Online Streaming Features Causal Discovery Algorithm Based on Partial Rank Correlation

Abstract

Aimedat the problem of dynamic causal discovery in the era of artificial intelligence, this article combines partial rank correlation coefficients and streaming features in the field of Bayesian network structure learning and proposes a new online streaming feature causal discovery algorithm based on partial rank correlation named the partial rank casual discovery streaming feature based algorithm. This algorithm is not only suitable for Bayesian causal structure learning in dynamic feature spaces generated by sequential streams of features but can also effectively process multivariate linear Gaussian and nonlinear non-Gaussian data. We present three main contributions. First, for arbitrarily distributed datasets, which can be generated by the additive noise model, we proved that the partial rank correlation coefficient can be used as the criterion for the conditional independence test and explored the distribution of corresponding statistics. Second, the PCSDSF algorithm redefined the relevance based on partial rank statistic prospects and then redefined conditional dependence or independence. This method can significantly reduce the number of conditional independence tests and achieves a good time performance. Finally, theoretical analysis and several experiments proved the reliability of the algorithm. A simulation showed that on average, the PCSDSF algorithm outperforms existing algorithms in terms of both the accuracy and time performance.