MrPC: causal structure learning in distributed systems

PC algorithm (PC) – named after its authors, Peter and Clark – is an advanced constraint based method for learning causal structures. However, it is a time-consuming algorithm since the number of independence tests is exponential to the number of considered variables. Attempts to parallelise PC have been studied intensively, for example, by distributing the tests to all computing cores in a single computer. However, no effort has been made to speed up PC through parallelising the conditional independence tests into a cluster of computers. In this work, we propose MrPC, a robust and efficient PC algorithm, to accelerate PC to serve causal discovery in distributed systems. Alongside with MrPC, we also propose a novel manner to model non-linear causal relationships in gene regulatory data using kernel functions. We evaluate our method and its variants in the task of building gene regulatory networks. Experimental results on benchmark datasets show that the proposed MrPCgains up to seven times faster than sequential PC implementation. In addition, kernel functions outperform conventional linear causal modelling approach across different datasets.