Accelerating Causal Inference and Feature Selection Methods through G-Test Computation Reuse

This article presents a novel and remarkably efficient method of computing the statistical G-test made possible by exploiting a connection with the fundamental elements of information theory: by writing the <i>G</i> statistic as a sum of joint entropy terms, its computation is decomposed...

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Autores principales: Camil Băncioiu, Remus Brad
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Lenguaje:EN
Publicado: MDPI AG 2021
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Acceso en línea:https://doaj.org/article/2a57924c93f741e0b2061a803f960863
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spelling oai:doaj.org-article:2a57924c93f741e0b2061a803f9608632021-11-25T17:30:14ZAccelerating Causal Inference and Feature Selection Methods through G-Test Computation Reuse10.3390/e231115011099-4300https://doaj.org/article/2a57924c93f741e0b2061a803f9608632021-11-01T00:00:00Zhttps://www.mdpi.com/1099-4300/23/11/1501https://doaj.org/toc/1099-4300This article presents a novel and remarkably efficient method of computing the statistical G-test made possible by exploiting a connection with the fundamental elements of information theory: by writing the <i>G</i> statistic as a sum of joint entropy terms, its computation is decomposed into easily reusable partial results with no change in the resulting value. This method greatly improves the efficiency of applications that perform a series of G-tests on permutations of the same features, such as feature selection and causal inference applications because this decomposition allows for an intensive reuse of these partial results. The efficiency of this method is demonstrated by implementing it as part of an experiment involving IPC–MB, an efficient Markov blanket discovery algorithm, applicable both as a feature selection algorithm and as a causal inference method. The results show outstanding efficiency gains for IPC–MB when the G-test is computed with the proposed method, compared to the unoptimized G-test, but also when compared to IPC–MB++, a variant of IPC–MB which is enhanced with an AD–tree, both static and dynamic. Even if this proposed method of computing the G-test is presented here in the context of IPC–MB, it is in fact bound neither to IPC–MB in particular, nor to feature selection or causal inference applications in general, because this method targets the information-theoretic concept that underlies the G-test, namely conditional mutual information. This aspect grants it wide applicability in data sciences.Camil BăncioiuRemus BradMDPI AGarticleMarkov blanketfeature selectioncausal inferenceG-testinformation theorycomputation reuseScienceQAstrophysicsQB460-466PhysicsQC1-999ENEntropy, Vol 23, Iss 1501, p 1501 (2021)
institution DOAJ
collection DOAJ
language EN
topic Markov blanket
feature selection
causal inference
G-test
information theory
computation reuse
Science
Q
Astrophysics
QB460-466
Physics
QC1-999
spellingShingle Markov blanket
feature selection
causal inference
G-test
information theory
computation reuse
Science
Q
Astrophysics
QB460-466
Physics
QC1-999
Camil Băncioiu
Remus Brad
Accelerating Causal Inference and Feature Selection Methods through G-Test Computation Reuse
description This article presents a novel and remarkably efficient method of computing the statistical G-test made possible by exploiting a connection with the fundamental elements of information theory: by writing the <i>G</i> statistic as a sum of joint entropy terms, its computation is decomposed into easily reusable partial results with no change in the resulting value. This method greatly improves the efficiency of applications that perform a series of G-tests on permutations of the same features, such as feature selection and causal inference applications because this decomposition allows for an intensive reuse of these partial results. The efficiency of this method is demonstrated by implementing it as part of an experiment involving IPC–MB, an efficient Markov blanket discovery algorithm, applicable both as a feature selection algorithm and as a causal inference method. The results show outstanding efficiency gains for IPC–MB when the G-test is computed with the proposed method, compared to the unoptimized G-test, but also when compared to IPC–MB++, a variant of IPC–MB which is enhanced with an AD–tree, both static and dynamic. Even if this proposed method of computing the G-test is presented here in the context of IPC–MB, it is in fact bound neither to IPC–MB in particular, nor to feature selection or causal inference applications in general, because this method targets the information-theoretic concept that underlies the G-test, namely conditional mutual information. This aspect grants it wide applicability in data sciences.
format article
author Camil Băncioiu
Remus Brad
author_facet Camil Băncioiu
Remus Brad
author_sort Camil Băncioiu
title Accelerating Causal Inference and Feature Selection Methods through G-Test Computation Reuse
title_short Accelerating Causal Inference and Feature Selection Methods through G-Test Computation Reuse
title_full Accelerating Causal Inference and Feature Selection Methods through G-Test Computation Reuse
title_fullStr Accelerating Causal Inference and Feature Selection Methods through G-Test Computation Reuse
title_full_unstemmed Accelerating Causal Inference and Feature Selection Methods through G-Test Computation Reuse
title_sort accelerating causal inference and feature selection methods through g-test computation reuse
publisher MDPI AG
publishDate 2021
url https://doaj.org/article/2a57924c93f741e0b2061a803f960863
work_keys_str_mv AT camilbancioiu acceleratingcausalinferenceandfeatureselectionmethodsthroughgtestcomputationreuse
AT remusbrad acceleratingcausalinferenceandfeatureselectionmethodsthroughgtestcomputationreuse
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