GES with the BIC score or generalized score
Algorithm Introduction
Greedy Equivalence Search (GES) algorithm with BIC score 1 and generalized score 2.
Usage
from causal-learn.search.ScoreBased.GES import ges
Record = ges(X, score_func, maxP, parameters)
Parameters
X: Data with T*D dimensions.
- score_func: The score function you would like to use, including (see Score functions.).
“local_score_BIC”: BIC score 3.
“local_score_BDeu”: BDeu score 4.
“local_score_CV_general”: Generalized score with cross validation for data with single-dimensional variates 2.
“local_score_marginal_general”: Generalized score with marginal likelihood for data with single-dimensional variates 2.
“local_score_CV_multi”: Generalized score with cross validation for data with multi-dimensional variables 2.
“local_score_marginal_multi”: Generalized score with marginal likelihood for data with multi-dimensional variates 2.
maxP: Allowed maximum number of parents when searching the graph.
- parameters: when using CV likelihood,
parameters[‘kfold’]: k-fold cross validation.
parameters[‘lambda’]: regularization parameter.
parameters[‘dlabel’]: for variables with multi-dimensions, indicate which dimensions belong to the i-th variable.
Returns
Record[‘G’]: learned causal graph.
Record[‘update1’]: each update (Insert operator) in the forward step.
Record[‘update2’]: each update (Delete operator) in the backward step.
Record[‘G_step1’]: learned graph at each step in the forward step.
Record[‘G_step2’]: learned graph at each step in the backward step.
Record[‘score’]: the score of the learned graph.
- 1
Chickering, D. M. (2002). Optimal structure identification with greedy search. Journal of machine learning research, 3(Nov), 507-554.
- 2(1,2,3,4,5)
Huang, B., Zhang, K., Lin, Y., Schölkopf, B., & Glymour, C. (2018, July). Generalized score functions for causal discovery. In Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining (pp. 1551-1560).
- 3
Schwarz, G. (1978). Estimating the dimension of a model. The annals of statistics, 461-464.
- 4
Buntine, W. (1991). Theory refinement on Bayesian networks. In Uncertainty proceedings 1991 (pp. 52-60). Morgan Kaufmann.