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Learning Causality

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Title: Learning Causality


1
Learning Causality
Some slides are from Judea Pearls class
lecture http//bayes.cs.ucla.edu/BOOK-2K/viewgraph
s.html
2
A causal model Example
  • Statement rain causes mud implies an asymmetric
    relationship the rain will create mud, but the
    mud will not create rain.
  • Use ? when refer such causal relationship
  • There is no arrow between rain and other
    causes of mud means that there is no direct
    causal relationship between them

3
Directed (causal) Graphs
  • A and B are causally independent
  • C, D, E, and F are causally dependent on A and B
  • A and B are direct causes C
  • A and B are indirect causes D, E and F
  • If C is prevented from changing with A and B,
    then A and B will no longer cause changes in D, E
    and F.

4
Conditional Independence
5
Conditional Independence
6
Conditional Independence (Notation)
7
Causal Structure
8
Causal Structure (contd)
  • A Causal Structure serves as a blueprint for
    forming a casual model a precise
    specification of how each variable is influenced
    by its parents in the DAG.
  • We assume that Nature is at liberty to impose
    arbitrary functional relationships between each
    effect and its causes and then to perturb these
    relationships by introducing arbitrary
    disturbance
  • These disturbances reflect hidden or
    unmeasurable conditions.

9
Causal Model
10
Causal Model (Contd)
  • Once a causal model M is formed, it defines a
    joint probability distribution P(M) over the
    variables in the system
  • This distribution reflects some features of the
    causal structure
  • Each variable must be independent of its
    grandparents, given the values of its parents
  • We may allowed to inspect a select subset O?V of
    observed variables to ask questions about Po,
    the probability distribution over the
    observations
  • We may recover the topology D of the DAG, from
    features of the probability distribution Po.

11
Inferred Causation
12
Latent Structure
13
Structure Preference
14
Structure Preference (Contd)
  • The set of independencies entailed by a causal
    structure imposes limits on its power to mimic
    other structure
  • L1 cannot be preferred to L2 if there is even one
    observable dependency that is permitted by L1 and
    forbidden by L2
  • L1 is preferred to L2 if L2 has subset of L1s
    independence
  • Thus, test for preference and equivalence can
    sometimes be reduced to test dependencies, which
    can be determined by topology of the DAGs without
    concerning parameters.

15
Minimality
16
Consistency
17
Inferred Causation
18
Examples
  • a,b,c,d reveal two independencies
  • a is independent of b
  • d is independent of a,b given c
  • Assume further that the data reveals no other
    independencies
  • a having a cold
  • b having hay fever
  • c having to sneeze
  • d having to wipe ones nose.

19
Example (Contd)
  • a,b,c,d reveal two independencies
  • a is independent of b
  • d is independent of a,b given c

Not minimal fails to impose conditional
Independence between d and a,b
Not consistent with data impose
marginal independence between d and a,b
20
Stability
The stability condition states that, as we vary
the parmeters from ? to ??, no indpendence in P
can be destroyed. In other words, if the
independency exists, it will always exists.
21
Stable distribution
  • A probability distribution P is a faithful/stable
    distribution if there exist a directed acyclic
    graph (DAG) D such that the conditional
    independence relationship in P is also shown in
    the D, and vice versa.

22
IC algorithm (Inductive Causation)
  • IC algorithm (Pearl)
  • Based on variable dependencies
  • Find all pairs of variables that are dependent of
    each other (applying standard statistical method
    on the database)
  • Eliminate (as much as possible) indirect
    dependencies
  • Determine directions of dependencies

23
Comparing abduction, deduction and induction
A gt B A --------- B
  • Deduction major premise All balls in the
    box are black
  • minor premise
    These balls are from the box
  • conclusion
    These balls are black
  • Abduction rule All balls
    in the box are black
  • observation
    These balls are black
  • explanation These balls
    are from the box
  • Induction case These
    balls are from the box
  • observation
    These balls are black
  • hypothesized rule All
    ball in the box are black

A gt B B ------------- Possibly A
Whenever A then B but not vice versa -------------
Possibly A gt B
Induction from specific cases to general
rules Abduction and deduction both from
part of a specific case to other part of
the case using general rules (in different ways)
Source from httpwww.csee.umbc.edu/ypeng/F02671/le
cture-notes/Ch15.ppt
24
IC Algorithm (Contd)
  • Input
  • P a stable distribution on a set V of
    variables
  • Output
  • A pattern H(P) compatible with P
  • Patten is a partially directed DAG
  • some edges are directed and
  • some edges are undirected

25
IC Algorithm Step 1
  • For each pair of variables a and b in V, search
    for a set Sab such that (a-b Sab) holds in P
    in other words, a and b should be independent in
    P, conditioned on Sab .
  • Construct an undirected graph G such that
    vertices a and b are connected with an edge if
    and only if no set Sab can be found.

26
IC Algorithm Step 2
  • For each pair of nonadjacent variables a and b
    with a common neighbor c, check if c? Sab.
  • If it is, then continue
  • Else add arrowheads at c
  • i.e a? c ? b

27
Example
28
IC Algorithm Step 3
  • In the partially directed graph that results,
    orient as many of the undirected edges as
    possible subject to two conditions
  • The orientation should not create a new
    v-structure
  • The orientation should not create a directed
    cycle

29
Rules required to obtaining a maximally oriented
pattern
  • R1 Orient b c into b?c whenever there is an
    arrow a?b such that a and c are non adjacent

30
Rules required to obtaining a maximally oriented
pattern
  • R2 Orient a b into a?b whenever there is a
    chain a?c?b

31
Rules required to obtaining a maximally oriented
pattern
  • R3 Orient a b into a?b whenever there are two
    chains ac?b and ad?b such that c and d are
    nonadjacent

32
Rules required to obtaining a maximally oriented
pattern
  • R4 Orient a b into a?b whenever there are two
    chains ac?d and c?d?b such that c and b are
    nonadjacent

c
a
d
d
c
b
33
IC Algorithm
  • Input
  • P, a sampled distribution
  • Output
  • core(P), a marked pattern

34
Marked PatternFour types of edges
35
IC Algorithm Step 1
  • For each pair of variables a and b, search for a
    set Sab such that a and b are independent in P,
    conditioned on Sab. If there is no such Sab,
    place an undirected link between the two
    variables, a b.

36
IC Algorithm Step 2
  • For each pair of nonadjacent variables a and b
    with a common neighbor c, check if c?Sab
  • If it is, then continue
  • If it is not, then add arrow heads pointing at c
    (i.e. a ? c ? b).
  • In the partially directed graph that results, add
    (recursively) as many arrowheads as possible, and
    mark as many edges as possible, according to the
    following two rules

37
IC Algorithm Rule 1
  • R1 For each pair of non-adjacent nodes a and b
    with a common neighbor c, if the link between a
    and c has an arrow head into c and if the link
    between c and b has no arrowhead into c, then add
    an arrow head on the link between c and b
    pointing at b and mark that link to obtain c ?
    b

38
IC Algorithm Rule 2
  • R2 If a and b are adjacent and there is a
    directed path (composed strictly of marked links)
    from a to b, then add an arrowhead pointing
    toward b on the link between a and b
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