Structure Learning for Directed Trees

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Dokumenter

  • Fulltext

    Forlagets udgivne version, 1,19 MB, PDF-dokument

  • Martin Emil Jakobsen
  • Rajen D. Shah
  • Peter Bühlmann
  • Jonas Peters

Knowing the causal structure of a system is of fundamental interest in many areas of science and can aid the design of prediction algorithms that work well under manipulations to the system. The causal structure becomes identifiable from the observational distribution under certain restrictions. To learn the structure from data, score-based methods evaluate different graphs according to the quality of their fits. However, for large, continuous, and nonlinear models, these rely on heuristic optimization approaches with no general guarantees of recovering the true causal structure. In this paper, we consider structure learning of directed trees. We propose a fast and scalable method based on Chu–Liu–Edmonds’ algorithm we call causal additive trees (CAT). For the case of Gaussian errors, we prove consistency in an asymptotic regime with a vanishing identifiability gap. We also introduce two methods for testing substructure hypotheses with asymptotic family-wise error rate control that is valid post-selection and in unidentified settings. Furthermore, we study the identifiability gap, which quantifies how much better the true causal model fits the observational distribution, and prove that it is lower bounded by local properties of the causal model. Simulation studies demonstrate the favorable performance of CAT compared to competing structure learning methods.

OriginalsprogEngelsk
Artikelnummer(159)
TidsskriftJournal of Machine Learning Research
Vol/bind23
Sider (fra-til)1-97
ISSN1532-4435
StatusUdgivet - 2022

Bibliografisk note

Funding Information:
We thank Phillip Bredahl Mogensen and Thomas Berrett for helpful discussions on the entropy score and its estimation. JP thanks Martin Wainwright for discussions on greedy search methods (and when they fail) and inequalities in additive noise models during his visit at UC Berkeley in 2013. PB and JP thank David Bürge and Jan Ernest for helpful discussions on exploiting Chu–Liu–Edmonds’ algorithm for causal discovery during the early stages of this project. MEJ and JP were supported by the Carlsberg Foundation; JP was, in addition, supported by a research grant (18968) from VILLUM FONDEN. RDS was supported by EPSRC grant EP/N031938/1. PB received funding from the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (grant agreement No. 786461).

Publisher Copyright:
© 2022 Martin Emil Jakobsen, Rajen Shah, Peter Bühlmann and Jonas Peters.

Antal downloads er baseret på statistik fra Google Scholar og www.ku.dk


Ingen data tilgængelig

ID: 314448437