贝叶斯结构学习允许人们对负责生成给定数据的因果定向无环图(DAG)捕获不确定性。在这项工作中,我们提出了结构学习(信任)的可疗法不确定性,这是近似后推理的框架,依赖于概率回路作为我们后验信仰的表示。与基于样本的后近似值相反,我们的表示可以捕获一个更丰富的DAG空间,同时也能够通过一系列有用的推理查询来仔细地理解不确定性。我们从经验上展示了如何将概率回路用作结构学习方法的增强表示,从而改善了推断结构和后部不确定性的质量。有条件查询的实验结果进一步证明了信任的表示能力的实际实用性。
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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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贝叶斯结构学习允许从数据推断贝叶斯网络结构,同时推理认识性不确定性 - 朝着实现现实世界系统的主动因果发现和设计干预的关键因素。在这项工作中,我们为贝叶斯结构学习(DIBS)提出了一般,完全可微分的框架,其在潜在概率图表表示的连续空间中运行。与现有的工作相反,DIBS对局部条件分布的形式不可知,并且允许图形结构和条件分布参数的关节后部推理。这使得我们的配方直接适用于复杂贝叶斯网络模型的后部推理,例如,具有由神经网络编码的非线性依赖性。使用DIBS,我们设计了一种高效,通用的变分推理方法,用于近似结构模型的分布。在模拟和现实世界数据的评估中,我们的方法显着优于关节后部推理的相关方法。
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贝叶斯网络是概率的图形模型,广泛用于了解高维数据的依赖关系,甚至促进因果发现。学习作为定向的非循环图(DAG)编码的底层网络结构是高度具有挑战性的,主要是由于大量可能的网络与非狭窄性约束结合。努力专注于两个前面:基于约束的方法,该方法执行条件独立测试,以排除具有贪婪或MCMC方案的DAG空间的边缘和分数和搜索方法。在这里,我们以一种新的混合方法综合这两个领域,这降低了基于约束方法的MCMC方法的复杂性。 MCMC方案中的各个步骤仅需要简单的表查找,以便可以有效地获得非常长的链。此外,该方案包括迭代过程,以校正来自条件独立测试的错误。该算法对替代方案提供了显着卓越的性能,特别是因为也可以从后部分布采样DAG,从而实现全面的贝叶斯模型为大量较大的贝叶斯网络进行平均。
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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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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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在贝叶斯结构学习中,我们有兴趣从数据中推断出贝叶斯网络的定向无环图(DAG)结构。由于组合较大的样本空间,定义这种分布非常具有挑战性,并且通常需要基于MCMC的近似值。最近,已引入了一种新型的概率模型,称为生成流网络(GFLOWNETS),作为离散和复合对象(例如图形)生成建模的一般框架。在这项工作中,我们建议使用GFLOWNET作为MCMC的替代方案,以近似贝叶斯网络结构的后验分布,给定观测数据集。从该近似分布中生成样本DAG被视为一个顺序决策问题,在该问题中,该图是根据学习的过渡概率一次构造一个边缘的。通过对模拟和真实数据的评估,我们表明我们的方法称为dag-gflownet,可以准确地近似DAG,并且它可以与基于MCMC或变异推断的其他方法进行比较。
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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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已经引入了生成流量网络(GFlowNETS)作为在主动学习背景下采样多样化候选的方法,具有培训目标,其使它们与给定奖励功能成比例地进行比例。在本文中,我们显示了许多额外的GFLOWN的理论特性。它们可用于估计联合概率分布和一些变量未指定的相应边际分布,并且特别感兴趣地,可以代表像集合和图形的复合对象的分布。 Gflownets摊销了通常通过计算昂贵的MCMC方法在单个但训练有素的生成通行证中进行的工作。它们还可用于估计分区功能和自由能量,给定子集(子图)的超标(超图)的条件概率,以及给定集合(图)的所有超标仪(超图)的边际分布。我们引入了熵和相互信息估计的变体,从帕累托前沿采样,与奖励最大化策略的连接,以及随机环境的扩展,连续动作和模块化能量功能。
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结构方程模型(SEM)是一种有效的框架,其原因是通过定向非循环图(DAG)表示的因果关系。最近的进步使得能够从观察数据中实现了DAG的最大似然点估计。然而,在实际场景中,可以不能准确地捕获在推断下面的底层图中的不确定性,其中真正的DAG是不可识别的并且/或观察到的数据集是有限的。我们提出了贝叶斯因果发现网(BCD网),一个变分推理框架,用于估算表征线性高斯SEM的DAG的分布。由于图形的离散和组合性质,开发一个完整的贝叶斯后面是挑战。我们通过表达变分别家庭分析可扩展VI的可扩展VI的关键设计选择,例如1)表达性变分别家庭,2)连续弛豫,使低方差随机优化和3)在潜在变量上具有合适的前置。我们提供了一系列关于实际和合成数据的实验,显示BCD网在低数据制度中的标准因果发现度量上的最大似然方法,例如结构汉明距离。
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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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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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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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Neurally-parameterized Structural Causal Models in the Pearlian notion to causality, referred to as NCM, were recently introduced as a step towards next-generation learning systems. However, said NCM are only concerned with the learning aspect of causal inference but totally miss out on the architecture aspect. That is, actual causal inference within NCM is intractable in that the NCM won't return an answer to a query in polynomial time. This insight follows as corollary to the more general statement on the intractability of arbitrary SCM parameterizations, which we prove in this work through classical 3-SAT reduction. Since future learning algorithms will be required to deal with both high dimensional data and highly complex mechanisms governing the data, we ultimately believe work on tractable inference for causality to be decisive. We also show that not all ``causal'' models are created equal. More specifically, there are models capable of answering causal queries that are not SCM, which we refer to as \emph{partially causal models} (PCM). We provide