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因果结构的联合概率推理

Joint Probabilistic Inference of Causal Structure
课程网址: https://videolectures.net/videos/kdd2016_sridhar_causal_structure  
主讲教师: Dhanya Sridhar
开课单位: KDD 2016研讨会
开课时间: 2016-10-12
课程语种: 英语
中文简介:
因果有向无环图形模型(DAGs)是研究和估计科学和社会行为现象因果关系的强大推理工具。在许多因果结构未知的领域,使用DAGs研究因果关系的一个关键挑战是直接从观测数据中学习因果图的结构。因果结构发现的传统方法分为基于约束或基于分数的方法。基于分数的方法在模型空间上执行贪婪搜索,而基于约束的方法使用结构和统计约束迭代地修剪和定向边。然而,这两种方法都依赖于引入误报和漏报的启发式方法。在我们的工作中,我们将因果结构发现视为一个推理问题,并提出了一种联合概率方法来优化模型结构。我们使用最近引入的一种高效的概率规划框架,称为概率软逻辑(PSL),对基于约束的结构搜索进行编码。通过这种新的概率结构发现方法,我们利用了多个独立性测试,避免了早期修剪和变量排序。我们在一个经过充分研究的合成数据集上将我们的方法与著名的PC算法进行了比较,并显示了预测因果边准确性的提高。
课程简介: Causal directed acyclic graphical models (DAGs) are powerful reasoning tools in the study and estimation of cause and effect in scientific and socio-behavioral phenomena. In many domains where the cause and effect structure is unknown, a key challenge in studying causality with DAGs is learning the structure of causal graphs directly from observational data. Traditional approaches to causal structure discovery are categorized as constraint-based or score-based approaches. Score-based methods perform greedy search over the space of models whereas constraint-based methods iteratively prune and orient edges using structural and statistical constraints. However, both types of approaches rely on heuristics that introduce false positives and negatives. In our work, we cast causal structure discovery as an inference problem and propose a joint probabilistic approach for optimizing over model structures. We use a recently introduced and highly efficient probabilistic programming framework known as Probabilistic Soft Logic (PSL) to encode constraint-based structure search. With this novel probabilistic approach to structure discovery, we leverage multiple independence tests and avoid early pruning and variable ordering. We compare our method to the notable PC algorithm on a well-studied synthetic dataset and show improvements in accuracy of predicting causal edges.
关 键 词: 因果结构; 有向无环图; 概率规划框架
课程来源: 视频讲座网
数据采集: 2025-01-07:liyq
最后编审: 2025-01-07:liyq
阅读次数: 13