论文标题

迈向可扩展的贝叶斯学习因果关系

Towards Scalable Bayesian Learning of Causal DAGs

论文作者

Viinikka, Jussi, Hyttinen, Antti, Pensar, Johan, Koivisto, Mikko

论文摘要

我们提供了定向无环图,DAG和被动观察到的完整数据的诱导因果效应的贝叶斯推断方法。我们的方法基于最近的马尔可夫链蒙特卡洛方案,用于学习贝叶斯网络,该方案可以从图形后验中有效地进行近似采样,前提是每个节点都分配给少数$ k $ suttifate候选父母。我们提出算法技术,以大大减少空间和时间要求,从而使$ k $可行的值大大更大。此外,我们研究了每个节点选择候选父母的问题,以最大程度地提高覆盖的后质量。最后,我们将抽样方法与一种新型的贝叶斯方法相结合,用于估计线性高斯DAG模型中的因果效应。数值实验证明了我们在检测祖先 - 居民关系中的方法的性能,并且在因果效应估计中,我们的贝叶斯方法显示出优于先前的方法。

We give methods for Bayesian inference of directed acyclic graphs, DAGs, and the induced causal effects from passively observed complete data. Our methods build on a recent Markov chain Monte Carlo scheme for learning Bayesian networks, which enables efficient approximate sampling from the graph posterior, provided that each node is assigned a small number $K$ of candidate parents. We present algorithmic techniques to significantly reduce the space and time requirements, which make the use of substantially larger values of $K$ feasible. Furthermore, we investigate the problem of selecting the candidate parents per node so as to maximize the covered posterior mass. Finally, we combine our sampling method with a novel Bayesian approach for estimating causal effects in linear Gaussian DAG models. Numerical experiments demonstrate the performance of our methods in detecting ancestor-descendant relations, and in causal effect estimation our Bayesian method is shown to outperform previous approaches.

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