when are graphical causal models not good models? capits 2008 jan lemeire september 12 th 2008

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When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

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Page 1: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

When are Graphical Causal Models not Good Models?

CAPITS 2008

Jan LemeireSeptember 12th 2008

Page 2: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 222When are Causal Models not Good Models?

Overview

The Kolmogorov Minimal Sufficient Statistic (KMSS).

Bayesian Networks as Minimal Descriptions of Probability Distributions.

When the minimal Bayesian network is the KMSS.

When the minimal Bayesian network is NOT the KMSS.

Page 3: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 223When are Causal Models not Good Models?

Overview

The Kolmogorov Minimal Sufficient Statistic (KMSS).

Bayesian Networks as Minimal Descriptions of Probability Distributions.

When the minimal Bayesian network is the KMSS.

When the minimal Bayesian network is NOT the KMSS.

Page 4: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 224When are Causal Models not Good Models?

Randomness versus Regularity

001001001001001001001001001001001001001

011000110101101010111001001101000101110Random string: incompressible, maximal complexityBut: it is no meaningful information, only accidental

information

Regular string: compressible, low complexity

repetition 12 times, 001regularities randomness

Model that minimally describes regularities (qualitative props)= Kolmogorov Minimal Sufficient Statistic (KMSS)

Page 5: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 225When are Causal Models not Good Models?

Overview

The Kolmogorov Minimal Sufficient Statistic (KMSS).

Bayesian Networks as Minimal Descriptions of Probability Distributions.

When the minimal Bayesian network is the KMSS.

When the minimal Bayesian network is NOT the KMSS.

Page 6: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 226When are Causal Models not Good Models?

Description of Probability Distributionswith Bayesian networks

Multiple Bayesian networks select minimal one

Joint Probability Distribution

P(A, B, C, D, E)= C

E

B

A

D

GRAPH

P(A)P(B|A)P(C|A)P(D|B, C)P(E|B, C, D)

CPDs

=C

E

B

A

D

P(A)P(B|A)P(C|A)P(E|B)P(D|C, E)

CPDsGRAPH

Page 7: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

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Meaningful Information of Probability Distributions

meaningful information

Regularities: Conditional Independencies

Kolmogorov Minimal Sufficient Statistic if graph and CPDs are incompressible

Joint Probability Distribution

P(A, B, C, D, E)= C

E

B

A

D

P(A)P(B|A)P(C|A)P(E|B)P(D|C, E)

CPDsGRAPH

Page 8: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 228When are Causal Models not Good Models?

Representation of Independencies

Graph (DAG) of a Bayesian network is a description of conditional independencies

Faithfulness: All conditional independencies of the distribution are described by the graph.

Theorem: If a faithful Bayesian network exists for a distribution, it is the minimal Bayesian network.

Page 9: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

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Regularities cause unfaithfulness

Theorem: A Bayesian network for which the concatenation of the CPDs is incompressible, is faithful.

C

E

B

A

D

P(A)P(B|A)P(C|A)P(E|B)P(D|C, E)

CPDsGRAPH

C

E

B

A

D

GRAPH

P(A)P(B|A)P(C|A)P(D|B, C)P(E|B, C, D)

CPDs

Page 10: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 2210When are Causal Models not Good Models?

Overview

The Kolmogorov Minimal Sufficient Statistic (KMSS).

Bayesian Networks as Minimal Descriptions of Probability Distributions.

When the minimal Bayesian network is the KMSS.

When the minimal Bayesian network is NOT the KMSS.

Page 11: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 2211When are Causal Models not Good Models?

CPDC

CPDE

CPDD

A

B

C

ED

PA

PB

When the minimal Bayesian network is the KMSS.

No other regularities than the independencies present in graph

Model is faithful

KMSS = DAG

quasi-unique and minimal decomposition of the system

CPDs are independent

E

D

CA

B

Page 12: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 2212When are Causal Models not Good Models?

mechC

mechE

mechD

A

B

C

ED

The Top-Ranked Hypothesis

Each CPD corresponds to an independent part of reality, a mechanism

= Modularity and autonomypossibility to predict the effect of changes to the system (interventions)

Causal component = Reductionism

E

D

CA

B

CPDC

CPDE

CPDD

A

B

C

ED

PA

PB

Comes with certificate

Number 1!!

Highly recommended

Page 13: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 2213When are Causal Models not Good Models?

Except… World can be More Complex

A C

B

+

+ -

A C

B

True Model

Minimal Model

There is no absolute guarantee, the KMSS might be a bit too simplistic

A C

Page 14: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 2214When are Causal Models not Good Models?

Great job, Jan!

Page 15: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 2215When are Causal Models not Good Models?

Overview

The Kolmogorov Minimal Sufficient Statistic (KMSS).

Bayesian Networks as Minimal Descriptions of Probability Distributions.

When the minimal Bayesian network is the KMSS.

When the minimal Bayesian network is NOT the KMSS.

Page 16: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

Pag.Jan Lemeire / 2216When are Causal Models not Good Models?

When the minimal Bayesian network is NOT the KMSS…

There are non-modeled regularities, DAG+CPDs is compressible

A. Compressibility of an individual CPDB. Compressibility of a set of CPDs

Case studies:– True Causal Model in set of minimal Bayesian

networks?– Faithfulness?– Modularity?

ALARM

Page 17: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

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(A1) Local Structure

A single CPD can be described shorter, without affecting the rest of the model– Local structure [Friedman and Goldszmidt, 1996]– Context-specific independencies [Boutilier, 1996]

Everything OK.

A B C P(D|A, B, C)

0 0 0 0.40 0 1 0.60 1 0 0.70 1 1 0.71 0 0 0.31 0 1 0.31 1 0 0.31 1 1 0.3

D

A

P(D| A, B, C)

B C

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(A2) Deterministic Relations

Y=f(X)

X YZ XY Z

X ZY

X ZY

Two minimal Bayesian networks.Both unfaithful

X ZY

Violation of the intersection condition

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Conclusions for Compressibility of an individual CPD

CPDs are independent modularity is still plausibleTrue Causal Model in set of minimal Bayesian networks!But faithfulness may become invalid– Constraint-based algorithms may fail

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(B1) Meta-mechanism

Influence A->B->D and A->C->D exactly balance

UnfaithfulnessLearned correctly We may assume a global mechanism that controls mechanisms such that they neutralize– E.g. evolution

CB

A

D

D A

Page 21: When are Graphical Causal Models not Good Models? CAPITS 2008 Jan Lemeire September 12 th 2008

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(B2) Markov Networks

Different model class!!

A

B C

D

A

B C

D

One of the minimal Bayesian Networks.Unfaithful & non-modular

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Conclusions

Faithfulness cannot be guaranteed

Modularity cannot be guaranteed when dependent CPDs

Regularities/Model class under consideration must be properly chosen

Augmentation of Bayesian networks with other qualitative properties

Faithfulness = ability of a model to explicitly explain all regularities of the data