论文标题
增强秩序的因果结构学习
Reinforcement Causal Structure Learning on Order Graph
论文作者
论文摘要
学习描述观察到的数据因果关系的定向无环图(DAG)是一项非常具有挑战性但重要的任务。由于观察到的数据的数量和质量有限,以及因果图的非识别性,因此几乎不可能推断出一个精确的DAG。某些方法近似于通过马尔可夫链蒙特卡洛(MCMC)探索DAG空间的DAG的后验分布,但DAG空间与超指数生长的性质相比,准确地表征了DAG上的整个分布非常棘手。在本文中,我们建议在订单图上{加固因果结构学习}(rcl-og),该学习使用订单图代替MCMC来建模不同的DAG拓扑排序并减少问题大小。 RCL-OG首先使用一种新的奖励机制定义了增强学习,以近似有效的方式近似订单的后验分布,并使用深层学习来更新和传递节点之间的奖励。接下来,它在顺序图上获得节点的概率过渡模型,并计算不同顺序的后验概率。通过这种方式,我们可以在此模型上进行采样以高概率获得排序。关于合成和基准数据集的实验表明,与竞争性因果发现算法相比,RCL-OG提供了准确的后验概率近似,并且取得更好的结果。
Learning directed acyclic graph (DAG) that describes the causality of observed data is a very challenging but important task. Due to the limited quantity and quality of observed data, and non-identifiability of causal graph, it is almost impossible to infer a single precise DAG. Some methods approximate the posterior distribution of DAGs to explore the DAG space via Markov chain Monte Carlo (MCMC), but the DAG space is over the nature of super-exponential growth, accurately characterizing the whole distribution over DAGs is very intractable. In this paper, we propose {Reinforcement Causal Structure Learning on Order Graph} (RCL-OG) that uses order graph instead of MCMC to model different DAG topological orderings and to reduce the problem size. RCL-OG first defines reinforcement learning with a new reward mechanism to approximate the posterior distribution of orderings in an efficacy way, and uses deep Q-learning to update and transfer rewards between nodes. Next, it obtains the probability transition model of nodes on order graph, and computes the posterior probability of different orderings. In this way, we can sample on this model to obtain the ordering with high probability. Experiments on synthetic and benchmark datasets show that RCL-OG provides accurate posterior probability approximation and achieves better results than competitive causal discovery algorithms.