Add benchmark for PC and GES causal discovery algorithms on simulated Linear Gaussian data

benchmarks/causal_discovery.py

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+import numpy as np
+import pandas as pd
+import networkx as nx
+from pgmpy.base import DAG
+from pgmpy.estimators import PC, GES
+from pgmpy.metrics import SHD
+from pgmpy.models import LinearGaussianBayesianNetwork as LGBN
+
+"""
+Benchmarking Structural Hamming Distance (SHD) for Causal Discovery Algorithms: PC and GES
+
+Algorithm Definitions:
+----------------------
+- PC (Peter-Clark) Algorithm:
+  A constraint-based algorithm that starts with a complete undirected graph and removes edges
+  based on conditional independence tests. It then orients edges using separation sets and
+  rules like the collider rule:
+      X → Z ← Y   if X ⟂⟂ Y | Z
+
+- GES (Greedy Equivalence Search) Algorithm:
+  A score-based algorithm that performs greedy forward and backward search in the space
+  of equivalence classes of DAGs to maximize a scoring criterion such as BIC.
+
+  Scoring function (Bayesian Information Criterion - BIC):
+      Score(G : D) = log P(D | G) - λ * |G|
+
+Metric:
+-------
+- SHD (Structural Hamming Distance):
+  Measures the number of edge insertions, deletions, or reversals required to convert
+  one DAG into another.
+"""
+
+# Benchmark parameters
+num_trials = 10
+results = []
+
+for trial in range(num_trials):
+    np.random.seed(trial)
+    print(f"\nTrial {trial + 1}/{num_trials}")
+
+    # Generate random true model
+    lgbn = LGBN.get_random(n_nodes=5, edge_prob=0.3, seed=trial)
+    true_dag = DAG(lgbn.edges())
+    true_dag.add_nodes_from(lgbn.nodes()) 
+
+    # Simulate data
+    data = lgbn.simulate(n=1000)
+
+    # PC estimation
+    pc_est = PC(data).estimate(ci_test="pearsonr", variant="stable", return_type="dag")
+    learned_dag_pc = nx.DiGraph(pc_est.edges())
+
+    # GES estimation
+    ges_out = GES(data).estimate(scoring_method="bic-g")
+    ges_model = ges_out["model"] if isinstance(ges_out, dict) else ges_out
+    learned_dag_ges = nx.DiGraph(ges_model.edges())
+
+    # Debug: show node sets before SHD
+    print(" True nodes:   ", set(true_dag.nodes()))
+    print(" PC nodes:     ", set(learned_dag_pc.nodes()))
+    print(" GES nodes:    ", set(learned_dag_ges.nodes()))
+
+    # Compute SHD (this will crash if node sets differ)
+    shd_pc = SHD(true_dag, learned_dag_pc)
+    shd_ges = SHD(true_dag, learned_dag_ges)
+
+    results.append({"trial": trial + 1, "shd_pc": shd_pc, "shd_ges": shd_ges})
+    print(" SHD (PC):", shd_pc)
+    print(" SHD (GES):", shd_ges)
+
+# Summary
+df = pd.DataFrame(results)
+print("\nAverage SHD over trials:")
+print(f"  PC:  {df['shd_pc'].mean():.2f} ± {df['shd_pc'].std():.2f}")
+print(f"  GES: {df['shd_ges'].mean():.2f} ± {df['shd_ges'].std():.2f}")