用于评估人工数据的因果模型发现的两个最常用的标准是从真实模型到学习模型的编辑距离和kullback-Leibler分歧。这两个度量都最大衡奖励真实模型。但是,我们认为他们既不充分辨别判断虚假模型的相对优点。例如,编辑距离未能区分强大和弱概率依赖关系。另一方面,kl发散同样地奖励所有统计上等同的模型,无论其不同的因果索赔如何。我们提出了一种增强的KL发散,我们称之为因果KL(CKL),这考虑了区分了观测到等效模型的因果关系。结果显示为CKL的三种变体,显示出在实践中运作良好的因果kl。
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考虑基于AI和ML的决策对这些新兴技术的安全和可接受的使用的决策的社会和道德后果至关重要。公平,特别是保证ML决定不会导致对个人或少数群体的歧视。使用因果关系,可以更好地实现和衡量可靠的公平/歧视,从而更好地实现了敏感属性(例如性别,种族,宗教等)之间的因果关系,仅仅是仅仅是关联,例如性别,种族,宗教等(例如,雇用工作,贷款授予等) )。然而,对因果关系解决公平性的最大障碍是因果模型的不可用(通常表示为因果图)。文献中现有的因果关系方法并不能解决此问题,并假设可获得因果模型。在本文中,我们没有做出这样的假设,并且我们回顾了从可观察数据中发现因果关系的主要算法。这项研究的重点是因果发现及其对公平性的影响。特别是,我们展示了不同的因果发现方法如何导致不同的因果模型,最重要的是,即使因果模型之间的轻微差异如何对公平/歧视结论产生重大影响。通过使用合成和标准公平基准数据集的经验分析来巩固这些结果。这项研究的主要目标是强调因果关系使用因果关系适当解决公平性的因果发现步骤的重要性。
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In this review, we discuss approaches for learning causal structure from data, also called causal discovery. In particular, we focus on approaches for learning directed acyclic graphs (DAGs) and various generalizations which allow for some variables to be unobserved in the available data. We devote special attention to two fundamental combinatorial aspects of causal structure learning. First, we discuss the structure of the search space over causal graphs. Second, we discuss the structure of equivalence classes over causal graphs, i.e., sets of graphs which represent what can be learned from observational data alone, and how these equivalence classes can be refined by adding interventional data.
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In this paper we prove the so-called "Meek Conjecture". In particular, we show that if a DAG H is an independence map of another DAG G, then there exists a finite sequence of edge additions and covered edge reversals in G such that (1) after each edge modification H remains an independence map of G and ( 2) after all modifications G = H. As shown by Meek (1997), this result has an important consequence for Bayesian approaches to learning Bayesian networks from data: in the limit of large sample size, there exists a twophase greedy search algorithm that-when applied to a particular sparsely-connected search space-provably identifies a perfect map of the generative distribution if that perfect map is a DAG. We provide a new implementation of the search space, using equivalence classes as states, for which all operators used in the greedy search can be scored efficiently using local functions of the nodes in the domain. Finally, using both synthetic and real-world datasets, we demonstrate that the two-phase greedy approach leads to good solutions when learning with finite sample sizes.
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因果推断对于跨业务参与,医疗和政策制定等领域的数据驱动决策至关重要。然而,关于因果发现的研究已经与推理方法分开发展,从而阻止了两个领域方法的直接组合。在这项工作中,我们开发了深层端到端因果推理(DECI),这是一种基于流动的非线性添加噪声模型,该模型具有观察数据,并且可以执行因果发现和推理,包括有条件的平均治疗效果(CATE) )估计。我们提供了理论上的保证,即DECI可以根据标准因果发现假设恢复地面真实因果图。受应用影响的激励,我们将该模型扩展到具有缺失值的异质,混合型数据,从而允许连续和离散的治疗决策。我们的结果表明,与因果发现的相关基线相比,DECI的竞争性能和(c)在合成数据集和因果机器学习基准测试基准的一千多个实验中,跨数据类型和缺失水平进行了估计。
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因果表示学习是识别基本因果变量及其从高维观察(例如图像)中的关系的任务。最近的工作表明,可以从观测的时间序列中重建因果变量,假设它们之间没有瞬时因果关系。但是,在实际应用中,我们的测量或帧速率可能比许多因果效应要慢。这有效地产生了“瞬时”效果,并使以前的可识别性结果无效。为了解决这个问题,我们提出了ICITRI,这是一种因果表示学习方法,当具有已知干预目标的完美干预措施时,可以在时间序列中处理瞬时效应。 Icitris从时间观察中识别因果因素,同时使用可区分的因果发现方法来学习其因果图。在三个视频数据集的实验中,Icitris准确地识别了因果因素及其因果图。
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因果结构学习是许多领域的关键问题。通过对感兴趣系统进行实验来学习因果结构。我们解决了设计一批实验的主要原因,每个实验中同时干预多个变量。虽然可能比常用的单变干预措施更具信息丰富,但选择这种干预措施是更具挑战性的,这是由于复合干预措施的双指数组合搜索空间。在本文中,我们开发有效的算法,以优化量化预算限制批次实验的信息性的不同目标函数。通过建立这些目标的新型子模具性质,我们为我们的算法提供近似保证。我们的算法经验上优于随机干预和算法,只能选择单变化干预。
