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因果发现的广义评分函数

Generalized Score Functions for Causal Discovery
课程网址: http://videolectures.net/kdd2018_huang_causal_discovery/  
主讲教师: Biwei Huang
开课单位: 卡内基梅隆大学
开课时间: 2018-11-23
课程语种: 英语
中文简介:
从观测数据中发现因果关系是一个基本问题。粗略地说,有两种类型的因果发现方法,基于约束的方法和基于分数的方法。与基于约束的方法相比,基于分数的方法避免了多重测试问题,并具有某些优势。然而,它们中的大多数需要对因果机制的功能形式以及数据分布进行强有力的假设,这限制了它们的适用性。实际上,基础模型类的精确信息通常是未知的。如果违反了上述假设,可能会导致虚假边缘和缺失边缘。在本文中,我们基于随机变量之间的一般(条件)独立关系的特征,在不假设特定模型类的情况下,引入了用于因果发现的广义分数函数。特别是,我们利用RKHS中的回归以非参数方式捕获相关性。由此产生的因果发现方法在相当普遍的情况下产生渐近正确的结果,这些情况可能具有非线性因果机制、广泛的数据分布、混合的连续和离散数据以及多维变量。对合成数据和真实数据的实验结果证明了我们提出的方法的有效性。
课程简介: Discovery of causal relationships from observational data is a fundamental problem. Roughly speaking, there are two types of methods for causal discovery, constraint-based ones and score-based ones. Score-based methods avoid the multiple testing problem and enjoy certain advantages compared to constraint-based ones. However, most of them need strong assumptions on the functional forms of causal mechanisms, as well as on data distributions, which limit their applicability. In practice the precise information of the underlying model class is usually unknown. If the above assumptions are violated, both spurious and missing edges may result. In this paper, we introduce generalized score functions for causal discovery based on the characterization of general (conditional) independence relationships between random variables, without assuming particular model classes. In particular, we exploit regression in RKHS to capture the dependence in a nonparametric way. The resulting causal discovery approach produces asymptotically correct results in rather general cases, which may have nonlinear causal mechanisms, a wide class of data distributions, mixed continuous and discrete data, and multidimensional variables. Experimental results on both synthetic and real-world data demonstrate the efficacy of our proposed approach.
关 键 词: 发现因果关系; 因果发现方法; 基础模型类的精确信息; RKHS中的回归
课程来源: 视频讲座网
数据采集: 2023-01-28:cyh
最后编审: 2023-01-28:cyh
阅读次数: 32