a tabular taxonomy in terms of tractability properties for all of the different model families, namely correlation-based, PCM and SCM. To conclude our work, we also provide some initial ideas on how to overcome parts of the intractability of causal inference with SCM by showing an example of how parameterizing an SCM with SPN modules can at least allow for tractable mechanisms. We hope that our impossibility result alongside the taxonomy for tractability in causal models can raise awareness for this novel research direction since achieving success with causality in real world downstream tasks will not only depend on learning correct models as we also require having the practical ability to gain access to model inferences.
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这是机器学习中(主要是)笔和纸练习的集合。练习在以下主题上:线性代数,优化,定向图形模型,无向图形模型,图形模型的表达能力,因子图和消息传递,隐藏马尔可夫模型的推断,基于模型的学习(包括ICA和非正态模型),采样和蒙特卡洛整合以及变异推断。
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跨学科的一个重要问题是发现产生预期结果的干预措施。当可能的干预空间很大时,需要进行详尽的搜索,需要实验设计策略。在这种情况下,编码变量之间的因果关系以及因此对系统的影响,对于有效地确定理想的干预措施至关重要。我们开发了一种迭代因果方法来识别最佳干预措施,这是通过分布后平均值和所需目标平均值之间的差异来衡量的。我们制定了一种主动学习策略,该策略使用从不同干预措施中获得的样本来更新有关基本因果模型的信念,并确定对最佳干预措施最有用的样本,因此应在下一批中获得。该方法采用了因果模型的贝叶斯更新,并使用精心设计的,有因果关系的收购功能优先考虑干预措施。此采集函数以封闭形式进行评估,从而有效优化。理论上以信息理论界限和可证明的一致性结果在理论上基于理论上的算法。我们说明了综合数据和现实世界生物学数据的方法,即来自worturb-cite-seq实验的基因表达数据,以识别诱导特定细胞态过渡的最佳扰动;与几个基线相比,观察到所提出的因果方法可实现更好的样品效率。在这两种情况下,我们都认为因果知情的采集函数尤其优于现有标准,从而允许使用实验明显更少的最佳干预设计。
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This paper presents a tutorial introduction to the use of variational methods for inference and learning in graphical models (Bayesian networks and Markov random fields). We present a number of examples of graphical models, including the QMR-DT database, the sigmoid belief network, the Boltzmann machine, and several variants of hidden Markov models, in which it is infeasible to run exact inference algorithms. We then introduce variational methods, which exploit laws of large numbers to transform the original graphical model into a simplified graphical model in which inference is efficient. Inference in the simpified model provides bounds on probabilities of interest in the original model. We describe a general framework for generating variational transformations based on convex duality. Finally we return to the examples and demonstrate how variational algorithms can be formulated in each case.
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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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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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Inferring causal structure poses a combinatorial search problem that typically involves evaluating structures with a score or independence test. The resulting search is costly, and designing suitable scores or tests that capture prior knowledge is difficult. In this work, we propose to amortize causal structure learning. Rather than searching over structures, we train a variational inference model to directly predict the causal structure from observational or interventional data. This allows our inference model to acquire domain-specific inductive biases for causal discovery solely from data generated by a simulator, bypassing both the hand-engineering of suitable score functions and the search over graphs. The architecture of our inference model emulates permutation invariances that are crucial for statistical efficiency in structure learning, which facilitates generalization to significantly larger problem instances than seen during training. On synthetic data and semisynthetic gene expression data, our models exhibit robust generalization capabilities when subject to substantial distribution shifts and significantly outperform existing algorithms, especially in the challenging genomics domain. Our code and models are publicly available at: https://github.com/larslorch/avici.
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