A Constraint-Based Algorithm For Causal Discovery with Cycles, Latent Variables and Selection Bias
Machine Learning
2018-05-08 v1 Machine Learning
Methodology
Abstract
Causal processes in nature may contain cycles, and real datasets may violate causal sufficiency as well as contain selection bias. No constraint-based causal discovery algorithm can currently handle cycles, latent variables and selection bias (CLS) simultaneously. I therefore introduce an algorithm called Cyclic Causal Inference (CCI) that makes sound inferences with a conditional independence oracle under CLS, provided that we can represent the cyclic causal process as a non-recursive linear structural equation model with independent errors. Empirical results show that CCI outperforms CCD in the cyclic case as well as rivals FCI and RFCI in the acyclic case.
Cite
@article{arxiv.1805.02087,
title = {A Constraint-Based Algorithm For Causal Discovery with Cycles, Latent Variables and Selection Bias},
author = {Eric V. Strobl},
journal= {arXiv preprint arXiv:1805.02087},
year = {2018}
}