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CausalDiscoveryToolbox:因果建模、因果图代码实现

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文章目录

最近在分析观测数据的因果关系时,发现一个很好用的工具包——CausalDiscoveryToolbox(以下简称Cdt),功能齐全,轻松上手因果发现。 下面简单整理下该工具包的原理+用法。

CausalDiscoveryToolbox简介

[Github] [论文] [文档]

  • 用于在从数据的联合概率分布样本中学习因果图和相关的因果机制。
  • 实现了端到端的因果发现方法,支持从观测数据中恢复直接依赖关系(因果图的骨架)和变量之间的因果关系。
  • 实现了许多用于图结构恢复的算法(包括来自bnlearn1,pcalg2包的算法)。
  • 基于Numpy,Scikit-learn,Pytorch和R开发。
  • 支持GPU硬件加速。

因果建模的过程

Cdt工具包对一般的因果建模流程进行了概括:

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观测数据

因果发现算法

图恢复算法

无向图

因果有向图

Cdt工具包可以直接从观测数据中进行因果发现(获得因果有向图),也可以先恢复图结构(获得无向依赖图)之后,再进行因果发现(获得因果有向图)。

图恢复算法 Graph recovery algorithms

在Cdt工具包中实现了两种从原始数据中恢复无向依赖图的方法:

  • 二元依赖 (Bivariate dependencies)
  • 用于确定因果图中的(无向)边。
  • 依赖于统计检验,例如皮尔逊相关性(Pearson’s correlation)或互信息分数(mutual information scores)3。在第一阶段中可以使用二元依赖关系来建立因果图骨架。
  • 多元方法 (Multivariate methods)
  • 目的是恢复全因果图。即为图的所有变量选择父、子和配偶节点(子的父母)。
  • 输出一个networkx.Graph图对象。

因果发现算法 Causal Discovery algorithms

Cdt包的主要焦点是从观测数据中发现因果关系,从成对设置到全图建模。

  • 成对建模(The pairwise setting)
  • 把每一对变量作为因果对问题(CEP4,cause-effect pair problem)进行处理,从而确定这些变量之间的因果关系。 比如识别X→Y还是Y→X,或者X与Y没有关系。因果对参考教程
  • 成对建模的两个经典方法:加性噪声模型(ANM)5和IGCI6 (Information-Geometric Causal Inference),在有篇因果对的综述里有详细介绍,后面有空梳理下。
  • 成对建模的前提假设是:这两个变量已经受到其他协变量的制约,并且剩余的潜在协变量几乎没有影响,可以被认为是“噪声”。
  • 全图建模(The graph setting)
  • 基于贝叶斯或基于分数的方法,输出有向无环图或部分有向无环图
  • ①依赖于条件独立性测试,称为基于约束的方法,如PC7或FCI8
  • ②依赖于基于分数的方法,通过图搜索启发式方法(如GES9或CAM10)找到使似然分数最大化的图。
  • ③利用著名的对抗生成网络,例如CGNN11或SAM12

安装Cdt工具包

直接使用pip安装:

代码语言:javascript
复制
pip install cdt

使用示例

代码语言:javascript
复制
import cdt
from cdt import SETTINGS
SETTINGS.verbose=True
#SETTINGS.NJOBS=16
#SETTINGS.GPU=1
import networkx as nx
import matplotlib.pyplot as plt
plt.axis('off')

# Load data
data = pd.read_csv("lucas0_train.csv")
print(data.head())

# Finding the structure of the graph
glasso = cdt.independence.graph.Glasso()
skeleton = glasso.predict(data)

# Pairwise setting
model = cdt.causality.pairwise.ANM()
output_graph = model.predict(data, skeleton)

# Visualize causality graph
options = { 
   
        "node_color": "#A0CBE2",
        "width": 1,
        "node_size":400,
        "edge_cmap": plt.cm.Blues,
        "with_labels": True,
    }
nx.draw_networkx(output_graph,**options)

上述代码输出的因果图:

示例数据: https://download.csdn.net/download/Bit_Coders/16241408

网络结构的绘制参考networkx文档: https://networkx.org/documentation/stable/index.html

工具包模块

该软件包分为5个模块:

  • 因果关系:cdt.causality在成对设置或图形设置中实施因果发现算法。
  • 独立性:cdt.independence包括恢复数据依赖关系图的方法。
  • 数据:cdt.data为用户提供生成数据和加载基准数据的工具。
  • 实用程序:cdt.utils为用户提供用于模型构建,图形实用程序和设置的工具。
  • 指标:cdt.metrics包括图表的评分指标,以输入为准 networkx.DiGraph 用于计算的所有方法,接口与Scikit-learn类似,在这里.predict() 发动对给定的数据到工具箱中的算法,.fit()使得训练学习算法大部分的算法是类,它们的参数可以在自定义.init()中设置。

