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On the Role of Entropy-Based Loss for Learning Causal Structure With Continuous Optimization
IEEE Transactions on Neural Networks and Learning Systems
|November 9, 2023
Summary
This study addresses causal discovery challenges by proposing a novel entropy-based loss function. This method improves causal direction identification, especially when noise distributions deviate from the standard Gaussian assumption.
Area of Science:
- Causal inference and machine learning
- Statistical modeling and data analysis
Background:
- Causal discovery from observational data is crucial but challenging across scientific disciplines.
- Existing methods often rely on least-square loss, assuming Gaussian noise, which limits applicability.
- Violation of Gaussian noise assumption can impede accurate causal direction identification.
Purpose of the Study:
- To theoretically analyze the impact of non-Gaussian noise on causal discovery.
- To propose a more general and robust loss function for causal structure learning.
- To enhance causal direction identification irrespective of noise distribution.
Main Methods:
- Theoretical analysis of causal orientation under non-Gaussian noise assumptions.
- Development of a novel entropy-based loss function for continuous optimization.
- Algebraic characterization of directed acyclic graphs (DAGs) for structure learning.
Main Results:
- Demonstrated that non-Gaussian noise significantly affects causal direction identification.
- Proposed entropy-based loss is theoretically consistent across various noise distributions.
- Empirical evaluations show superior performance in structure Hamming distance, FDR, and TPR.
Conclusions:
- The proposed entropy-based loss function offers a more general solution for causal discovery.
- This method overcomes limitations of least-square loss under non-Gaussian noise.
- The approach is validated on synthetic and real-world data, showing robust performance.
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