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Structure Learning of Linear Gaussian Structural Equation Models with Weak Edges
Proceedings of the 33rd Conference on Uncertainty in Artificial Intelligence, PMLR R15:760-769, 2017.
Abstract
We consider structure learning of linear Gaus- sian structural equation models with weak edges. Since the presence of weak edges can lead to a loss of edge orientations in the true underlying CPDAG, we define a new graph- ical object that can contain more edge orien- tations. We show that this object can be re- covered from observational data under a type of strong faithfulness assumption. We present a new algorithm for this purpose, called ag- gregated greedy equivalence search (AGES), that aggregates the solution path of the greedy equivalence search (GES) algorithm for vary- ing values of the penalty parameter. We prove consistency of AGES and demonstrate its per- formance in a simulation study and on single cell data from Sachs et al. (2005). The algo- rithm will be made available in the R-package pcalg.