Exposed public API for ROL-HC
learn_and_get_skeleton(ci_test, data, max_iters, max_swaps, initial_r_order=None, find_markov_boundary_matrix_fun=None)
Learn the skeleton of a causal graph using the ROL hill climbing algorithm.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
ci_test
|
Callable[[int, int, List[int], ndarray], bool]
|
A conditional independence test function that takes in the indices of two variables and a list of variable indices as the conditioning set, and returns True if the two variables are independent given the conditioning set, and False otherwise. |
required |
data_matrix
|
ndarray
|
The data matrix with shape (num_samples, num_vars), where each column corresponds to a variable and each row corresponds to a sample. |
required |
max_iters
|
int
|
Maximum number of iterations to run the algorithm for. |
required |
max_swaps
|
int
|
Maximum swap distance to consider. |
required |
initial_r_order
|
ndarray
|
The initial r-order to use. If not provided, the algorithm will use RSL-D to find the initial r-order. |
None
|
Returns:
Type | Description |
---|---|
Graph
|
nx.Graph: A networkx graph representing the learned skeleton. |
Source code in rcd/rol/rol_hc.py
ROL-HC implementation details
Implementation for the ROL hill climbing algorithm for learning causal graphs.
This class is initialized with a conditional independence test function, which determines whether two variables are independent given another set of variables, using the data provided.
The class has a learn_and_get_skeleton function that takes in a data matrix (numpy array), where each column corresponds to a variable and each row corresponds to a sample, and returns a networkx graph representing the learned skeleton.
Source code in rcd/rol/rol_hc.py
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|
__init__(ci_test, max_iters, max_swaps, find_markov_boundary_matrix_fun=None)
Initialize the ROL hill climbing algorithm with the conditional independence test to use.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
ci_test
|
Callable[[int, int, List[int], ndarray], bool]
|
A conditional independence test function that takes in the indices of two variables and a list of variable indices as the conditioning set, and returns True if the two variables are independent given the conditioning set, and False otherwise. |
required |
max_iters
|
int
|
Maximum number of iterations to run the algorithm for. |
required |
max_swaps
|
int
|
Maximum swap distance to consider. |
required |
find_markov_boundary_matrix_fun
|
Callable[[ndarray], ndarray]
|
A function to find the Markov boundary matrix. It takes a numpy array of data, and returns a 2D numpy array. The (i, j)th entry is True if the jth variable is in the Markov boundary of the ith variable, and False otherwise. |
None
|
Source code in rcd/rol/rol_hc.py
compute_cost(r_order, starting_index, ending_index)
Compute the cost of the given r-order between the specified starting and ending indices.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
r_order
|
ndarray
|
The r-order to compute the cost of. |
required |
starting_index
|
int
|
The starting index of the r-order to compute the cost of. |
required |
ending_index
|
int
|
The ending index (exclusive) of the r-order to compute the cost of. |
required |
Returns:
Type | Description |
---|---|
ndarray
|
np.ndarray: The cost of the given r-order between the specified starting and ending indices. |
Source code in rcd/rol/rol_hc.py
find_neighborhood(var, var_mk_bool_arr)
Find the neighborhood of a variable using Proposition 40.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
var
|
int
|
The variable whose neighborhood we want to find. |
required |
Returns:
Type | Description |
---|---|
ndarray
|
np.ndarray: 1D numpy array containing the variables in the neighborhood. |
Source code in rcd/rol/rol_hc.py
find_neighbors(var, var_mk_bool_arr)
Find the neighborhood of a variable using Lemma 27.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
var
|
int
|
Index of the variable in the data. |
required |
var_mk_bool_arr
|
ndarray
|
Markov boundary of the variable. |
required |
Returns:
Type | Description |
---|---|
ndarray
|
np.ndarray: 1D numpy array containing the indices of the variables in the neighborhood. |
Source code in rcd/rol/rol_hc.py
is_neighbor(var, var_y, var_mk_set)
Check if var_y is a neighbor of variable var using Lemma 27.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
var
|
int
|
Index of the variable. |
required |
var_y
|
int
|
The variable to check. |
required |
var_mk_set
|
Set[int]
|
Set of the variables in the Markov boundary of var. |
required |
Returns:
Name | Type | Description |
---|---|---|
bool |
bool
|
True if var_y is a neighbor, False otherwise. |
Source code in rcd/rol/rol_hc.py
learn_and_get_skeleton(data, initial_r_order=None)
Learn the skeleton of the graph using the ROL hill climbing algorithm.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
data
|
ndarray
|
The data matrix with shape (num_samples, num_vars). |
required |
initial_r_order
|
ndarray
|
The initial r-order to use. If not provided, the algorithm will use RSL-D to find the initial r-order. |
None
|
Returns:
Type | Description |
---|---|
Graph
|
nx.Graph: A networkx graph representing the learned skeleton. |
Source code in rcd/rol/rol_hc.py
learn_skeleton_using_r_order(r_order)
Learns the skeleton of the graph using the given r-order.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
r_order
|
ndarray
|
The r-order to use for learning the skeleton. |
required |
Returns:
Type | Description |
---|---|
Graph
|
nx.Graph: A networkx graph representing the learned skeleton. |