GOLEM (gCastle)
Module name |
|
Package |
|
Version |
1.0.3 |
Language |
|
Docs |
|
Paper |
Ng et al.[1] |
Graph type |
|
MCMC |
No |
Edge constraints |
No |
Data type |
C |
Data missingness |
|
Intervention type |
|
Docker |
Gradient-based Optimization of dag-penalized Likelihood for learning linEar dag Models
A more efficient version of NOTEARS that can reduce number of optimization iterations.
Example
Config file: gcastle.json
Command:
snakemake --cores all --use-apptainer --configfile config/gcastle.json
Fig. 50 shows the pattern graph’s FP/P vs. TP/P benchmark results for 12 gCastle algorithms (and comparison with BOSS (TETRAD) and Iterative MCMC (BiDAG)). The benchmark is based on 5 datasets corresponding to 5 realisations of a 20-variable random Gaussian SEM with Erdős-Rényi structure (expected degree 4, max parents 5). Each dataset contains 300 standardized samples. The SEM parameters are uniformly sampled from [0.25, 1].
Fig. 32 FP/P vs. TP/P for gCastle algorithms.
Example JSON
[
{
"id": "gcastle_golem",
"lambda_1": "2e-2",
"lambda_2": 5.0,
"equal_variances": true,
"non_equal_variances": true,
"learning_rate": "1e-3",
"num_iter": "1e+5",
"checkpoint_iter": 5000,
"graph_thres": 0.3,
"device_type": "cpu",
"device_ids": 0,
"timeout": null
}
]