TY - GEN
T1 - An experimental comparison of linear non-Gaussian causal discovery methods and their variants
AU - Sogawa, Yasuhiro
AU - Shimizu, Shohei
AU - Kawahara, Yoshinobu
AU - Washio, Takashi
PY - 2010/12/1
Y1 - 2010/12/1
N2 - Many multivariate Gaussianity-based techniques for identifying causal networks of observed variables have been proposed. These methods have several problems such that they cannot uniquely identify the causal networks without any prior knowledge. To alleviate this problem, a non-Gaussianity-based identification method LiNGAM was proposed. Though the LiNGAM potentially identifies a unique causal network without using any prior knowledge, it needs to properly examine independence assumptions of the causal network and search the correct causal network by using finite observed data points only. On another front, a kernel based independence measure that evaluates the independence more strictly was recently proposed. In addition, some advanced generic search algorithms including beam search have been extensively studied in the past. In this paper, we propose some variants of the LiNGAM method which introduce the kernel based method and the beam search enabling more accurate causal network identification. Furthermore, we experimentally characterize the LiNGAM and its variants in terms of accuracy and robustness of their identification.
AB - Many multivariate Gaussianity-based techniques for identifying causal networks of observed variables have been proposed. These methods have several problems such that they cannot uniquely identify the causal networks without any prior knowledge. To alleviate this problem, a non-Gaussianity-based identification method LiNGAM was proposed. Though the LiNGAM potentially identifies a unique causal network without using any prior knowledge, it needs to properly examine independence assumptions of the causal network and search the correct causal network by using finite observed data points only. On another front, a kernel based independence measure that evaluates the independence more strictly was recently proposed. In addition, some advanced generic search algorithms including beam search have been extensively studied in the past. In this paper, we propose some variants of the LiNGAM method which introduce the kernel based method and the beam search enabling more accurate causal network identification. Furthermore, we experimentally characterize the LiNGAM and its variants in terms of accuracy and robustness of their identification.
UR - http://www.scopus.com/inward/record.url?scp=79959464188&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=79959464188&partnerID=8YFLogxK
U2 - 10.1109/IJCNN.2010.5596737
DO - 10.1109/IJCNN.2010.5596737
M3 - Conference contribution
AN - SCOPUS:79959464188
SN - 9781424469178
T3 - Proceedings of the International Joint Conference on Neural Networks
BT - 2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 International Joint Conference on Neural Networks, IJCNN 2010
T2 - 2010 6th IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 International Joint Conference on Neural Networks, IJCNN 2010
Y2 - 18 July 2010 through 23 July 2010
ER -