Linear Causal Model Discovery Using the MML criterion

  • Authors:
  • Gang Li;Honghua Dai;Yiqing Tu

  • Affiliations:
  • -;-;-

  • Venue:
  • ICDM '02 Proceedings of the 2002 IEEE International Conference on Data Mining
  • Year:
  • 2002

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Abstract

Determining the causal structure of a domain is a keytask in the area of Data Mining and Knowledge Discovery.The algorithm proposed by Wallace et al. [15] hasdemonstrated its strong ability in discovering Linear CausalModels from given data sets. However, some experimentsshowed that this algorithm experienced difficulty in discoveringlinear relations with small deviation, and it occasion-allygives a negative message length, which should not beallowed. In this paper, a more efficient and precise MML encodingscheme is proposed to describe the model structureand the nodes in a Linear Causal Model. The estimation ofdifferent parameters is also derived. Empirical results showthat the new algorithm outperformed the previous MML-basedalgorithm in terms of both speed and precision.