论文标题
贝叶斯学习因果关系和带有差异贝叶斯的因果结构和机制
Bayesian learning of Causal Structure and Mechanisms with GFlowNets and Variational Bayes
论文作者
论文摘要
贝叶斯因果结构学习旨在学习定向无环图(DAG)的后验分布,以及定义父和子变量之间关系的机制。通过采用贝叶斯方法,可以推理因果模型的不确定性。建模模型的不确定性的概念对于因果结构学习尤为重要,因为在仅给出有限数量的观测数据时,该模型可能无法识别。在本文中,我们介绍了一种新颖的方法,可以使用变异贝叶斯共同学习因果模型的结构和机制,我们称之为变异贝叶斯 - dag-gflownet(VBG)。我们使用gflownets扩展了贝叶斯因果结构学习的方法,不仅可以学习结构上的后验分布,而且还学习线性高斯模型的参数。我们对模拟数据的结果表明,VBG在对DAG和机制的后端进行建模时与多个基线具有竞争力,同时在现有方法上提供了几种优势,包括保证了采样无环形图,以及将其推广到非线性因果机制的灵活性。
Bayesian causal structure learning aims to learn a posterior distribution over directed acyclic graphs (DAGs), and the mechanisms that define the relationship between parent and child variables. By taking a Bayesian approach, it is possible to reason about the uncertainty of the causal model. The notion of modelling the uncertainty over models is particularly crucial for causal structure learning since the model could be unidentifiable when given only a finite amount of observational data. In this paper, we introduce a novel method to jointly learn the structure and mechanisms of the causal model using Variational Bayes, which we call Variational Bayes-DAG-GFlowNet (VBG). We extend the method of Bayesian causal structure learning using GFlowNets to learn not only the posterior distribution over the structure, but also the parameters of a linear-Gaussian model. Our results on simulated data suggest that VBG is competitive against several baselines in modelling the posterior over DAGs and mechanisms, while offering several advantages over existing methods, including the guarantee to sample acyclic graphs, and the flexibility to generalize to non-linear causal mechanisms.