Metrics on Markov Equivalence Classes for Evaluating Causal Discovery Algorithms

التفاصيل البيبلوغرافية
العنوان: Metrics on Markov Equivalence Classes for Evaluating Causal Discovery Algorithms
المؤلفون: Wahl, Jonas, Runge, Jakob
سنة النشر: 2024
المجموعة: Statistics
مصطلحات موضوعية: Statistics - Methodology, Statistics - Machine Learning
الوصف: Many state-of-the-art causal discovery methods aim to generate an output graph that encodes the graphical separation and connection statements of the causal graph that underlies the data-generating process. In this work, we argue that an evaluation of a causal discovery method against synthetic data should include an analysis of how well this explicit goal is achieved by measuring how closely the separations/connections of the method's output align with those of the ground truth. We show that established evaluation measures do not accurately capture the difference in separations/connections of two causal graphs, and we introduce three new measures of distance called s/c-distance, Markov distance and Faithfulness distance that address this shortcoming. We complement our theoretical analysis with toy examples, empirical experiments and pseudocode.
Comment: Under review. Comments welcome. Additional references added. Figure arrangement in appendix fixed
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2402.04952
رقم الأكسشن: edsarx.2402.04952
قاعدة البيانات: arXiv