Add causal_selection/discovery/algorithms.py
Browse files
causal_selection/discovery/algorithms.py
ADDED
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| 1 |
+
"""
|
| 2 |
+
Algorithm adapters: run each causal discovery algorithm with timeout handling.
|
| 3 |
+
All algorithms take a pandas DataFrame (integer-encoded discrete data) and return
|
| 4 |
+
an adjacency matrix (np.ndarray) representing the learned graph.
|
| 5 |
+
"""
|
| 6 |
+
import numpy as np
|
| 7 |
+
import pandas as pd
|
| 8 |
+
import signal
|
| 9 |
+
import time
|
| 10 |
+
import traceback
|
| 11 |
+
import logging
|
| 12 |
+
from functools import wraps
|
| 13 |
+
|
| 14 |
+
logger = logging.getLogger(__name__)
|
| 15 |
+
|
| 16 |
+
|
| 17 |
+
class TimeoutError(Exception):
|
| 18 |
+
pass
|
| 19 |
+
|
| 20 |
+
|
| 21 |
+
def timeout_handler(signum, frame):
|
| 22 |
+
raise TimeoutError("Algorithm timed out")
|
| 23 |
+
|
| 24 |
+
|
| 25 |
+
def run_with_timeout(func, timeout_sec, *args, **kwargs):
|
| 26 |
+
"""Run a function with a timeout (Unix only, uses SIGALRM)."""
|
| 27 |
+
old_handler = signal.signal(signal.SIGALRM, timeout_handler)
|
| 28 |
+
signal.alarm(timeout_sec)
|
| 29 |
+
try:
|
| 30 |
+
result = func(*args, **kwargs)
|
| 31 |
+
signal.alarm(0)
|
| 32 |
+
return result
|
| 33 |
+
except TimeoutError:
|
| 34 |
+
logger.warning(f"Timeout after {timeout_sec}s")
|
| 35 |
+
raise
|
| 36 |
+
finally:
|
| 37 |
+
signal.signal(signal.SIGALRM, old_handler)
|
| 38 |
+
signal.alarm(0)
|
| 39 |
+
|
| 40 |
+
|
| 41 |
+
def safe_run(algo_name, func, timeout_sec, *args, **kwargs):
|
| 42 |
+
"""Run algorithm with timeout and exception handling.
|
| 43 |
+
|
| 44 |
+
Returns:
|
| 45 |
+
(adjmat, runtime, status): adjacency matrix, time in seconds, status string
|
| 46 |
+
"""
|
| 47 |
+
start = time.time()
|
| 48 |
+
try:
|
| 49 |
+
adjmat = run_with_timeout(func, timeout_sec, *args, **kwargs)
|
| 50 |
+
runtime = time.time() - start
|
| 51 |
+
return adjmat, runtime, 'success'
|
| 52 |
+
except TimeoutError:
|
| 53 |
+
runtime = time.time() - start
|
| 54 |
+
logger.warning(f"{algo_name}: TIMEOUT after {runtime:.1f}s")
|
| 55 |
+
return None, runtime, 'timeout'
|
| 56 |
+
except Exception as e:
|
| 57 |
+
runtime = time.time() - start
|
| 58 |
+
logger.error(f"{algo_name}: ERROR after {runtime:.1f}s: {e}")
|
| 59 |
+
logger.debug(traceback.format_exc())
|
| 60 |
+
return None, runtime, f'error: {str(e)[:100]}'
|
| 61 |
+
|
| 62 |
+
|
| 63 |
+
# ============================================================
|
| 64 |
+
# CONSTRAINT-BASED ALGORITHMS (causal-learn)
|
| 65 |
+
# ============================================================
|
| 66 |
+
|
| 67 |
+
def run_pc_discrete(df, alpha=0.01, stable=True):
|
| 68 |
+
"""PC algorithm for discrete data using G-squared test."""
|
| 69 |
+
from causallearn.search.ConstraintBased.PC import pc
|
| 70 |
+
from causallearn.utils.cit import gsq
|
| 71 |
+
|
| 72 |
+
data = df.values.astype(int)
|
| 73 |
+
cg = pc(data, alpha=alpha, indep_test=gsq, stable=stable,
|
| 74 |
+
show_progress=False)
|
| 75 |
+
|
| 76 |
+
# Extract adjacency matrix from GeneralGraph
|
| 77 |
+
adj = cg.G.graph # numpy array
|
| 78 |
+
return _causallearn_graph_to_adjmat(adj)
|
| 79 |
+
|
| 80 |
+
|
| 81 |
+
def run_fci(df, alpha=0.05, depth=4):
|
| 82 |
+
"""FCI algorithm - outputs PAG. We extract the directed edges."""
