论文标题
因果关系和强大的优化
Causality and Robust Optimization
论文作者
论文摘要
决策者在尝试应用机器学习预测时必须考虑共同偏见,虽然特征选择被广泛认为是数据分析中的重要过程,但可能会导致共同点的偏见。因果贝叶斯网络是描述因果关系的标准工具,如果知道关系,则调整标准可以确定哪些特征共同偏见消失。因此,标准修改将利用因果发现算法来防止在特征选择中共同创建偏见。然而,因果发现算法本质上依赖于忠诚的假设,这些假设在实际的特征选择环境中很容易违反。在本文中,我们提出了一个元算象,可以根据共同的偏见来纠正现有的特征选择算法。我们的算法是从需要而不是忠诚的新型调整标准中引起的,该假设可以从另一个因果关系的假设中引起。我们进一步证明,通过我们的修改添加的功能将共同体偏差转换为预测差异。借助现有的强大优化技术,这些技术使差异很大的风险策略正规化,因此,我们能够成功提高决策优化的吞吐量性能,如我们的实验结果所示。
A decision-maker must consider cofounding bias when attempting to apply machine learning prediction, and, while feature selection is widely recognized as important process in data-analysis, it could cause cofounding bias. A causal Bayesian network is a standard tool for describing causal relationships, and if relationships are known, then adjustment criteria can determine with which features cofounding bias disappears. A standard modification would thus utilize causal discovery algorithms for preventing cofounding bias in feature selection. Causal discovery algorithms, however, essentially rely on the faithfulness assumption, which turn out to be easily violated in practical feature selection settings. In this paper, we propose a meta-algorithm that can remedy existing feature selection algorithms in terms of cofounding bias. Our algorithm is induced from a novel adjustment criterion that requires rather than faithfulness, an assumption which can be induced from another well-known assumption of the causal sufficiency. We further prove that the features added through our modification convert cofounding bias into prediction variance. With the aid of existing robust optimization technologies that regularize risky strategies with high variance, then, we are able to successfully improve the throughput performance of decision-making optimization, as is shown in our experimental results.