Structural intervention distance for evaluating causal graphs
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Structural intervention distance for evaluating causal graphs. / Peters, Jonas Martin; Bühlmann, Peter.
In: Neural Computation, Vol. 27, No. 3, 03.2015, p. 771-799.Research output: Contribution to journal › Journal article › Research › peer-review
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TY - JOUR
T1 - Structural intervention distance for evaluating causal graphs
AU - Peters, Jonas Martin
AU - Bühlmann, Peter
PY - 2015/3
Y1 - 2015/3
N2 - Causal inference relies on the structure of a graph, often a directed acyclic graph (DAG). Different graphs may result in different causal inference statements and different intervention distributions. To quantify such differences, we propose a (pre-)metric between DAGs, the structural intervention distance (SID). The SID is based on a graphical criterion only and quantifies the closeness between two DAGs in terms of their corresponding causal inference statements. It is therefore well suited for evaluating graphs that are used for computing interventions. Instead of DAGs, it is also possible to compare CPDAGs, completed partially DAGs that represent Markov equivalence classes. The SID differs significantly from the widely used structural Hamming distance and therefore constitutes a valuable additional measure. We discuss properties of this distance and provide a (reasonably) efficient implementation with software code available on the first author's home page.
AB - Causal inference relies on the structure of a graph, often a directed acyclic graph (DAG). Different graphs may result in different causal inference statements and different intervention distributions. To quantify such differences, we propose a (pre-)metric between DAGs, the structural intervention distance (SID). The SID is based on a graphical criterion only and quantifies the closeness between two DAGs in terms of their corresponding causal inference statements. It is therefore well suited for evaluating graphs that are used for computing interventions. Instead of DAGs, it is also possible to compare CPDAGs, completed partially DAGs that represent Markov equivalence classes. The SID differs significantly from the widely used structural Hamming distance and therefore constitutes a valuable additional measure. We discuss properties of this distance and provide a (reasonably) efficient implementation with software code available on the first author's home page.
KW - Journal Article
KW - Research Support, Non-U.S. Gov't
U2 - 10.1162/NECO_a_00708
DO - 10.1162/NECO_a_00708
M3 - Journal article
C2 - 25602767
VL - 27
SP - 771
EP - 799
JO - Neural Computation
JF - Neural Computation
SN - 0899-7667
IS - 3
ER -
ID: 165942038