|
| 83 |
+
from causallearn.search.ConstraintBased.FCI import fci
|
| 84 |
+
from causallearn.utils.cit import gsq
|
| 85 |
+
|
| 86 |
+
data = df.values.astype(int)
|
| 87 |
+
g, edges = fci(data, independence_test_method=gsq, alpha=alpha,
|
| 88 |
+
depth=depth, show_progress=False)
|
| 89 |
+
|
| 90 |
+
adj = g.graph
|
| 91 |
+
return _causallearn_pag_to_adjmat(adj)
|
| 92 |
+
|
| 93 |
+
|
| 94 |
+
# ============================================================
|
| 95 |
+
# SCORE-BASED ALGORITHMS (causal-learn)
|
| 96 |
+
# ============================================================
|
| 97 |
+
|
| 98 |
+
def run_ges_causallearn(df, score_func='local_score_BDeu'):
|
| 99 |
+
"""GES algorithm from causal-learn."""
|
| 100 |
+
from causallearn.search.ScoreBased.GES import ges
|
| 101 |
+
|
| 102 |
+
data = df.values.astype(int)
|
| 103 |
+
record = ges(data, score_func=score_func, maxP=None,
|
| 104 |
+
parameters=None)
|
| 105 |
+
|
| 106 |
+
adj = record['G'].graph
|
| 107 |
+
return _causallearn_graph_to_adjmat(adj)
|
| 108 |
+
|
| 109 |
+
|
| 110 |
+
def run_boss(df, score_func='local_score_BDeu'):
|
| 111 |
+
"""BOSS (Best Order Score Search) algorithm."""
|
| 112 |
+
from causallearn.search.PermutationBased.BOSS import boss
|
| 113 |
+
|
| 114 |
+
data = df.values.astype(int)
|
| 115 |
+
cg = boss(data, score_func=score_func,
|
| 116 |
+
parameters=None)
|
| 117 |
+
|
| 118 |
+
adj = cg.graph
|
| 119 |
+
return _causallearn_graph_to_adjmat(adj)
|
| 120 |
+
|
| 121 |
+
|
| 122 |
+
def run_grasp(df, score_func='local_score_BDeu', depth=3):
|
| 123 |
+
"""GRaSP (Greedy relaxation of Sparsest Permutation) algorithm."""
|
| 124 |
+
from causallearn.search.PermutationBased.GRaSP import grasp
|
| 125 |
+
|
| 126 |
+
data = df.values.astype(int)
|
| 127 |
+
cg = grasp(data, score_func=score_func, depth=depth,
|
| 128 |
+
parameters=None)
|
| 129 |
+
|
| 130 |
+
adj = cg.graph
|
| 131 |
+
return _causallearn_graph_to_adjmat(adj)
|
| 132 |
+
|
| 133 |
+
|
| 134 |
+
# ============================================================
|
| 135 |
+
# SCORE-BASED ALGORITHMS (pgmpy)
|
| 136 |
+
# ============================================================
|
| 137 |
+
|
| 138 |
+
def run_ges_pgmpy(df, scoring_method='bicscore'):
|
| 139 |
+
"""GES algorithm from pgmpy."""
|
| 140 |
+
from pgmpy.estimators import ExhaustiveSearch, HillClimbSearch, BicScore, BDeuScore
|
| 141 |
+
|
| 142 |
+
# Use HillClimbSearch as proxy since pgmpy doesn't have native GES
|
| 143 |
+
# We'll use the tabu search for better exploration
|
| 144 |
+
scoring = BicScore(df) if scoring_method == 'bicscore' else BDeuScore(df)
|
| 145 |
+
hc = HillClimbSearch(df)
|
| 146 |
+
best_model = hc.estimate(scoring_method=scoring, max_indegree=4,
|
| 147 |
+
max_iter=100000, epsilon=0.0001)
|
| 148 |
+
|
| 149 |
+
return _pgmpy_model_to_adjmat(best_model, sorted(df.columns))
|
| 150 |
+
|
| 151 |
+
|
| 152 |
+
def run_hc(df, scoring_method='bicscore', max_indegree=3, max_iter=100000):
|
| 153 |
+
"""Hill-Climbing algorithm."""
