The problem of finding an ancestral acyclic directed mixed graph (ADMG) that represents the causal relationships between a set of variables is an important area of research for causal inference. However, most of existing score-based structure learning methods focus on learning the directed acyclic graph (DAG) without latent variables. A number of score-based methods have recently been proposed for the ADMG learning, yet they are heuristic in nature and do not guarantee an optimal solution. We propose a novel exact score-based method that solves an integer programming (IP) formulation and returns a score-maximizing ancestral ADMG for a set of continuous variables. In particular, we generalize the state-of-the-art IP model for DAG learning problems and derive new classes of valid inequalities to formalize the IP-based ADMG learning model. Empirically our model can be solved efficiently for medium-sized problems and achieves better accuracy than state-of-the-art score-based methods as well as benchmark constraint-based methods.

本文提出了一种基于精确得分的方法来学习代表一组连续变量因果关系的祖先无环定向混合图，并通过整数规划公式求解，能够有效获得优秀结果，且优于现有基准方法。

在潜变量存在时使用整数规划进行因果结构学习