Article ID Journal Published Year Pages File Type
9952095 International Journal of Approximate Reasoning 2018 12 Pages PDF
Abstract
We consider the problem of causal structure learning in presence of latent confounders. We propose a hybrid method, MAG Max-Min Hill-Climbing (M3HC) that takes as input a data set of continuous variables, assumed to follow a multivariate Gaussian distribution, and outputs the best fitting maximal ancestral graph. M3HC builds upon a previously proposed method, namely GSMAG, by introducing a constraint-based first phase that greatly reduces the space of structures to investigate. On a large scale experimentation we show that the proposed algorithm greatly improves on GSMAG in all comparisons, and over a set of known networks from the literature it compares positively against FCI and cFCI as well as competitively against GFCI, three well known constraint-based approaches for causal-network reconstruction in presence of latent confounders.
Related Topics
Physical Sciences and Engineering Computer Science Artificial Intelligence
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