Markov Blanket Discovery using Minimum Message Length
This work addresses the need for efficient causal discovery in large-scale data, though it appears incremental as it builds on existing methods with some improvements.
The paper tackled the problem of scaling causal discovery to large datasets by developing three new Markov Blanket discovery methods using Minimum Message Length, with their best method showing competitive performance compared to existing approaches.
Causal discovery automates the learning of causal Bayesian networks from data and has been of active interest from their beginning. With the sourcing of large data sets off the internet, interest in scaling up to very large data sets has grown. One approach to this is to parallelize search using Markov Blanket (MB) discovery as a first step, followed by a process of combining MBs in a global causal model. We develop and explore three new methods of MB discovery using Minimum Message Length (MML) and compare them empirically to the best existing methods, whether developed specifically as MB discovery or as feature selection. Our best MML method is consistently competitive and has some advantageous features.