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Causal Feature Selection via Orthogonal Search
Department of Electrical Engineering and Computer Science Massachusetts Institute of Technology, Cambridge, US.
Inria, Ecole Normale Supérieure PSL Research University, Paris, France.
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0003-1712-060X
Max Planck Institute for Intelligent Systems Tübingen, Germany.
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2022 (English)In: Transactions on Machine Learning Research, E-ISSN 2835-8856, Vol. 2022-AugustArticle in journal (Refereed) Published
Abstract [en]

The problem of inferring the direct causal parents of a response variable among a large set of explanatory variables is of high practical importance in many disciplines. However, established approaches often scale at least exponentially with the number of explanatory variables, are difficult to extend to nonlinear relationships and are difficult to extend to cyclic data. Inspired by Debiased machine learning methods, we study a one-vs.-the-rest feature selection approach to discover the direct causal parent of the response. We propose an algorithm that works for purely observational data while also offering theoretical guarantees, including the case of partially nonlinear relationships possibly under the presence of cycles. As it requires only one estimation for each variable, our approach is applicable even to large graphs. We demonstrate significant improvements compared to established approaches.

Place, publisher, year, edition, pages
Transactions on Machine Learning Research , 2022. Vol. 2022-August
National Category
Probability Theory and Statistics Robotics and automation Computer Sciences
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URN: urn:nbn:se:kth:diva-361998Scopus ID: 2-s2.0-105000038372OAI: oai:DiVA.org:kth-361998DiVA, id: diva2:1949671
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QC 20250404

Available from: 2025-04-03 Created: 2025-04-03 Last updated: 2025-04-04Bibliographically approved

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Bauer, Stefan

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