论文标题
因果关系中有效的置换发现
Efficient Permutation Discovery in Causal DAGs
论文作者
论文摘要
学习到马尔可夫等效的有向无环图(DAG)的问题等同于找到诱导最稀少图的变量的排列问题。没有其他假设,该任务已知是NP-HARD。基于稀疏cholesky分解的最低度算法,但利用DAG特异性问题结构,我们引入了一种有效的算法来查找此类稀疏排列。我们表明,在共同的高斯分布中,我们的深度$ w $以$ o(p^{w+3})$时间运行的方法。我们将我们的方法与$ W = 1 $与算法进行比较,以查找无向图的稀疏消除顺序,并表明利用DAG特异性问题结构会导致发现的置换量的显着改善。我们还将我们的算法与可证明的一致因果结构学习算法(例如PC算法,GES和GSP)进行了比较,并表明我们的方法可以通过较短的运行时实现可比性的性能。因此,我们的方法可以单独用于因果结构发现。最后,我们表明存在着密集的图表,我们的方法几乎可以实现完美的性能,因此与大多数现有的因果结构学习算法不同,我们的算法可以实现良好的性能和良好的运行时的情况,不仅限于稀疏图。
The problem of learning a directed acyclic graph (DAG) up to Markov equivalence is equivalent to the problem of finding a permutation of the variables that induces the sparsest graph. Without additional assumptions, this task is known to be NP-hard. Building on the minimum degree algorithm for sparse Cholesky decomposition, but utilizing DAG-specific problem structure, we introduce an efficient algorithm for finding such sparse permutations. We show that on jointly Gaussian distributions, our method with depth $w$ runs in $O(p^{w+3})$ time. We compare our method with $w = 1$ to algorithms for finding sparse elimination orderings of undirected graphs, and show that taking advantage of DAG-specific problem structure leads to a significant improvement in the discovered permutation. We also compare our algorithm to provably consistent causal structure learning algorithms, such as the PC algorithm, GES, and GSP, and show that our method achieves comparable performance with a shorter runtime. Thus, our method can be used on its own for causal structure discovery. Finally, we show that there exist dense graphs on which our method achieves almost perfect performance, so that unlike most existing causal structure learning algorithms, the situations in which our algorithm achieves both good performance and good runtime are not limited to sparse graphs.