hill-climbing search). Moreover, the r-orders (unlike c-orders) are invariant among all the graphs in a MEC and include c-orders as a subset. Given that set of r-orders is often significantly larger than the set of c-orders, it is easier for the optimization problem to find an r-order instead of a c-order. We evaluate the performance and the scalability of our proposed approaches on both real-world and randomly generated networks.

Keywords

Cite

@article{arxiv.2208.06935,
  title  = {Novel Ordering-based Approaches for Causal Structure Learning in the Presence of Unobserved Variables},
  author = {Ehsan Mokhtarian and Mohammadsadegh Khorasani and Jalal Etesami and Negar Kiyavash},
  journal= {arXiv preprint arXiv:2208.06935},
  year   = {2022}
}

Comments

14 pages, 6 figures, 3 tables