36. Pairwise Orientation Methods — FaskPw & RSkew

Type: Non-Gaussian, pairwise orientation algorithms
Output: Directed graph (using a fixed skeleton provided as input)
Implements: Pairwise orientation rules from FASK and LOFS
References:

  • Sánchez-Romero et al. (2019) — FASK supplement

  • Hyvärinen & Smith (2013). Pairwise likelihood ratios for estimation of non-Gaussian structural equation models. JMLR 14(1):111–152.

Pairwise orientation methods take a fixed adjacency graph and assign edge directions using non-Gaussianity, typically skewness or likelihood ratios. They avoid conditional independence tests and do not alter the skeleton; instead, they apply a simple, fast, directional scoring rule to each adjacent pair.

This page documents the two most practically useful pairwise methods in Tetrad:

  • FaskPw — The pairwise left–right rule used in FASK

  • RSkew — A robust skewness-based pairwise rule from Hyvärinen & Smith (2013)

Both are implemented within LOFS (Lofs.java) and support background knowledge (forbidden/required edges, tiers).


36.1. Overview

Pairwise methods assume a linear, non-Gaussian structural equation model.
For an adjacency X—Y, they evaluate a direction score such as:

  • Which direction produces more skewed residuals?

  • Which model has larger likelihood under a non-Gaussian SEM?

  • Which direction better aligns with conditional or marginal skewness patterns?

Because these methods are pairwise, they scale extremely well and require no CI tests beyond the initial skeleton.


36.2. FaskPw — FASK Pairwise Left–Right Orientation

Type: Pairwise skewness
Origin: Supplementary material of Sánchez-Romero et al. (2019)
Goal: Provide a fast, lightweight version of the FASK orientation step.

FaskPw starts with a given skeleton (usually obtained via FAS, PC-like pruning, or IMaGES) and orients each edge X—Y using the left–right skewness heuristic:

36.3. Key Idea

For an edge X—Y:

  1. Regress each variable on the other:

    • Y = aX + e₁

    • X = bY + e₂

  2. Compare the skewness of residuals e₁ vs e₂.

  3. The direction with more Gaussian, less skewed residuals is the effect;
    the direction with more skewed residuals is the cause.

Formally (but heuristically):

  • If skew(e₁) < skew(e₂) → X → Y

  • If skew(e₂) < skew(e₁) → Y → X

  • If approximately equal → leave undirected

This rule is the pairwise version of the full FASK method used inside the FASK algorithm.

36.4. When to Use

  • You want FASK-like orientation but:

    • You already have a skeleton

    • You need a much faster method than full FASK

  • Non-Gaussianity (especially skewness) is expected

  • Large graphs where full FASK may be expensive

36.5. Strengths

  • Extremely fast (purely pairwise)

  • Captures the main orientation behavior of FASK

  • Works well on large high-dimensional datasets

  • Respects prior knowledge (forbidden/required edges)

36.6. Limitations

  • Uses only pairwise information—no collider/propagation rules

  • Requires non-Gaussianity (especially skewness)

  • Can be unstable when skewness is weak or sample size is small

36.7. Parameters in Tetrad

Mainly inherited from LOFS:

Parameter

Description

score = LEFT_RIGHT

Pairwise left-right skewness score

rule = ORIENT_EACH

Apply orientation independently to each edge

Knowledge constraints

Forbidden/required edges, tiers


36.8. RSkew — Robust Skewness Orientation (Hyvärinen & Smith, 2013)

Type: Pairwise likelihood / skewness method
Origin: Hyvärinen & Smith (2013), JMLR
Implements: One of the LOFS scores based on robust non-Gaussian likelihood ratios

RSkew implements a robust direction rule derived from the pairwise likelihood-ratio family proposed by Hyvärinen & Smith:

  • Fit linear SEMs X → Y and Y → X

  • Compute non-Gaussian likelihood approximations (robustified for outliers)

  • Prefer the direction with the higher likelihood (or lower penalized score)

The resulting rule often performs better than naive skewness comparison when data contain:

  • Heavy tails

  • Outliers

  • Nonlinear distortions that affect skewness estimation

36.9. Key Idea (informal)

For a pair X—Y,

  • Compute a robust estimate of the non-Gaussian log-likelihood for models
    X → Y and Y → X

  • Choose the direction with the greater log-likelihood

  • If scores are similar, keep undirected

This score is implemented in LOFS as Score.RSkew.

36.10. When to Use

  • Skeleton is known and fixed

  • Strong non-Gaussian signals are present

  • Data contain outliers or are heavy-tailed

  • You want Hyvärinen-style likelihood ratio orientation

36.11. Strengths

  • More robust than plain skewness heuristics

  • Based on a well-studied likelihood approximation

  • Often gives better orientations with noisy/non-ideal data

  • Works edge-by-edge, so scales extremely well

36.12. Limitations

  • Requires non-Gaussianity to be effective

  • Purely pairwise—cannot detect colliders or propagate orientations

  • Sensitive to regression model mis-specification if nonlinearities are strong

36.13. Parameters in Tetrad

Parameter

Description

score = RSKEW

Hyvärinen & Smith robust skewness likelihood score

rule = ORIENT_EACH

Apply to each edge independently

Knowledge

Forbidden/required edges, tiers


36.14. Prior Knowledge Support

Both FaskPw and RSkew respect Tetrad’s standard Knowledge constraints:

  • Required edges

  • Forbidden edges

  • Tiers / temporal ordering

  • Partial ordering constraints

Since orientations are performed pairwise after the skeleton is fixed, knowledge constraints apply directly and cleanly.


36.15. Summary

Pairwise orientation methods offer extremely fast, purely non-Gaussian direction estimation on a fixed skeleton:

  • FaskPw: FASK’s left–right skewness rule; fast, simple, effective on many datasets.

  • RSkew: Hyvärinen–Smith robust likelihood-ratio orientation; more stable under outliers or heavy tails.

These are the two most useful LOFS-based pairwise options for practical work in Tetrad, and they provide complementary trade-offs in robustness vs simplicity.