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Linear structural causal models (SCMs)-- in which each observed variable is generated by a subset of the other observed variables as well as a subset of the exogenous sources-- are pervasive in causal inference and casual discovery. However, for the task of causal discovery, existing work almost exclusively focus on the submodel where each observed variable is associated with a distinct source with non-zero variance. This results in the restriction that no observed variable can deterministically depend on other observed variables or latent confounders. In this paper, we extend the results on structure learning by focusing on a subclass of linear SCMs which do not have this property, i.e., models in which observed variables can be causally affected by any subset of the sources, and are allowed to be a deterministic function of other observed variables or latent confounders. This allows for a more realistic modeling of influence or information propagation in systems. We focus on the task of causal discovery form observational data generated from a member of this subclass. We derive a set of necessary and sufficient conditions for unique identifiability of the causal structure. To the best of our knowledge, this is the first work that gives identifiability results for causal discovery under both latent confounding and deterministic relationships. Further, we propose an algorithm for recovering the underlying causal structure when the aforementioned conditions are satisfied. We validate our theoretical results both on synthetic and real datasets.
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因果关系是理解世界的科学努力的基本组成部分。不幸的是,在心理学和社会科学中,因果关系仍然是禁忌。由于越来越多的建议采用因果方法进行研究的重要性,我们重新制定了心理学研究方法的典型方法,以使不可避免的因果理论与其余的研究渠道协调。我们提出了一个新的过程,该过程始于从因果发现和机器学习的融合中纳入技术的发展,验证和透明的理论形式规范。然后,我们提出将完全指定的理论模型的复杂性降低到与给定目标假设相关的基本子模型中的方法。从这里,我们确定利息量是否可以从数据中估算出来,如果是的,则建议使用半参数机器学习方法来估计因果关系。总体目标是介绍新的研究管道,该管道可以(a)促进与测试因果理论的愿望兼容的科学询问(b)鼓励我们的理论透明代表作为明确的数学对象,(c)将我们的统计模型绑定到我们的统计模型中该理论的特定属性,因此减少了理论到模型间隙通常引起的规范不足问题,以及(d)产生因果关系和可重复性的结果和估计。通过具有现实世界数据的教学示例来证明该过程,我们以摘要和讨论来结论。
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We present a new algorithm for Bayesian network structure learning, called Max-Min Hill-Climbing (MMHC). The algorithm combines ideas from local learning, constraint-based, and search-and-score techniques in a principled and effective way. It first reconstructs the skeleton of a Bayesian network and then performs a Bayesian-scoring greedy hill-climbing search to orient the edges. In our extensive empirical evaluation MMHC outperforms on average and in terms of various metrics several prototypical and state-of-the-art algorithms, namely the PC, Sparse Candidate, Three Phase Dependency Analysis, Optimal Reinsertion, Greedy Equivalence Search, and Greedy Search. These are the first empirical results simultaneously comparing most of the major Bayesian network algorithms against each other. MMHC offers certain theoretical advantages, specifically over the Sparse Candidate algorithm, corroborated by our experiments. MMHC and detailed results of our study are publicly available at http://www.dsl-lab.org/supplements/mmhc paper/mmhc index.html.
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This review presents empirical researchers with recent advances in causal inference, and stresses the paradigmatic shifts that must be undertaken in moving from traditional statistical analysis to causal analysis of multivariate data. Special emphasis is placed on the assumptions that underly all causal inferences, the languages used in formulating those assumptions, the conditional nature of all causal and counterfactual claims, and the methods that have been developed for the assessment of such claims. These advances are illustrated using a general theory of causation based on the Structural Causal Model (SCM) described in Pearl (2000a), which subsumes and unifies other approaches to causation, and provides a coherent mathematical foundation for the analysis of causes and counterfactuals. In particular, the paper surveys the development of mathematical tools for inferring (from a combination of data and assumptions) answers to three types of causal queries: (1) queries about the effects of potential interventions, (also called "causal effects" or "policy evaluation") (2) queries about probabilities of counterfactuals, (including assessment of "regret," "attribution" or "causes of effects") and (3) queries about direct and indirect effects (also known as "mediation"). Finally, the paper defines the formal and conceptual relationships between the structural and potential-outcome frameworks and presents tools for a symbiotic analysis that uses the strong features of both.