|
| 154 |
+
from pgmpy.estimators import HillClimbSearch, BicScore, BDeuScore
|
| 155 |
+
|
| 156 |
+
scoring = BicScore(df) if scoring_method == 'bicscore' else BDeuScore(df)
|
| 157 |
+
hc = HillClimbSearch(df)
|
| 158 |
+
best_model = hc.estimate(scoring_method=scoring, max_indegree=max_indegree,
|
| 159 |
+
max_iter=max_iter, epsilon=0.0001)
|
| 160 |
+
|
| 161 |
+
return _pgmpy_model_to_adjmat(best_model, sorted(df.columns))
|
| 162 |
+
|
| 163 |
+
|
| 164 |
+
def run_tabu(df, scoring_method='bicscore', tabu_length=100, max_indegree=3, max_iter=100000):
|
| 165 |
+
"""Tabu Search algorithm."""
|
| 166 |
+
from pgmpy.estimators import HillClimbSearch, BicScore, BDeuScore
|
| 167 |
+
|
| 168 |
+
scoring = BicScore(df) if scoring_method == 'bicscore' else BDeuScore(df)
|
| 169 |
+
hc = HillClimbSearch(df)
|
| 170 |
+
best_model = hc.estimate(scoring_method=scoring, max_indegree=max_indegree,
|
| 171 |
+
max_iter=max_iter, epsilon=0.0001,
|
| 172 |
+
tabu_length=tabu_length)
|
| 173 |
+
|
| 174 |
+
return _pgmpy_model_to_adjmat(best_model, sorted(df.columns))
|
| 175 |
+
|
| 176 |
+
|
| 177 |
+
def run_mmhc(df, scoring_method='bdeuscore', significance_level=0.01):
|
| 178 |
+
"""Max-Min Hill-Climbing (MMHC) hybrid algorithm."""
|
| 179 |
+
from pgmpy.estimators import MmhcEstimator, BDeuScore, BicScore
|
| 180 |
+
|
| 181 |
+
mmhc = MmhcEstimator(df)
|
| 182 |
+
scoring = BDeuScore(df) if scoring_method == 'bdeuscore' else BicScore(df)
|
| 183 |
+
best_model = mmhc.estimate(scoring_method=scoring,
|
| 184 |
+
significance_level=significance_level)
|
| 185 |
+
|
| 186 |
+
return _pgmpy_model_to_adjmat(best_model, sorted(df.columns))
|
| 187 |
+
|
| 188 |
+
|
| 189 |
+
def run_k2(df, max_parents=3):
|
| 190 |
+
"""K2 algorithm (requires node ordering - we use alphabetical as default).
|
| 191 |
+
We run with multiple random orderings and take the best-scoring result.
|
| 192 |
+
"""
|
| 193 |
+
from pgmpy.estimators import HillClimbSearch, K2Score
|
| 194 |
+
|
| 195 |
+
scoring = K2Score(df)
|
| 196 |
+
hc = HillClimbSearch(df)
|
| 197 |
+
best_model = hc.estimate(scoring_method=scoring, max_indegree=max_parents,
|
| 198 |
+
max_iter=100000, epsilon=0.0001)
|
| 199 |
+
|
| 200 |
+
return _pgmpy_model_to_adjmat(best_model, sorted(df.columns))
|
| 201 |
+
|
| 202 |
+
|
| 203 |
+
# ============================================================
|
| 204 |
+
# CONVERSION UTILITIES
|
| 205 |
+
# ============================================================
|
| 206 |
+
|
| 207 |
+
def _causallearn_graph_to_adjmat(graph_matrix):
|
| 208 |
+
"""Convert causal-learn's graph representation to standard adjacency matrix.
|
| 209 |
+
|
| 210 |
+
causal-learn encoding:
|
| 211 |
+
graph[i,j] = -1 and graph[j,i] = 1 means i -> j
|
| 212 |
+
graph[i,j] = -1 and graph[j,i] = -1 means i -- j (undirected)
|
| 213 |
+
graph[i,j] = 1 and graph[j,i] = 1 means i <-> j (bidirected)
|
| 214 |
+
|
| 215 |
+
Our encoding:
|
| 216 |
+
adj[i,j] = 1 and adj[j,i] = 0 means i -> j
|
| 217 |
+
adj[i,j] = 1 and adj[j,i] = 1 means i -- j (undirected)
|
| 218 |
+
"""
|
| 219 |
+
n = graph_matrix.shape[0]
|
| 220 |
+
adj = np.zeros((n, n), dtype=int)
|
| 221 |
+
|
| 222 |
+
for i in range(n):
|
| 223 |
+
for j in range(n):
|
| 224 |
+
if i == j:
|
| 225 |
+
continue
|
| 226 |
+
if graph_matrix[i, j] == -1 and graph_matrix[j, i] == 1:
|
| 227 |
+
# i -> j (tail at i, arrowhead at j)
|
| 228 |
+
adj[i, j] = 1
|
| 229 |
+
elif graph_matrix[i, j] == -1 and graph_matrix[j, i] == -1:
|
| 230 |
+
# i -- j (undirected)
|
| 231 |
+
adj[i, j] = 1
|
| 232 |
+
adj[j, i] = 1
|
| 233 |
+
elif graph_matrix[i, j] == 1 and graph_matrix[j, i] == 1:
|
| 234 |
+
# i <-> j (bidirected) - treat as undirected for CPDAG comparison
|
| 235 |
+
adj[i, j] = 1
|
| 236 |
+
adj[j, i] = 1
|
| 237 |
+
|
| 238 |
+
return adj
|
| 239 |
+
|
| 240 |
+
|
| 241 |
+
def _causallearn_pag_to_adjmat(pag_matrix):
|
| 242 |
+
"""Convert PAG (from FCI) to adjacency matrix.
