Distributed Learning of Generalized Linear Causal Networks

Fuente: arXiv
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Autores principales: Ye, Qiaoling, Amini, Arash A., Zhou, Qing
Formato: Preprint
Publicado: 2022
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author Ye, Qiaoling
Amini, Arash A.
Zhou, Qing
author_facet Ye, Qiaoling
Amini, Arash A.
Zhou, Qing
contents We consider the task of learning causal structures from data stored on multiple machines, and propose a novel structure learning method called distributed annealing on regularized likelihood score (DARLS) to solve this problem. We model causal structures by a directed acyclic graph that is parameterized with generalized linear models, so that our method is applicable to various types of data. To obtain a high-scoring causal graph, DARLS simulates an annealing process to search over the space of topological sorts, where the optimal graphical structure compatible with a sort is found by a distributed optimization method. This distributed optimization relies on multiple rounds of communication between local and central machines to estimate the optimal structure. We establish its convergence to a global optimizer of the overall score that is computed on all data across local machines. To the best of our knowledge, DARLS is the first distributed method for learning causal graphs with such theoretical guarantees. Through extensive simulation studies, DARLS has shown competing performance against existing methods on distributed data, and achieved comparable structure learning accuracy and test-data likelihood with competing methods applied to pooled data across all local machines. In a real-world application for modeling protein-DNA binding networks with distributed ChIP-Sequencing data, DARLS also exhibits higher predictive power than other methods, demonstrating a great advantage in estimating causal networks from distributed data.
format Preprint
id arxiv_https___arxiv_org_abs_2201_09194
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Distributed Learning of Generalized Linear Causal Networks
Ye, Qiaoling
Amini, Arash A.
Zhou, Qing
Methodology
Machine Learning
Computation
We consider the task of learning causal structures from data stored on multiple machines, and propose a novel structure learning method called distributed annealing on regularized likelihood score (DARLS) to solve this problem. We model causal structures by a directed acyclic graph that is parameterized with generalized linear models, so that our method is applicable to various types of data. To obtain a high-scoring causal graph, DARLS simulates an annealing process to search over the space of topological sorts, where the optimal graphical structure compatible with a sort is found by a distributed optimization method. This distributed optimization relies on multiple rounds of communication between local and central machines to estimate the optimal structure. We establish its convergence to a global optimizer of the overall score that is computed on all data across local machines. To the best of our knowledge, DARLS is the first distributed method for learning causal graphs with such theoretical guarantees. Through extensive simulation studies, DARLS has shown competing performance against existing methods on distributed data, and achieved comparable structure learning accuracy and test-data likelihood with competing methods applied to pooled data across all local machines. In a real-world application for modeling protein-DNA binding networks with distributed ChIP-Sequencing data, DARLS also exhibits higher predictive power than other methods, demonstrating a great advantage in estimating causal networks from distributed data.
title Distributed Learning of Generalized Linear Causal Networks
topic Methodology
Machine Learning
Computation
url https://arxiv.org/abs/2201.09194