Non-parametric Conditional Independence Testing for Mixed Continuous-Categorical Variables: A Novel Method and Numerical Evaluation

Publikation: Beitrag in Buch/Konferenzbericht/Sammelband/GutachtenBeitrag in KonferenzbandBeigetragenBegutachtung

Beitragende

Abstract

Conditional independence testing (CIT) is a common task in machine learning, e.g., for variable selection, and a main component of constraint-based causal discovery. While most current CIT approaches assume that all variables in a dataset are of the same type, either numerical or categorical, many real-world applications involve mixed-type datasets that include both numerical and categorical variables. Non-parametric CIT can be conducted using conditional mutual information (CMI) estimators combined with a local permutation scheme. Recently, two novel CMI estimators for mixed-type datasets based on k-nearest-neighbors (k-NN) have been proposed. As with any k-NN method, these estimators rely on the definition of a distance metric. One approach computes distances by a one-hot encoding of the categorical variables, essentially treating categorical variables as discrete-numerical, while the other expresses CMI by entropy terms where the categorical variables appear as conditions only. In this work, we study these estimators and propose a variation of the former approach that does not treat categorical variables as numeric. Extensive numerical experiments show that our variant detects dependencies more robustly across different data distributions and preprocessing types.

Details

OriginalspracheEnglisch
TitelProceedings of the Fourth Conference on Causal Learning and Reasoning
Redakteure/-innenBiwei Huang, Mathias Drton
Seiten406-450
Seitenumfang45
PublikationsstatusVeröffentlicht - 2025
Peer-Review-StatusJa

Publikationsreihe

ReiheProceedings of Machine Learning Research
Band275

Konferenz

Titel4th Conference on Causal Learning and Reasoning
KurztitelCLeaR 2025
Veranstaltungsnummer4
Dauer7 - 9 Mai 2025
Webseite
OrtSwissTech Convention Center
StadtLausanne
LandSchweiz

Schlagworte

Schlagwörter

  • conditional independence testing, conditional mutual information, mixed-type data