Greedy Causal Discovery is Geometric
Finding a directed acyclic graph (DAG) that best encodes the conditional independence statements observable from data is a central question within causality. Algorithms that greedily transform one candidate DAG into another given a fixed set of moves have been particularly successful, for example th...
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Zusammenfassung: | Finding a directed acyclic graph (DAG) that best encodes the conditional
independence statements observable from data is a central question within
causality. Algorithms that greedily transform one candidate DAG into another
given a fixed set of moves have been particularly successful, for example the
GES, GIES, and MMHC algorithms. In 2010, Studen\'y, Hemmecke and Lindner
introduced the characteristic imset polytope, $\operatorname{CIM}_p$, whose
vertices correspond to Markov equivalence classes, as a way of transforming
causal discovery into a linear optimization problem. We show that the moves of
the aforementioned algorithms are included within classes of edges of
$\operatorname{CIM}_p$ and that restrictions placed on the skeleton of the
candidate DAGs correspond to faces of $\operatorname{CIM}_p$. Thus, we observe
that GES, GIES, and MMHC all have geometric realizations as greedy edge-walks
along $\operatorname{CIM}_p$. Furthermore, the identified edges of
$\operatorname{CIM}_p$ strictly generalize the moves of these algorithms.
Exploiting this generalization, we introduce a greedy simplex-type algorithm
called \emph{greedy CIM}, and a hybrid variant, \emph{skeletal greedy CIM},
that outperforms current competitors among hybrid and constraint-based
algorithms. |
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DOI: | 10.48550/arxiv.2103.03771 |