Weakening faithfulness : some heuristic causal discovery algorithms
International Journal of Data Science and Analytics
Causal discovery, Faithfulness, PC, GES
We examine the performance of some standard causal discovery algorithms, both constraint-based and score-based, from the perspective of how robust they are against (almost) failures of the Causal Faithfulness Assumption. For this purpose, we make only the so-called Triangle-Faithfulness assumption, which is a fairly weak consequence of the Faithfulness assumption, and otherwise allows unfaithful distributions. In particular, we allow violations of Adjacency-Faithfulness and Orientation-Faithfulness. We show that the (conservative) PC algorithm, a representative constraint-based method, can be made more robust against unfaithfulness by incorporating elements of the GES algorithm, a representative score-based method; similarly, the GES algorithm can be made less error-prone by incorporating elements of the conservative PC algorithm. As our simulations demonstrate, the increased robustness seems to matter even when faithfulness is not exactly violated, for with only finite sample, distributions that are not exactly unfaithful may be sufficiently close to being unfaithful to make trouble.
JZ’s research was supported in part by the Research Grants Council of Hong Kong under the General Research Fund LU342213.
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Zhalama, Zhang, J. & Mayer, W. (2017). Weakening faithfulness: Some heuristic causal discovery algorithms. International Journal of Data Science and Analytics, 3(2), 93-104. doi: 10.1007/s41060-016-0033-y