GPUCSL is a python library for constraint-based causal structure learning using Graphics Processing Units (GPUs). In particular, it utilizes CUDA for

GitHub - hpi-epic/gpucsl: Constraint-based Causal Structure Learning on GPUs.

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2022-07-06 18:30:08

GPUCSL is a python library for constraint-based causal structure learning using Graphics Processing Units (GPUs). In particular, it utilizes CUDA for GPU acceleration to speed up the well-known PC algorithm.

GPUCSL enables the GPU-accelerated estimation of the equivalence class of a data generating Directed Acyclic Graph (DAG) from observational data via constraint-based causal structure learning, cf. Kalisch et al. 1 or Colombo and Maathuis 2. Within the equivalence class, all DAGs have the same skeleton and the same v-structures and they can be uniquely represented by a Completely Partially Directed Acyclic Graph (CPDAG). In this context, GPUCSL implements the fully order-independent version of the PC algorithm, called PC-stable, to estimate the CPDAG under common faithfulness and sufficiency assumptions, see Colombo and Maathuis 2. Hence, the implementation follows the pc-function within the R-package pcalg (For more information, see the pcalg-Documentation). In particular, in the case of conflicts within the orientation phase, conflicts are solved similar to the pc within the pcalg implementation and yield matching results.

Note, that GPUCSL provides kernel implementations that cover conditional independence (CI) tests for discrete distributed data according to the ideas of Hagedorn and Huegle3. Implementation of the CI tests for multivariate normal (or Gaussian) distributed data follows the ideas of Schmidt et al. 4 and Zarebavani et al. 5.

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