We Are Not Your Real Parents: Telling Causal from Confounded using MDL

Given data over variables $(X_1,...,X_m, Y)$ we consider the problem of finding out whether $X$ jointly causes $Y$ or whether they are all confounded by an unobserved latent variable $Z$. To do so, we take an information-theoretic approach based on Kolmogorov complexity. In a nutshell, we follow the postulate that first encoding the true cause, and then the effects given that cause, results in a shorter description than any other encoding of the observed variables. The ideal score is not computable, and hence we have to approximate it. We propose to do so using the Minimum Description Length (MDL) principle. We compare the MDL scores under the models where $X$ causes $Y$ and where there exists a latent variables $Z$ confounding both $X$ and $Y$ and show our scores are consistent. To find potential confounders we propose using latent factor modeling, in particular, probabilistic PCA (PPCA). Empirical evaluation on both synthetic and real-world data shows that our method, CoCa, performs very well -- even when the true generating process of the data is far from the assumptions made by the models we use. Moreover, it is robust as its accuracy goes hand in hand with its confidence

Variation-based Cause Effect Identification

Mining genuine mechanisms underlying the complex data generation process in real-world systems is a fundamental step in promoting interpretability of, and thus trust in, data-driven models. Therefore, we propose a variation-based cause effect identification (VCEI) framework for causal discovery in bivariate systems from a single observational setting. Our framework relies on the principle of independence of cause and mechanism (ICM) under the assumption of an existing acyclic causal link, and offers a practical realization of this principle. Principally, we artificially construct two settings in which the marginal distributions of one covariate, claimed to be the cause, are guaranteed to have non-negligible variations. This is achieved by re-weighting samples of the marginal so that the resultant distribution is notably distinct from this marginal according to some discrepancy measure. In the causal direction, such variations are expected to have no impact on the effect generation mechanism. Therefore, quantifying the impact of these variations on the conditionals reveals the genuine causal direction. Moreover, we formulate our approach in the kernel-based maximum mean discrepancy, lifting all constraints on the data types of cause-and-effect covariates, and rendering such artificial interventions a convex optimization problem. We provide a series of experiments on real and synthetic data showing that VCEI is, in principle, competitive to other cause effect identification frameworks

Information-Theoretic Causal Discovery

It is well-known that correlation does not equal causation, but how can we infer causal relations from data? Causal discovery tries to answer precisely this question by rigorously analyzing under which assumptions it is feasible to infer causal networks from passively collected, so-called observational data. Particularly, causal discovery aims to infer a directed graph among a set of observed random variables under assumptions which are as realistic as possible. A key assumption in causal discovery is faithfulness. That is, we assume that separations in the true graph imply independencies in the distribution and vice versa. If faithfulness holds and we have access to a perfect independence oracle, traditional causal discovery approaches can infer the Markov equivalence class of the true causal graph---i.e., infer the correct undirected network and even some of the edge directions. In a real-world setting, faithfulness may be violated, however, and neither do we have access to such an independence oracle. Beyond that, we are interested in inferring the complete DAG structure and not just the Markov equivalence class. To circumvent or at least alleviate these limitations, we take an information-theoretic approach. In the first part of this thesis, we consider violations of faithfulness that can be induced by exclusive or relations or cancelling paths, and develop a weaker faithfulness assumption, called 2-adjacency faithfulness, to detect some of these mechanisms. Further, we analyze under which conditions it is possible to infer the correct DAG structure even if such violations occur. In the second part, we focus on independence testing via conditional mutual information (CMI). CMI is an information-theoretic measure of dependence based on Shannon entropy. We first suggest estimating CMI for discrete variables via normalized maximum likelihood instead of the plug-in maximum likelihood estimator that tends to overestimate dependencies. On top of that, we show that CMI can be consistently estimated for discrete-continuous mixture random variables by simply discretizing the continuous parts of each variable. Last, we consider the problem of distinguishing the two Markov equivalent graphs X to Y and Y to X, which is a necessary step towards discovering all edge directions. To solve this problem, it is inevitable to make assumptions about the generating mechanism. We build upon the idea which states that the cause is algorithmically independent of its mechanism. We propose two methods to approximate this postulate via the Minimum Description Length (MDL) principle: one for univariate numeric data and one for multivariate mixed-type data. Finally, we combine insights from our MDL-based approach and regression-based methods with strong guarantees and show we can identify cause and effect via L0-regularized regression