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贝叶斯网络是一种图形模型,用于编码感兴趣的变量之间的概率关系。当与统计技术结合使用时,图形模型对数据分析具有几个优点。一个,因为模型对所有变量中的依赖性进行编码,因此它易于处理缺少某些数据条目的情况。二,贝叶斯网络可以用于学习因果关系,因此可以用来获得关于问题域的理解并预测干预的后果。三,因为该模型具有因果和概率语义,因此是结合先前知识(通常出现因果形式)和数据的理想表示。四,贝叶斯网络与贝叶斯网络的统计方法提供了一种有效和原则的方法,可以避免数据过剩。在本文中,我们讨论了从先前知识构建贝叶斯网络的方法,总结了使用数据来改善这些模型的贝叶斯统计方法。关于后一项任务,我们描述了学习贝叶斯网络的参数和结构的方法,包括使用不完整数据学习的技术。此外,我们还联系了贝叶斯网络方法,以学习监督和无监督学习的技术。我们说明了使用真实案例研究的图形建模方法。
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在贝叶斯网络(BNS)中,边缘方向对于因果推理和推理至关重要。然而,马尔可夫等价类考虑因素意味着它并不总是可以建立边缘方向,这就是许多BN结构学习算法不能从纯粹观察数据定向所有边缘的原因。此外,潜在的混乱会导致假阳性边缘。已经提出了相对较少的方法来解决这些问题。在这项工作中,我们介绍了从涉及观察数据集的离散数据和一个或多个介入数据集的离散数据的结构学习的混合MFGS-BS(Meance规则和快速贪婪等价搜索)算法。该算法假设存在潜在变量的因果不足,并产生部分祖先图形(PAG)。结构学习依赖于混合方法和新的贝叶斯评分范式,用于计算添加到学习图表的每个定向边缘的后验概率。基于众所周知的网络的实验结果高达109个变量和10K样本大小表明,MFGS-BS相对于最先进的结构提高了结构学习准确性,并且它是计算效率的。
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Bayesian causal structure learning aims to learn a posterior distribution over directed acyclic graphs (DAGs), and the mechanisms that define the relationship between parent and child variables. By taking a Bayesian approach, it is possible to reason about the uncertainty of the causal model. The notion of modelling the uncertainty over models is particularly crucial for causal structure learning since the model could be unidentifiable when given only a finite amount of observational data. In this paper, we introduce a novel method to jointly learn the structure and mechanisms of the causal model using Variational Bayes, which we call Variational Bayes-DAG-GFlowNet (VBG). We extend the method of Bayesian causal structure learning using GFlowNets to learn not only the posterior distribution over the structure, but also the parameters of a linear-Gaussian model. Our results on simulated data suggest that VBG is competitive against several baselines in modelling the posterior over DAGs and mechanisms, while offering several advantages over existing methods, including the guarantee to sample acyclic graphs, and the flexibility to generalize to non-linear causal mechanisms.
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数据科学任务可以被视为了解数据的感觉或测试关于它的假设。从数据推断的结论可以极大地指导我们做出信息做出决定。大数据使我们能够与机器学习结合执行无数的预测任务,例如鉴定患有某种疾病的高风险患者并采取可预防措施。然而,医疗保健从业者不仅仅是仅仅预测的内容 - 它们也对输入特征和临床结果之间的原因关系感兴趣。了解这些关系将有助于医生治疗患者并有效降低风险。通常通过随机对照试验鉴定因果关系。当科学家和研究人员转向观察研究并试图吸引推论时,这种试验通常是不可行的。然而,观察性研究也可能受到选择和/或混淆偏差的影响,这可能导致错误的因果结论。在本章中,我们将尝试突出传统机器学习和统计方法中可能出现的一些缺点,以分析观察数据,特别是在医疗保健数据分析域中。我们将讨论因果化推理和方法,以发现医疗领域的观测研究原因。此外,我们将展示因果推断在解决某些普通机器学习问题等中的应用,例如缺少数据和模型可运输性。最后,我们将讨论将加强学习与因果关系相结合的可能性,作为反击偏见的一种方式。
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We explore how observational and interventional causal discovery methods can be combined. A state-of-the-art observational causal discovery algorithm for time series capable of handling latent confounders and contemporaneous effects, called LPCMCI, is extended to profit from casual constraints found through randomized control trials. Numerical results show that, given perfect interventional constraints, the reconstructed structural causal models (SCMs) of the extended LPCMCI allow 84.6% of the time for the optimal prediction of the target variable. The implementation of interventional and observational causal discovery is modular, allowing causal constraints from other sources. The second part of this thesis investigates the question of regret minimizing control by simultaneously learning a causal model and planning actions through the causal model. The idea is that an agent to optimize a measured variable first learns the system's mechanics through observational causal discovery. The agent then intervenes on the most promising variable with randomized values allowing for the exploitation and generation of new interventional data. The agent then uses the interventional data to enhance the causal model further, allowing improved actions the next time. The extended LPCMCI can be favorable compared to the original LPCMCI algorithm. The numerical results show that detecting and using interventional constraints leads to reconstructed SCMs that allow 60.9% of the time for the optimal prediction of the target variable in contrast to the baseline of 53.6% when using the original LPCMCI algorithm. Furthermore, the induced average regret decreases from 1.2 when using the original LPCMCI algorithm to 1.0 when using the extended LPCMCI algorithm with interventional discovery.
