Order-independent constraint-based causal structure learning for gaussian distribution models using GPUs
Christopher Schmidt, Johannes Huegle, Matthias Uflacker · 2018
Learning the causal structures in high-dimensional datasets allows deriving advanced insights from observational data, thus creating the potential for new applications. One crucial limitation of state-of-the-art methods for learning causal relationships, such as the PC algorithm, is their long execution time. While, in the worst case, the execution time is exponential to the dimension of a given dataset, it is polynomial if the underlying causal structures are sparse. To address the long execution time, parallelized extensions of the algorithm have been developed addressing the Central Processing Unit (CPU) as the primary execution device. While modern multicore CPUs expose a decent level of parallelism, coprocessors, such as Graphics Processing Units (GPUs), are specifically designed to process thousands of data points in parallel, providing superior parallel processing capabilities compared to CPUs.