Order-independent structure learning of multivariate regression chain graphs

DOI10.1007/978-3-030-35514-2_24zbMATH Open1440.68217arXiv1910.01067OpenAlexW2996864919MaRDI QIDQ3297816FDOQ3297816

Authors: Mohammad Ali Javidian, Marco Valtorta, Pooyan Jamshidi 

Publication date: 20 July 2020

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Abstract: This paper deals with multivariate regression chain graphs (MVR CGs), which were introduced by Cox and Wermuth [3,4] to represent linear causal models with correlated errors. We consider the PC-like algorithm for structure learning of MVR CGs, which is a constraint-based method proposed by Sonntag and Pe~{n}a in [18]. We show that the PC-like algorithm is order-dependent, in the sense that the output can depend on the order in which the variables are given. This order-dependence is a minor issue in low-dimensional settings. However, it can be very pronounced in high-dimensional settings, where it can lead to highly variable results. We propose two modifications of the PC-like algorithm that remove part or all of this order-dependence. Simulations under a variety of settings demonstrate the competitive performance of our algorithms in comparison with the original PC-like algorithm in low-dimensional settings and improved performance in high-dimensional settings.

Full work available at URL: https://arxiv.org/abs/1910.01067

Recommendations

• A decomposition-based algorithm for learning the structure of multivariate regression chain graphs
• Order-independent constraint-based causal structure learning
• AMP chain graphs: minimal separators and structure learning algorithms
• Chain graph models of multivariate regression type for categorical data
• Sequences of regressions and their independences

zbMATH Keywords

high-dimensional datastructural learningorder independencemultivariate regression chain graphscalable machine learning techniques

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• Order-independent constraint-based causal structure learning
• Causation, prediction, and search
• Graphical models for associations between variables, some of which are qualitative and some quantitative
• Estimating high-dimensional directed acyclic graphs with the PC-algorithm
• Title not available (Why is that?)
• The max-min hill-climbing Bayesian network structure learning algorithm
• Causality. Models, reasoning, and inference
• Linear dependencies represented by chain graphs. With comments and a rejoinder by the authors
• Title not available (Why is that?)
• Markov Properties for Acyclic Directed Mixed Graphs
• Sequences of regressions and their independences
• Title not available (Why is that?)
• Discrete chain graph models
• Chain graph interpretations and their relations revisited
• Title not available (Why is that?)

Cited In (4)

• AMP chain graphs: minimal separators and structure learning algorithms
• Title not available (Why is that?)
• Order-independent constraint-based causal structure learning
• A decomposition-based algorithm for learning the structure of multivariate regression chain graphs

Uses Software

• TETRAD

This page was built for publication: Order-independent structure learning of multivariate regression chain graphs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3297816)