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Learning High-dimensional Directed Acyclic Graphs with Mixed Data-types
Proceedings of Machine Learning Research, PMLR 104:4-21, 2019.
Abstract
In recent years, great strides have been made for causal structure learning in the high- dimensional setting and in the mixed data-type setting when there are both discrete and continuous variables. However, due to the complications involved with modeling continuous-discrete variable interactions, the intersection of these two settings has been relatively understudied. The current paper explores the problem of efficiently extending causal structure learning algorithms to high-dimensional data with mixed data-types. First, we characterize a model over continuous and discrete variables. Second, we derive a de- generate Gaussian (DG) score for mixed data-types and discuss its asymptotic properties. Lastly, we demonstrate the practicality of the DG score on learning causal structures from simulated data sets.