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LazyIter: A Fast Algorithm for Counting Markov Equivalent DAGs and Designing Experiments

17 June 2020
Ali AhmadiTeshnizi
Saber Salehkaleybar
Negar Kiyavash
    CML
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Abstract

The causal relationships among a set of random variables are commonly represented by a Directed Acyclic Graph (DAG), where there is a directed edge from variable XXX to variable YYY if XXX is a direct cause of YYY. From the purely observational data, the true causal graph can be identified up to a Markov Equivalence Class (MEC), which is a set of DAGs with the same conditional independencies between the variables. The size of an MEC is a measure of complexity for recovering the true causal graph by performing interventions. We propose a method for efficient iteration over possible MECs given intervention results. We utilize the proposed method for computing MEC sizes and experiment design in active and passive learning settings. Compared to previous work for computing the size of MEC, our proposed algorithm reduces the time complexity by a factor of O(n)O(n)O(n) for sparse graphs where nnn is the number of variables in the system. Additionally, integrating our approach with dynamic programming, we design an optimal algorithm for passive experiment design. Experimental results show that our proposed algorithms for both computing the size of MEC and experiment design outperform the state of the art.

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