Invariant Ancestry Search
- URL: http://arxiv.org/abs/2202.00913v1
- Date: Wed, 2 Feb 2022 08:28:00 GMT
- Title: Invariant Ancestry Search
- Authors: Phillip B. Mogensen, Nikolaj Thams, Jonas Peters
- Abstract summary: We introduce the concept of minimal invariance and propose invariant ancestry search (IAS)
In its population version, IAS outputs a set which contains only ancestors of the response and is the output of ICP.
We develop scalable algorithms and perform experiments on simulated and real data.
- Score: 6.583725235299022
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Recently, methods have been proposed that exploit the invariance of
prediction models with respect to changing environments to infer subsets of the
causal parents of a response variable. If the environments influence only few
of the underlying mechanisms, the subset identified by invariant causal
prediction, for example, may be small, or even empty. We introduce the concept
of minimal invariance and propose invariant ancestry search (IAS). In its
population version, IAS outputs a set which contains only ancestors of the
response and is a superset of the output of ICP. When applied to data,
corresponding guarantees hold asymptotically if the underlying test for
invariance has asymptotic level and power. We develop scalable algorithms and
perform experiments on simulated and real data.
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