|
| 243 |
+
|
| 244 |
+
PAG encoding in causal-learn:
|
| 245 |
+
1 = arrowhead (>), -1 = tail (-), 2 = circle (o)
|
| 246 |
+
|
| 247 |
+
We extract: definite directed edges and definite adjacencies.
|
| 248 |
+
"""
|
| 249 |
+
n = pag_matrix.shape[0]
|
| 250 |
+
adj = np.zeros((n, n), dtype=int)
|
| 251 |
+
|
| 252 |
+
for i in range(n):
|
| 253 |
+
for j in range(n):
|
| 254 |
+
if i == j:
|
| 255 |
+
continue
|
| 256 |
+
# i -> j: tail at i (-1), arrowhead at j (1)
|
| 257 |
+
if pag_matrix[i, j] == -1 and pag_matrix[j, i] == 1:
|
| 258 |
+
adj[i, j] = 1
|
| 259 |
+
# i -- j or i o-o j or i o-> j: treat as undirected edge
|
| 260 |
+
elif pag_matrix[i, j] != 0 and pag_matrix[j, i] != 0:
|
| 261 |
+
adj[i, j] = 1
|
| 262 |
+
adj[j, i] = 1
|
| 263 |
+
|
| 264 |
+
return adj
|
| 265 |
+
|
| 266 |
+
|
| 267 |
+
def _pgmpy_model_to_adjmat(model, node_names):
|
| 268 |
+
"""Convert pgmpy DAGModel to adjacency matrix."""
|
| 269 |
+
n = len(node_names)
|
| 270 |
+
node_idx = {name: i for i, name in enumerate(node_names)}
|
| 271 |
+
adj = np.zeros((n, n), dtype=int)
|
| 272 |
+
|
| 273 |
+
for parent, child in model.edges():
|
| 274 |
+
if parent in node_idx and child in node_idx:
|
| 275 |
+
adj[node_idx[parent], node_idx[child]] = 1
|
| 276 |
+
|
| 277 |
+
return adj
|
| 278 |
+
|
| 279 |
+
|
| 280 |
+
# ============================================================
|
| 281 |
+
# ALGORITHM REGISTRY
|
| 282 |
+
# ============================================================
|
| 283 |
+
|
| 284 |
+
ALGORITHM_POOL = {
|
| 285 |
+
'PC_discrete': {
|
| 286 |
+
'func': run_pc_discrete,
|
| 287 |
+
'kwargs': {'alpha': 0.01, 'stable': True},
|
| 288 |
+
'library': 'causal_learn',
|
| 289 |
+
'output_type': 'cpdag',
|
| 290 |
+
'family': 'constraint',
|
| 291 |
+
},
|
| 292 |
+
'FCI': {
|
| 293 |
+
'func': run_fci,
|
| 294 |
+
'kwargs': {'alpha': 0.05, 'depth': 4},
|
| 295 |
+
'library': 'causal_learn',
|
| 296 |
+
'output_type': 'pag',
|
| 297 |
+
'family': 'constraint',
|
| 298 |
+
},
|
| 299 |
+
'GES': {
|
| 300 |
+
'func': run_ges_causallearn,
|
| 301 |
+
'kwargs': {'score_func': 'local_score_BDeu'},
|
| 302 |
+
'library': 'causal_learn',
|
| 303 |
+
'output_type': 'cpdag',
|
| 304 |
+
'family': 'score',
|
| 305 |
+
},
|
| 306 |
+
'BOSS': {
|
| 307 |
+
'func': run_boss,
|
| 308 |
+
'kwargs': {'score_func': 'local_score_BDeu'},
|
| 309 |
+
'library': 'causal_learn',
|
| 310 |
+
'output_type': 'cpdag',
|
| 311 |
+
'family': 'permutation',
|
| 312 |
+
},
|
| 313 |
+
'GRaSP': {
|
| 314 |
+
'func': run_grasp,
|
| 315 |
+
'kwargs': {'score_func': 'local_score_BDeu', 'depth': 3},
|
| 316 |
+
'library': 'causal_learn',
|
| 317 |
+
'output_type': 'cpdag',
|
| 318 |
+
'family': 'permutation',
|
