论文标题

与因果模型的信息理论近似

Information-Theoretic Approximation to Causal Models

论文作者

Gmeiner, Peter

论文摘要

从有限样本中推断两个离散随机变量x和y之间的因果方向和因果关系通常是一个至关重要的问题,也是一个具有挑战性的任务。但是,如果我们可以访问观察和介入数据,则可以解决该任务。如果X引起Y,那么我们是否通过观察X的变化或主动介入X的变化来观察Y的效果也无关紧要。该不变性原理在较高维度的概率空间中创建了观察性和介入分布之间的联系。我们将源自X和Y样品的分布嵌入到更高的维空间中,以使嵌入式分布最接近遵循不变性原理的分布,相对于相对熵。这使我们能够计算给定经验分布的最佳信息理论近似,该分布遵循假定的基本因果模型。我们表明,可以通过解决线性优化问题来完成对因果模型(IACM)的信息理论近似。特别是,通过将经验分布近似于单调因果模型,我们可以计算因果关系的概率。我们还可以在双变量,离散案例中使用IACM解决因果发现问题。但是,对添加噪声模型标记的合成数据的实验结果表明,我们的因果发现方法落后于最新方法,因为不变性原理仅编码因果关系的必要条件。然而,对于合成的乘法噪声数据和现实数据,我们的方法在某些情况下可以与其他方法竞争。

Inferring the causal direction and causal effect between two discrete random variables X and Y from a finite sample is often a crucial problem and a challenging task. However, if we have access to observational and interventional data, it is possible to solve that task. If X is causing Y, then it does not matter if we observe an effect in Y by observing changes in X or by intervening actively on X. This invariance principle creates a link between observational and interventional distributions in a higher dimensional probability space. We embed distributions that originate from samples of X and Y into that higher dimensional space such that the embedded distribution is closest to the distributions that follow the invariance principle, with respect to the relative entropy. This allows us to calculate the best information-theoretic approximation for a given empirical distribution, that follows an assumed underlying causal model. We show that this information-theoretic approximation to causal models (IACM) can be done by solving a linear optimization problem. In particular, by approximating the empirical distribution to a monotonic causal model, we can calculate probabilities of causation. We can also use IACM for causal discovery problems in the bivariate, discrete case. However, experimental results on labeled synthetic data from additive noise models show that our causal discovery approach is lagging behind state-of-the-art approaches because the invariance principle encodes only a necessary condition for causal relations. Nevertheless, for synthetic multiplicative noise data and real-world data, our approach can compete in some cases with alternative methods.

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