程序包及其算法的结构:

代码语言:javascript
复制
   cdt package
   |
   |- independence
   |  |- graph (Infering the skeleton from data)
   |  |  |- Lasso variants (Randomized Lasso[1], Glasso[2], HSICLasso[3])
   |  |  |- FSGNN (CGNN[12] variant for feature selection)
   |  |  |- Skeleton recovery using feature selection algorithms (RFECV[5], LinearSVR[6], RRelief[7], ARD[8,9], DecisionTree)
   |  |
   |  |- stats (pairwise methods for dependency)
   |     |- Correlation (Pearson, Spearman, KendallTau)
   |     |- Kernel based (NormalizedHSIC[10])
   |     |- Mutual information based (MIRegression, Adjusted Mutual Information[11], Normalized mutual information[11])
   |
   |- data
   |  |- CausalPairGenerator (Generate causal pairs)
   |  |- AcyclicGraphGenerator (Generate FCM-based graphs)
   |  |- load_dataset (load standard benchmark datasets)
   |
   |- causality
   |  |- graph (methods for graph inference)
   |  |  |- CGNN[12]
   |  |  |- PC[13]
   |  |  |- GES[13]
   |  |  |- GIES[13]
   |  |  |- LiNGAM[13]
   |  |  |- CAM[13]
   |  |  |- GS[23]
   |  |  |- IAMB[24]
   |  |  |- MMPC[25]
   |  |  |- SAM[26]
   |  |  |- CCDr[27]
   |  |
   |  |- pairwise (methods for pairwise inference)
   |     |- ANM[14] (Additive Noise Model)
   |     |- IGCI[15] (Information Geometric Causal Inference)
   |     |- RCC[16] (Randomized Causation Coefficient)
   |     |- NCC[17] (Neural Causation Coefficient)
   |     |- GNN[12] (Generative Neural Network -- Part of CGNN )
   |     |- Bivariate fit (Baseline method of regression)
   |     |- Jarfo[20]
   |     |- CDS[20]
   |     |- RECI[28]
   |
   |- metrics (Implements the metrics for graph scoring)
   |  |- Precision Recall
   |  |- SHD
   |  |- SID [29]
   |
   |- utils
      |- Settings -> SETTINGS class (hardware settings)
      |- loss -> MMD loss [21, 22] & various other loss functions
      |- io -> for importing data formats
      |- graph -> graph utilities

使用感想

  • 接口简单,文档清晰,易于上手。
  • 不过目前还不支持使用干预措施
  • Cdt工具包是在观察环境进行因果发现的软件包,所以相当于还是在因果科学的第一层级“关联”。不过从当前的实际应用角度来说,“干预”和“反事实”的实施难度较大,“关联”层级的因果发现和推理已经能起到一定的作用。

  1. Marco Scutari. Package ‘bnlearn’, 2018. ↩︎
  2. Markus Kalisch, Alain Hauser, et al. Package ‘pcalg’. 2018. ↩︎
  3. Nguyen Xuan Vinh, Julien Epps, and James Bailey. Information theoretic measures for clusterings comparison: Variants, properties, normalization and correction for chance. Journal of Machine Learning Research, 11(Oct):2837–2854, 2010. ↩︎
  4. Isabelle Guyon. Chalearn cause effect pairs challenge, 2013. URL http://www.causality.inf.ethz.ch/cause-effect.php. ↩︎
  5. Patrik O Hoyer, Dominik Janzing, Joris M Mooij, Jonas Peters, and Bernhard Sch¨olkopf. Nonlinear causal discovery with additive noise models. In Neural Information Processing Systems (NIPS), pages 689–696, 2009. ↩︎
  6. Janzing, D., Mooij, J., Zhang, K., Lemeire, et al… (2012). Information-geometric approach to inferring causal directions. Artificial Intelligence, 182, 1-31. ↩︎
  7. Peter Spirtes, Clark N Glymour, and Richard Scheines. Causation, prediction, and search.MIT press, 2000 ↩︎
  8. Eric V Strobl, Kun Zhang, and Shyam Visweswaran. Approximate kernel-based conditional independence tests for fast non-parametric causal discovery. 2017 ↩︎
  9. David Maxwell Chickering. Optimal structure identification with greedy search. Journal of machine learning research, 3(Nov):507–554, 2002. ↩︎
  10. Peter B¨uhlmann, Jonas Peters, Jan Ernest, et al. Cam: Causal additive models, highdimensional order search and penalized regression. The Annals of Statistics, 2014. ↩︎
  11. Olivier Goudet, Diviyan Kalainathan, et al. Learning functional causal models with generative neural networks. 2017. ↩︎
  12. Diviyan Kalainathan, Olivier Goudet, et al. Sam: Structural agnostic model, causal discovery and penalized adversarial learning. 2018. ↩︎

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