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我们考虑代表代理模型的问题,该模型使用我们称之为CSTREES的阶段树模型的适当子类对离散数据编码离散数据的原因模型。我们表明,可以通过集合表达CSTREE编码的上下文专用信息。由于并非所有阶段树模型都承认此属性,CSTREES是一个子类,可提供特定于上下文的因果信息的透明,直观和紧凑的表示。我们证明了CSTREEES承认全球性马尔可夫属性,它产生了模型等价的图形标准,概括了Verma和珍珠的DAG模型。这些结果延伸到一般介入模型设置,使CSTREES第一族的上下文专用模型允许介入模型等价的特征。我们还为CSTREE的最大似然估计器提供了一种封闭式公式,并使用它来表示贝叶斯信息标准是该模型类的本地一致的分数函数。在模拟和实际数据上分析了CSTHEELE的性能,在那里我们看到与CSTREELE而不是一般上演树的建模不会导致预测精度的显着损失,同时提供了特定于上下文的因果信息的DAG表示。
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在本文中,我们引入了一个新的因果框架,能够处理概率和非稳定问题。实际上,我们提供了一种称为概率变异因果效应(PACE)的公式。我们的因果效应公式使用了与概率理论集成的函数的总变化的概念。PACE具有一个参数$ d $,以确定概率的程度。$ d $的较低值是指极少数情况很重要的情况。相比之下,由于$ d $的值较高,我们的模型涉及自然概率的问题。因此,我们通过离散$ d $来提供因果效应的单一价值,而是提供因果效应向量。我们还解决了在因果推理中计算反事实的问题。我们将我们的模型与Pearl模型,相互信息模型,条件相互信息模型和Janzing等人进行比较。通过研究几个示例来模型。
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因果推断的一个共同主题是学习观察到的变量(也称为因果发现)之间的因果关系。考虑到大量候选因果图和搜索空间的组合性质,这通常是一项艰巨的任务。也许出于这个原因,到目前为止,大多数研究都集中在相对较小的因果图上,并具有多达数百个节点。但是,诸如生物学之类的领域的最新进展使生成实验数据集,并进行了数千种干预措施,然后进行了数千个变量的丰富分析,从而增加了机会和迫切需要大量因果图模型。在这里,我们介绍了因子定向无环图(F-DAG)的概念,是将搜索空间限制为非线性低级别因果相互作用模型的一种方法。将这种新颖的结构假设与最近的进步相结合,弥合因果发现与连续优化之间的差距,我们在数千个变量上实现了因果发现。此外,作为统计噪声对此估计程序的影响的模型,我们根据随机图研究了F-DAG骨架的边缘扰动模型,并量化了此类扰动对F-DAG等级的影响。该理论分析表明,一组候选F-DAG比整个DAG空间小得多,因此在很难评估基础骨架的高维度中更统计学上的稳定性。我们提出了因子图(DCD-FG)的可区分因果发现,这是对高维介入数据的F-DAG约束因果发现的可扩展实现。 DCD-FG使用高斯非线性低级结构方程模型,并且在模拟中的最新方法以及最新的大型单细胞RNA测序数据集中,与最新方法相比显示出显着改善遗传干预措施。
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我们提出了一个新的因果贡献的概念,它描述了在DAG中目标节点上的节点的“内在”部分。我们显示,在某些情况下,现有的因果量化方法无法完全捕获此概念。通过以上游噪声术语递归地将每个节点写入每个节点,我们将每个节点添加的内部信息分开从其祖先所获得的每个节点添加的内部信息。要将内在信息解释为因果贡献,我们考虑“结构保留干预”,该介绍每个节点随机化,以一种模仿通常依赖父母的方式,也不会扰乱观察到的联合分布。为了获得跨越节点的任意排序的措施,我们提出了基于福利的对称化。我们描述了对方差和熵的贡献分析,但可以类似地定义对其他目标度量的贡献。
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