A Hybrid Causal Structure Learning Algorithm for Mixed-type Data

Learned causal graph from credit data set
Association for the Advancement of Artificial Intelligence, 2022

Inferring the causal structure of a set of random variables is a crucial problem in many disciplines of science. Over the past two decades, various approaches have been proposed for causal discovery from observational data. How- ever, most of the existing methods are designed for either purely discrete or continuous data, which limit their practical usage. In this paper, we target the problem of causal structure learning from observational mixed-type data. Although there are a few methods that are able to handle mixed-type data, they suffer from restrictions, such as linear assump- tion and poor scalability. To overcome these weaknesses, we formulate the causal mechanisms via mixed structure equation model and prove its identifiability under mild condi- tions. A novel locally consistent score, named CVMIC, is proposed for causal directed acyclic graph (DAG) structure learning. Moreover, we propose an efficient conditional independence test, named MRCIT, for mixed-type data, which is used in causal skeleton learning and final pruning to further improve the computational efficiency and precision of our model. Experimental results on both synthetic and real-world data demonstrate that our proposed hybrid model outperforms the other state-of-the-art methods. Our source code is available at https://github.com/DAMO-DI-ML/AAAI2022-HCM.

Rui Xia
Rui Xia
PhD Student in Machine Learning

My research interests include meta-learning, probablistic modelling, neuroscience, explainable AI and causal inference.