2014
DOI: 10.1016/j.ijar.2013.11.007
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Two optimal strategies for active learning of causal models from interventional data

Abstract: From observational data alone, a causal DAG is only identifiable up to Markov equivalence. Interventional data generally improves identifiability; however, the gain of an intervention strongly depends on the intervention target, that is, the intervened variables. We present active learning (that is, optimal experimental design) strategies calculating optimal interventions for two different learning goals. The first one is a greedy approach using single-vertex interventions that maximizes the number of edges th… Show more

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Cited by 81 publications
(135 citation statements)
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“…We leverage an objective Bayes procedure, whose output is a posterior distribution on the space of interventional Markov equivalence classes, to construct a sequential optimal design criterion based on posterior inclusion probabilities of as yet undirected edges computed across the whole collection of essential graphs. In this way we bypass the bottleneck of selecting up front or, at each step of a sequential procedure, a single graph which represents a major source of estimation error in active learning designs that are employed at present (Hauser and Bühlmann, 2014). We demonstrate through simulation that our criterion leads to the discovery of the true generating DAG through a small number of sequential interventions.…”
Section: Discussionmentioning
confidence: 99%
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“…We leverage an objective Bayes procedure, whose output is a posterior distribution on the space of interventional Markov equivalence classes, to construct a sequential optimal design criterion based on posterior inclusion probabilities of as yet undirected edges computed across the whole collection of essential graphs. In this way we bypass the bottleneck of selecting up front or, at each step of a sequential procedure, a single graph which represents a major source of estimation error in active learning designs that are employed at present (Hauser and Bühlmann, 2014). We demonstrate through simulation that our criterion leads to the discovery of the true generating DAG through a small number of sequential interventions.…”
Section: Discussionmentioning
confidence: 99%
“…More recently, Hauser and Bühlmann (2014) presented an active learning strategy for causal discovery based on the characterization of interventional Markov equivalence classes of DAGs. In particular, they proposed a greedy approach that maximizes at each intervention the number of edges that can be oriented.…”
Section: Optimal Intervention Target Selectionmentioning
confidence: 99%
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“…Neither do we consider the addition/integration of biological knowledge or of complimentary data sets [144] or a supervised framework [95]. Lastly, we do not cover purely interventional designs [32,54,88]. In some sense, our work is related to the work of [94] or that of [6], but we explore beyond the cause-effect pair of variables or the treatment effect.…”
Section: Data and Reconstruction Methodsmentioning
confidence: 99%
“…We contribute to this line of work by deriving the first Bayesian active learning algorithm for GBNs, where the informativeness of each candidate intervention is estimated via Bayesian inference, treating the graph as a latent random variable, and the most informative intervention is chosen. In the non-Bayesian setting, Hauser et al [ 13 ], Eberhardt [ 2 ], and He and Geng [ 14 ] proposed active learning algorithms based on graph-theoretic insights, where the goal is to orient the most number of undirected edges in a Markov equivalence class with an intervention. Notably, these approaches aim only to determine the direction of edges in a given undirected graph (skeleton) estimated from observational data, and thus cannot handle errors already incorporated into the skeleton as a result of limited sample sizes and noisy observations.…”
Section: Introductionmentioning
confidence: 99%