论文标题

因果发现的最佳运输

Optimal transport for causal discovery

论文作者

Tu, Ruibo, Zhang, Kun, Kjellström, Hedvig, Zhang, Cheng

论文摘要

为了确定两个变量之间的因果关系,通过正确限制模型类别,已经提出了基于功能因果模型(FCM)的方法。但是,性能对模型假设敏感,这使得很难使用。在本文中,我们提供了FCM的新型动力系统视图,并提出了一个新框架,用于识别双变量情况下的因果方向。我们首先显示FCM与最佳运输之间的联系,然后在FCM的限制下研究最佳运输。此外,通过利用FCM约束下最佳传输的动态解释,我们确定静态因果效应对数据的相应基础动力学过程。它为描述静态因果发现任务的新维度提供了一个新的维度,同时享受了建模定量因果影响的更多自由。特别是,我们表明,加性噪声模型(ANM)对应于音量保留的无压力流。因此,根据其速度场差异,我们引入了确定因果方向的标准。通过此标准,我们为ANM提出了一种新型的基于最佳运输的算法,该算法对模型的选择非常可靠,并将其扩展到非线性后模型。我们的方法证明了合成和因果发现基准数据集的最新结果。

To determine causal relationships between two variables, approaches based on Functional Causal Models (FCMs) have been proposed by properly restricting model classes; however, the performance is sensitive to the model assumptions, which makes it difficult to use. In this paper, we provide a novel dynamical-system view of FCMs and propose a new framework for identifying causal direction in the bivariate case. We first show the connection between FCMs and optimal transport, and then study optimal transport under the constraints of FCMs. Furthermore, by exploiting the dynamical interpretation of optimal transport under the FCM constraints, we determine the corresponding underlying dynamical process of the static cause-effect pair data. It provides a new dimension for describing static causal discovery tasks while enjoying more freedom for modeling the quantitative causal influences. In particular, we show that Additive Noise Models (ANMs) correspond to volume-preserving pressureless flows. Consequently, based on their velocity field divergence, we introduce a criterion for determining causal direction. With this criterion, we propose a novel optimal transport-based algorithm for ANMs which is robust to the choice of models and extend it to post-nonlinear models. Our method demonstrated state-of-the-art results on both synthetic and causal discovery benchmark datasets.

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