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Learning Functional Causal Models with Generative Neural Networks

  • Olivier Goudet
  • Diviyan Kalainathan
  • Philippe Caillou
  • Isabelle Guyon
  • David Lopez-Paz
  • Michèle Sebag
Chapter
Part of the The Springer Series on Challenges in Machine Learning book series (SSCML)

Abstract

We introduce a new approach to functional causal modeling from observational data, called Causal Generative Neural Networks (CGNN). CGNN leverages the power of neural networks to learn a generative model of the joint distribution of the observed variables, by minimizing the Maximum Mean Discrepancy between generated and observed data. An approximate learning criterion is proposed to scale the computational cost of the approach to linear complexity in the number of observations. The performance of CGNN is studied throughout three experiments. Firstly, CGNN is applied to cause-effect inference, where the task is to identify the best causal hypothesis out of “X → Y ” and “Y → X”. Secondly, CGNN is applied to the problem of identifying v-structures and conditional independences. Thirdly, CGNN is applied to multivariate functional causal modeling: given a skeleton describing the direct dependences in a set of random variables X = [X1, …, Xd], CGNN orients the edges in the skeleton to uncover the directed acyclic causal graph describing the causal structure of the random variables. On all three tasks, CGNN is extensively assessed on both artificial and real-world data, comparing favorably to the state-of-the-art. Finally, CGNN is extended to handle the case of confounders, where latent variables are involved in the overall causal model.

Keywords

Generative neural networks Causal structure discovery Cause-effect pair problem Functional causal models Structural equation models 

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Copyright information

© Springer Nature Switzerland AG 2018

Authors and Affiliations

  • Olivier Goudet
    • 1
  • Diviyan Kalainathan
    • 1
  • Philippe Caillou
    • 1
  • Isabelle Guyon
    • 2
    • 3
  • David Lopez-Paz
    • 4
  • Michèle Sebag
    • 1
  1. 1.Team TAU - CNRS, INRIAUniversité Paris Sud, Université Paris SaclayParisFrance
  2. 2.INRIAUniversité Paris Sud, Université Paris SaclayParisFrance
  3. 3.ChaLearnBerkeleyUSA
  4. 4.Facebook AI ResearchMenlo ParkUSA

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