Bayesian Hierarchical Invariant Prediction

Fuente: arXiv
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Autori principali: Madaleno, Francisco, Sand, Pernille Julie Viuff, Pereira, Francisco C., Mejia, Sergio Hernan Garrido
Natura: Preprint
Pubblicazione: 2025
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author Madaleno, Francisco
Sand, Pernille Julie Viuff
Pereira, Francisco C.
Mejia, Sergio Hernan Garrido
author_facet Madaleno, Francisco
Sand, Pernille Julie Viuff
Pereira, Francisco C.
Mejia, Sergio Hernan Garrido
contents We propose Bayesian Hierarchical Invariant Prediction (BHIP) reframing Invariant Causal Prediction (ICP) through the lens of Hierarchical Bayes. We leverage the hierarchical structure to explicitly test invariance of causal mechanisms under heterogeneous data, resulting in improved computational scalability for a larger number of predictors compared to ICP. Moreover, given its Bayesian nature BHIP enables the use of prior information. We evaluate BHIP on both synthetic and real-world datasets, demonstrating its potential as an alternative inference method to ICP and related methods.
format Preprint
id arxiv_https___arxiv_org_abs_2505_11211
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Bayesian Hierarchical Invariant Prediction
Madaleno, Francisco
Sand, Pernille Julie Viuff
Pereira, Francisco C.
Mejia, Sergio Hernan Garrido
Machine Learning
Artificial Intelligence
Methodology
We propose Bayesian Hierarchical Invariant Prediction (BHIP) reframing Invariant Causal Prediction (ICP) through the lens of Hierarchical Bayes. We leverage the hierarchical structure to explicitly test invariance of causal mechanisms under heterogeneous data, resulting in improved computational scalability for a larger number of predictors compared to ICP. Moreover, given its Bayesian nature BHIP enables the use of prior information. We evaluate BHIP on both synthetic and real-world datasets, demonstrating its potential as an alternative inference method to ICP and related methods.
title Bayesian Hierarchical Invariant Prediction
topic Machine Learning
Artificial Intelligence
Methodology
url https://arxiv.org/abs/2505.11211