QWO: Speeding Up Permutation-Based Causal Discovery in LiGAMs
- URL: http://arxiv.org/abs/2410.23155v1
- Date: Wed, 30 Oct 2024 16:10:46 GMT
- Title: QWO: Speeding Up Permutation-Based Causal Discovery in LiGAMs
- Authors: Mohammad Shahverdikondori, Ehsan Mokhtarian, Negar Kiyavash,
- Abstract summary: We introduce QWO, a novel approach that significantly enhances the efficiency of computing $mathcalGpi$ for a given permutation $pi$.
QWO has a speed-up of $O(n2)$ ($n$ is the number of variables) compared to the state-of-the-art BIC-based method, making it highly scalable.
- Score: 20.661343069864888
- License:
- Abstract: Causal discovery is essential for understanding relationships among variables of interest in many scientific domains. In this paper, we focus on permutation-based methods for learning causal graphs in Linear Gaussian Acyclic Models (LiGAMs), where the permutation encodes a causal ordering of the variables. Existing methods in this setting are not scalable due to their high computational complexity. These methods are comprised of two main components: (i) constructing a specific DAG, $\mathcal{G}^\pi$, for a given permutation $\pi$, which represents the best structure that can be learned from the available data while adhering to $\pi$, and (ii) searching over the space of permutations (i.e., causal orders) to minimize the number of edges in $\mathcal{G}^\pi$. We introduce QWO, a novel approach that significantly enhances the efficiency of computing $\mathcal{G}^\pi$ for a given permutation $\pi$. QWO has a speed-up of $O(n^2)$ ($n$ is the number of variables) compared to the state-of-the-art BIC-based method, making it highly scalable. We show that our method is theoretically sound and can be integrated into existing search strategies such as GRASP and hill-climbing-based methods to improve their performance.
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