A Fast Non-parametric Approach for Causal Structure Learning in Polytrees
Azadkia, Mona, Taeb, Armeen, Bühlmann, Peter
We study the problem of causal structure learning with no assumptions on the functional relationships and noise. We develop DAG-FOCI, a computationally fast algorithm for this setting that is based on the FOCI variable selection algorithm in \cite{azadkia2019simple}. DAG-FOCI requires no tuning parameter and outputs the parents and the Markov boundary of a response variable of interest. We provide high-dimensional guarantees of our procedure when the underlying graph is a polytree. Furthermore, we demonstrate the applicability of DAG-FOCI on real data from computational biology \cite{sachs2005causal} and illustrate the robustness of our methods to violations of assumptions.
Nov-29-2021
- Country:
- Europe > United Kingdom > England > Cambridgeshire > Cambridge (0.04)
- Genre:
- Research Report (1.00)
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- Technology: