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Statistically Efficient Greedy Equivalence Search

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Statistically Efficient Greedy Equivalence Search

Max Chickering (Microsoft)*

We establish the theoretical foundation for statistically efficient variants of the Greedy Equivalence Search algorithm. If each node in the generative structure has at most $k$ parents, we show that in the limit of large data, we can recover that structure using greedy search with operator scores that condition on at most $k$ variables. We present simple synthetic experiments that compare a backward-only variant of the new algorithm to GES using finite data, showing increasing benefit of the new algorithm as the complexity of the generative model increases.

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