Expand description
PC Algorithm for Causal Discovery
The Peter-Clark (PC) algorithm is a constraint-based method that learns the Markov equivalence class of a DAG from observational data, represented as a Completed Partially Directed Acyclic Graph (CPDAG).
§Phases
-
Skeleton discovery (PC-stable variant): start with a fully connected undirected graph and iteratively remove edges when a conditional independence is found, recording separation sets.
-
V-structure orientation: for each triple X - Z - Y where X and Y are not adjacent, orient X -> Z <- Y if Z is not in sep(X, Y).
-
Meek’s rules (R1-R4): propagate orientations to avoid new v-structures and cycles.
§PC-stable variant
In the standard PC algorithm, edge removals during skeleton discovery can depend on the order in which edges are tested. The PC-stable variant (Colombo & Maathuis, 2014) fixes this by computing all removals at each conditioning-set size before applying them.
§References
- Spirtes, P., Glymour, C. & Scheines, R. (2000). Causation, Prediction, and Search (2nd ed.). MIT Press.
- Colombo, D. & Maathuis, M.H. (2014). Order-independent constraint-based causal structure learning. JMLR 15, 3741-3782.
- Meek, C. (1995). Causal inference and causal explanation with background knowledge. UAI 1995, pp. 403-410.
Structs§
- PcAlgorithm
- Configuration for the PC algorithm.
- PcResult
- Result of the PC algorithm.
Functions§
- apply_
meek_ rules - Apply Meek’s orientation rules R1-R4 until no more orientations change.