Constraint-based Causal Discovery with Mixed Data
23d ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD 2017), (2017)Abstract
We address the problem of constraint-based causal discovery with mixed data types, such as (but not limited to) continuous, binary, multinomial and or-dinal variables. We use likelihood-ratio tests based on appropriate regression models, and show how to derive symmetric conditional independence tests. Such tests can then be directly used by existing constraint-based methods with mixed data, such as the PC and FCI algorithms for learning Bayesian networks and maximal ancestral graphs respectively. In experiments on simu-lated Bayesian networks, we employ the PC algorithm with different conditional independence tests for mixed data, and show that the proposed approach outperforms alternatives in terms of learning accuracy.
