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Ancestral Causal Inference - NIPS 2016 poster

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Ancestral Causal Inference: http://arxiv.org/abs/1606.07035
NIPS 2016 poster

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Ancestral Causal Inference - NIPS 2016 poster

  1. 1. Ancestral Causal Inference Sara Magliacane1,2 , Tom Claassen1,3 , Joris M. Mooij1 1 University of Amsterdam; 2 VU Amsterdam 3 Radboud University Nijmegen Current'best'choice' CausAM Causality@AmsterdaM Main Contributions • Ancestral Causal Discovery (ACI), a causal discovery method as accurate as the state-of-the-art but much more scalable • A method for scoring causal relations that approximates marginal probability Causal discovery methods • Score-based: evaluate models using a penalized likelihood score • Constraint-based causal discovery: use statistical independences to express constraints over possible causal models Advantages of constraint-based w.r.t. score-based methods: • can handle latent confounders naturally • easy integration of background knowledge Disadvantages of constraint-based methods: • vulnerability to errors in statistical independence tests • No estimation of confidence in the causal predictions Causal inference as an optimization problem To solve the vulnerability to errors in statistical tests Hyttinen et al. [2014] propose HEJ, which formulates causal discovery as an optimization problem: • Weighted list of statistical independence results: I = {(ij, wj)}: – E.g. I = { (Y ⊥⊥ Z | X, 0.2), (Y ⊥⊥ X, 0.1)} • For any possible causal structure C, define a loss function: loss(C, I) := (ij,wj)∈I: ij is not satisfied in C wj • “ij is not satisfied in C” = defined by causal reasoning rules • Causal inference = Find causal structure minimizing loss function C∗ = arg min C∈C loss(C, I) Problem: Scalability, e.g. HEJ is very slow already for 8 random variables. Ancestral Causal Inference (ACI) Instead of direct causal relations use a more coarse-grained representation, e.g., an ancestral structure, i.e. the transitive closure of the observed variables of the DAG: (reflexivity) : X X, (transitivity) : X Y ∧ Y Z =⇒ X Z, (antisymmetry) : X Y ∧ Y X =⇒ X = Y, Ancestral Causal Inference (ACI) We reformulate the causal discovery as an optimization problem in terms of ancestral structures, which reduce drastically the search space (e.g. for 7 variables: 2.3 × 1015 → 6 × 106 possible structures). This requires new ancestral reasoning rules: For X, Y , W disjoint (sets of) variables: 1. (X ⊥⊥ Y | W ) ∧ (X W ) =⇒ X Y 2. X ⊥⊥ Y | W ∪ [Z] =⇒ (X ⊥⊥ Z | W ) ∧ (Z {X, Y } ∪ W ) 3. X ⊥⊥ Y | W ∪ [Z] =⇒ (X ⊥⊥ Z | W ) ∧ (Z {X, Y } ∪ W ) 4. (X ⊥⊥ Y | W ∪ [Z]) ∧ (X ⊥⊥ Z | W ∪ U) =⇒ (X ⊥⊥ Y | W ∪ U) 5. (Z ⊥⊥ X | W ) ∧ (Z ⊥⊥ Y | W ) ∧ (X ⊥⊥ Y | W ) =⇒ X ⊥⊥ Y | W ∪ Z Possible weighting schemes for inputs ACI supports two types of weighted input statements: statistical independence results and ancestral relations. We propose two simple weighting schemes: • a frequentist approach, in which for any appropriate frequentist statistical test with independence as null hypothesis, we define the weight: w = | log p − log α|, where p = p-value of the test, α = significance level (e.g., 5%); • a Bayesian approach, in which the weight of each input i using data set D is: w = log p(i|D) p(¬i|D) = log p(D|i) p(D|¬i) p(i) p(¬i) , where the prior probability p(i) can be used as a tuning parameter. For X Y we test the independence of Y and IX, an indicator variable (0 for observational samples, 1 for samples from the distribution where X is intervened upon). A method for scoring causal predictions • Score the confidence in a predicted statement s (e.g. X Y ) as: C(f) = min C∈C loss(C, I + (¬s, ∞)) − min C∈C loss(C, I + (s, ∞)) • ≈ MAP approximation of the log-odds ratio of s • Asymptotically consistent, when consistent input weights • Can be used with any method that solves an optimization problem Simulated data • Generate randomly 2000 linear acyclic models of n observed variables, with latent variables and Gaussian noise • Per model: sample 500 data points and perform independence tests up to order c Evaluation on Simulated data We compare ACI, HEJ [Hyttinen et al., 2014] equipped with our scoring method, and bootstrapped versions of FCI and CFCI. Recall 0 0.05 0.1 0.15 0.2 Precision 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 Bootstrapped (100) CFCI Bootstrapped (100) FCI HEJ (c=1) ACI (c=1) Standard CFCI Standard FCI Recall 0 0.005 0.01 0.015 0.02 Precision 0.6 0.65 0.7 0.75 0.8 0.85 0.9 0.95 1 Precision recall curves for ancestral (left) and nonancestral (right) relations. The middle column is a zoom of ancestral PR curve. • ACI is as accurate as HEJ for c = 1, outperforming bootstrapped C/FCI 0.01 0.1 1 10 100 1000 6 6.5 7 7.5 8 8.5 9 Executiontime(s) Number of variables HEJ ACI • ACI is orders of magnitude faster than HEJ • The difference grows exponentially as the number of variables n increases (log-scale) • HEJ is not feasible for 8 variables • ACI can scale up to 12 variables Application on real data We apply ACI to reconstruct a signalling network from flow cytometry data. Raf Mek PLCg PIP2 PIP3 Erk Akt PKA PKC p38 JNK BCFCI (indep. <= 1) Raf Mek PLCg PIP2 PIP3 Erk Akt PKA PKC p38 JNK Bootstrapped CFCI (in- dependences c = 1) Raf Mek PLCg PIP2 PIP3 Erk Akt PKA PKC p38 JNK ACI (ancestral relations) Raf Mek PLCg PIP2 PIP3 Erk Akt PKA PKC p38 JNK ACI (ancestral rela- tions) Raf Mek PLCg PIP2 PIP3 Erk Akt PKA PKC p38 JNK ACI (ancestral r. + indep. <= 1) Raf Mek PLCg PIP2 PIP3 Erk Akt PKA PKC p38 JNK ACI (ancestral relations and indep. c = 1) • ACI can take advantage of weighted ancestral re- lations from experimental data • CFCI cannot, so it predicts much less • ACI is consistent with other methods, e.g. [MooijHeskes2013] Raf Mek Erk Akt JNK PIP3 PLCg PIP2 PKC PKA p38 References Antti Hyttinen, Frederick Eberhardt, and Matti J¨arvisalo. Constraint-based causal dis- covery: Conflict resolution with Answer Set Programming. In UAI, 2014. ACI source code: http://github.com/caus-am/aci

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