Causal Discovery With Continuous Additive Noise Models

Abstract

Causal inference between two observed variables has received a widespread attention in science. Generally, most existing approaches are focusing on inferring the casual direction based on data of the same type. However, in practice, it is very common that the observations obtained from different measurements can have different data types. This issue has not been much explored by the causal inference community. In this paper, we generalize the Additive Noise Model (ANM) to mixed-type data where one variable is discrete and the other is continuous, and take an information theoretic approach to find an unequal relationship between the forward and the backward. To conduct model estimation, we propose Discrete Regression model and Continuous Classification model to learn the residual entropy. In addition to the theoretical results, empirical results on synthetic and real data have also demonstrated the effectiveness of our proposed model.

Keywords

  • Causal inference
  • Classification
  • Mixed type data

This work was partially supported by the National Key Research and Development Program of China (No. 2018AAA0100204).

References

  1. Pearl, J., Mackenzie, D.: The Book of Why: The New Science of Cause and Effect, 1st edn. Basic Books Inc., New York (2018)

    MATH  Google Scholar

  2. Spirtes, P., et al.: Causation, Prediction, and Search. MIT Press, Cambridge (2000)

    MATH  Google Scholar

  3. Pearl, J.: Causality: Models, Reasoning, and Inference. Cambridge University Press, Cambridge (2000)

    MATH  Google Scholar

  4. Spirtes, P., Glymour, C., Scheines, R.: Causation, Prediction, and Search, 2nd edn. MIT Press, Cambridge (2000)

    MATH  Google Scholar

  5. Pearl, J.: Causal inference in statistics: an overview. Stat. Surv. 3, 96–146 (2009)

    CrossRef  MathSciNet  Google Scholar

  6. Hoyer, P.O., Janzing, D., Mooij, J.M., Peters, J., Schölkopf, B.: Nonlinear causal discovery with additive noise models. In: Advances in Neural Information Processing Systems, pp. 689–696 (2009)

    Google Scholar

  7. Peters, J., Janzing, D., Scholkopf, B.: Causal inference on discrete data using additive noise models. IEEE Trans. Pattern Anal. Mach. Intell. 33(12), 2436–2450 (2011)

    CrossRef  Google Scholar

  8. Shimizu, S., Hoyer, P.O., Hyvärinen, A., Kerminen, A.: A linear non-Gaussian acyclic model for causal discovery. J. Mach. Learn. Res. 7(Oct), 2003–2030 (2006)

    MathSciNet  MATH  Google Scholar

  9. Zhang, K., Hyvärinen, A.: On the identifiability of the post-nonlinear causal model. In: Proceedings of the Twenty-Fifth Conference on Uncertainty in Artificial Intelligence, pp. 647–655. AUAI Press (2009)

    Google Scholar

  10. Kpotufe, S., Sgouritsa, E., Janzing, D., Schölkopf, B.: Consistency of causal inference under the additive noise model. In: International Conference on Machine Learning, pp. 478–486 (2014)

    Google Scholar

  11. Budhathoki, K., Vreeken, J.: Accurate causal inference on discrete data (2017)

    Google Scholar

  12. Lehmann, E.L., Romano, J.P.: Testing Statistical Hypotheses. STS. Springer, New York (2005). https://doi.org/10.1007/0-387-27605-X

    CrossRef  MATH  Google Scholar

  13. Liu, F., Chan, L.: Causal inference on discrete data via estimating distance correlations. Neural Comput. 28(5), 801–814 (2016)

    CrossRef  MathSciNet  Google Scholar

  14. Liu, F., Chan, L.: Causal discovery on discrete data with extensions to mixture model. ACM Trans. Intell. Syst. Technol. (TIST) 7(2), 21 (2016)

    Google Scholar

  15. Sgouritsa, E., Janzing, D., Hennig, P., Schölkopf, B.: Inference of cause and effect with unsupervised inverse regression. In: Artificial Intelligence and Statistics, pp. 847–855 (2015)

    Google Scholar

  16. Marx, A., Vreeken, J.: Telling cause from effect using mdl-based local and global regression. In: 2017 IEEE International Conference on Data Mining (ICDM), pp. 307–316. IEEE (2017)

    Google Scholar

  17. Janzing, D., et al.: Information-geometric approach to inferring causal directions. Artif. Intell. 182, 1–31 (2012)

    CrossRef  MathSciNet  Google Scholar

  18. Li, C., Shimizu, S.: Combining linear non-Gaussian acyclic model with logistic regression model for estimating causal structure from mixed continuous and discrete data. arXiv preprint arXiv:1802.05889 (2018)

  19. Marx, A., Vreeken, J.: Causal inference on multivariate and mixed-type data. In: Berlingerio, M., Bonchi, F., Gärtner, T., Hurley, N., Ifrim, G. (eds.) ECML PKDD 2018. LNCS (LNAI), vol. 11052, pp. 655–671. Springer, Cham (2019). https://doi.org/10.1007/978-3-030-10928-8_39

    CrossRef  Google Scholar

  20. Kozachenko, L.F., Leonenko, N.N.: A statistical estimate for the entropy of a random vector. Probl. Inf. Transm. 23, 9–16 (1987)

    MathSciNet  Google Scholar

Download references

Author information

Authors and Affiliations

Corresponding author

Correspondence to Zenglin Xu .

Editor information

Editors and Affiliations

Rights and permissions

Copyright information

© 2020 Springer Nature Switzerland AG

About this paper

Verify currency and authenticity via CrossMark

Cite this paper

Liu, X., Xu, Z., Guo, P. (2020). Causal Inference for Mixed-Type Data in Additive Noise Models. In: Yang, H., Pasupa, K., Leung, A.CS., Kwok, J.T., Chan, J.H., King, I. (eds) Neural Information Processing. ICONIP 2020. Lecture Notes in Computer Science(), vol 12533. Springer, Cham. https://doi.org/10.1007/978-3-030-63833-7_19

Download citation

  • .RIS
  • .ENW
  • .BIB
  • DOI : https://doi.org/10.1007/978-3-030-63833-7_19

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-63832-0

  • Online ISBN: 978-3-030-63833-7

  • eBook Packages: Computer Science Computer Science (R0)

barronwarme1952.blogspot.com

Source: https://link.springer.com/chapter/10.1007/978-3-030-63833-7_19

0 Response to "Causal Discovery With Continuous Additive Noise Models"

Post a Comment

Iklan Atas Artikel

Iklan Tengah Artikel 1

Iklan Tengah Artikel 2

Iklan Bawah Artikel