2018/05/05 by Strobl, Eric V. · 2 citations
#FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME)
paper · doi:10.48550/arxiv.1805.02087
Causal processes in nature may contain cycles, and real datasets may violate causal sufficiency as well as contain selection bias. No constraint-based causal discovery algorithm can currently handle cycles, latent variables and selection bias (CLS) simultaneously. I therefore introduce an algorithm called Cyclic Causal Inference (CCI) that makes sound inferences with a conditional independence oracle under CLS, provided that we can represent the cyclic causal process as a non-recursive linear structural equation model with independent errors. Empirical results show that CCI outperforms CCD in the cyclic case as well as rivals FCI and RFCI in the acyclic case.