Abstract:This paper proposes an interpretable neural network-based non-proportional odds model (N$^3$POM) for ordinal regression, where the response variable can take not only discrete but also continuous values, and the regression coefficients vary depending on the predicting ordinal response. In contrast to conventional approaches estimating the linear coefficients of regression directly from the discrete response, we train a non-linear neural network that outputs the linear coefficients by taking the response as its input. By virtue of the neural network, N$^3$POM may have flexibility while preserving the interpretability of the conventional ordinal regression. We show a sufficient condition so that the predicted conditional cumulative probability~(CCP) satisfies the monotonicity constraint locally over a user-specified region in the covariate space; we also provide a monotonicity-preserving stochastic (MPS) algorithm for training the neural network adequately.
Abstract:We consider the problem of inferring the causal structure from observational data, especially when the structure is sparse. This type of problem is usually formulated as an inference of a directed acyclic graph (DAG) model. The linear non-Gaussian acyclic model (LiNGAM) is one of the most successful DAG models, and various estimation methods have been developed. However, existing methods are not efficient for some reasons: (i) the sparse structure is not always incorporated in causal order estimation, and (ii) the whole information of the data is not used in parameter estimation. To address {these issues}, we propose a new estimation method for a linear DAG model with non-Gaussian noises. The proposed method is based on the log-likelihood of independent component analysis (ICA) with two penalty terms related to the sparsity and the consistency condition. The proposed method enables us to estimate the causal order and the parameters simultaneously. For stable and efficient optimization, we propose some devices, such as a modified natural gradient. Numerical experiments show that the proposed method outperforms existing methods, including LiNGAM and NOTEARS.