Non-parametric Conditional Independence Testing for Mixed Continuous-Categorical Variables: A Novel Method and Numerical Evaluation
Research output: Contribution to book/Conference proceedings/Anthology/Report › Conference contribution › Contributed › peer-review
Contributors
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
| Original language | English |
|---|---|
| Title of host publication | Proceedings of the Fourth Conference on Causal Learning and Reasoning |
| Editors | Biwei Huang, Mathias Drton |
| Pages | 406-450 |
| Number of pages | 45 |
| Publication status | Published - 2025 |
| Peer-reviewed | Yes |
Publication series
| Series | Proceedings of Machine Learning Research |
|---|---|
| Volume | 275 |
Conference
| Title | 4th Conference on Causal Learning and Reasoning |
|---|---|
| Abbreviated title | CLeaR 2025 |
| Conference number | 4 |
| Duration | 7 - 9 May 2025 |
| Website | |
| Location | SwissTech Convention Center |
| City | Lausanne |
| Country | Switzerland |
Keywords
ASJC Scopus subject areas
Keywords
- conditional independence testing, conditional mutual information, mixed-type data