Causal Discovery from Nonstationary/Heterogeneous Data: Skeleton Estimation and Orientation Determination

Causal Discovery from Nonstationary/Heterogeneous Data: Skeleton Estimation and Orientation Determination

Kun Zhang, Biwei Huang, Jiji Zhang, Clark Glymour, Bernhard Schölkopf

Proceedings of the Twenty-Sixth International Joint Conference on Artificial Intelligence
Main track. Pages 1347-1353. https://doi.org/10.24963/ijcai.2017/187

It is commonplace to encounter nonstationary or heterogeneous data, of which the underlying generating process changes over time or across data sets (the data sets may have different experimental conditions or data collection conditions). Such a distribution shift feature presents both challenges and opportunities for causal discovery. In this paper we develop a principled framework for causal discovery from such data, called Constraint-based causal Discovery from Nonstationary/heterogeneous Data (CD-NOD), which addresses two important questions. First, we propose an enhanced constraint-based procedure to detect variables whose local mechanisms change and recover the skeleton of the causal structure over observed variables. Second, we present a way to determine causal orientations by making use of independence changes in the data distribution implied by the underlying causal model, benefiting from information carried by changing distributions. Experimental results on various synthetic and real-world data sets are presented to demonstrate the efficacy of our methods.
Keywords:
Knowledge Representation, Reasoning, and Logic: Action, Change and Causality
Uncertainty in AI: Uncertainty in AI