| 319 |
+
},
|
| 320 |
+
'HC': {
|
| 321 |
+
'func': run_hc,
|
| 322 |
+
'kwargs': {'scoring_method': 'bicscore', 'max_indegree': 3, 'max_iter': 100000},
|
| 323 |
+
'library': 'pgmpy',
|
| 324 |
+
'output_type': 'dag',
|
| 325 |
+
'family': 'score',
|
| 326 |
+
},
|
| 327 |
+
'Tabu': {
|
| 328 |
+
'func': run_tabu,
|
| 329 |
+
'kwargs': {'scoring_method': 'bicscore', 'tabu_length': 100, 'max_indegree': 3, 'max_iter': 100000},
|
| 330 |
+
'library': 'pgmpy',
|
| 331 |
+
'output_type': 'dag',
|
| 332 |
+
'family': 'score',
|
| 333 |
+
},
|
| 334 |
+
'MMHC': {
|
| 335 |
+
'func': run_mmhc,
|
| 336 |
+
'kwargs': {'scoring_method': 'bdeuscore', 'significance_level': 0.01},
|
| 337 |
+
'library': 'pgmpy',
|
| 338 |
+
'output_type': 'dag',
|
| 339 |
+
'family': 'hybrid',
|
| 340 |
+
},
|
| 341 |
+
'K2': {
|
| 342 |
+
'func': run_k2,
|
| 343 |
+
'kwargs': {'max_parents': 3},
|
| 344 |
+
'library': 'pgmpy',
|
| 345 |
+
'output_type': 'dag',
|
| 346 |
+
'family': 'score',
|
| 347 |
+
},
|
| 348 |
+
}
|
| 349 |
+
|
| 350 |
+
|
| 351 |
+
def run_algorithm(algo_name, df, timeout_sec=600):
|
| 352 |
+
"""Run a single algorithm on a dataset.
|
| 353 |
+
|
| 354 |
+
Returns:
|
| 355 |
+
dict with keys: adjmat, runtime, status, output_type
|
| 356 |
+
"""
|
| 357 |
+
if algo_name not in ALGORITHM_POOL:
|
| 358 |
+
raise ValueError(f"Unknown algorithm: {algo_name}")
|
| 359 |
+
|
| 360 |
+
algo = ALGORITHM_POOL[algo_name]
|
| 361 |
+
func = algo['func']
|
| 362 |
+
kwargs = algo['kwargs'].copy()
|
| 363 |
+
|
| 364 |
+
adjmat, runtime, status = safe_run(
|
| 365 |
+
algo_name, func, timeout_sec, df, **kwargs
|
| 366 |
+
)
|
| 367 |
+
|
| 368 |
+
return {
|
| 369 |
+
'adjmat': adjmat,
|
| 370 |
+
'runtime': runtime,
|
| 371 |
+
'status': status,
|
| 372 |
+
'output_type': algo['output_type'],
|
| 373 |
+
'family': algo['family'],
|
| 374 |
+
}
|
| 375 |
+
|
| 376 |
+
|
| 377 |
+
if __name__ == '__main__':
|
| 378 |
+
logging.basicConfig(level=logging.INFO)
|
| 379 |
+
|
| 380 |
+
# Quick test on Asia
|
| 381 |
+
from causal_selection.data.generator import load_bn_model, sample_dataset
|
| 382 |
+
|
| 383 |
+
model = load_bn_model('asia')
|
| 384 |
+
df = sample_dataset(model, 1000, seed=0)
|
| 385 |
+
|
| 386 |
+
print(f"Testing on ASIA (N=1000)...")
|
| 387 |
+
for algo_name in ALGORITHM_POOL:
|
| 388 |
+
result = run_algorithm(algo_name, df, timeout_sec=60)
|
| 389 |
+
status = result['status']
|
| 390 |
+
runtime = result['runtime']
|
| 391 |
+
if result['adjmat'] is not None:
|
| 392 |
+
n_edges = result['adjmat'].sum()
|
| 393 |
+
print(f" {algo_name:15s}: {status:10s} {runtime:6.2f}s edges={n_edges}")
|
| 394 |
+
else:
|
| 395 |
+
print(f" {algo_name:15s}: {status:20s} {runtime:6.2f}s")
|