Improving Efficiency and Accuracy of Causal Discovery Using a
Hierarchical Wrapper
- URL: http://arxiv.org/abs/2107.05001v1
- Date: Sun, 11 Jul 2021 09:24:49 GMT
- Title: Improving Efficiency and Accuracy of Causal Discovery Using a
Hierarchical Wrapper
- Authors: Shami Nisimov, Yaniv Gurwicz, Raanan Y. Rohekar, Gal Novik
- Abstract summary: Causal discovery from observational data is an important tool in many branches of science.
In the large sample limit, sound and complete causal discovery algorithms have been previously introduced.
However, only finite training data is available, which limits the power of statistical tests used by these algorithms.
- Score: 7.570246812206772
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Causal discovery from observational data is an important tool in many
branches of science. Under certain assumptions it allows scientists to explain
phenomena, predict, and make decisions. In the large sample limit, sound and
complete causal discovery algorithms have been previously introduced, where a
directed acyclic graph (DAG), or its equivalence class, representing causal
relations is searched. However, in real-world cases, only finite training data
is available, which limits the power of statistical tests used by these
algorithms, leading to errors in the inferred causal model. This is commonly
addressed by devising a strategy for using as few as possible statistical
tests. In this paper, we introduce such a strategy in the form of a recursive
wrapper for existing constraint-based causal discovery algorithms, which
preserves soundness and completeness. It recursively clusters the observed
variables using the normalized min-cut criterion from the outset, and uses a
baseline causal discovery algorithm during backtracking for learning local
sub-graphs. It then combines them and ensures completeness. By an ablation
study, using synthetic data, and by common real-world benchmarks, we
demonstrate that our approach requires significantly fewer statistical tests,
learns more accurate graphs, and requires shorter run-times than the baseline
algorithm.
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