Towards a Learning Theory of Cause-Effect Inference


David Lopez-Paz, Krikamol Muandet, Bernhard Schölkopf, Iliya Tolstikhin ;
Proceedings of the 32nd International Conference on Machine Learning, PMLR 37:1452-1461, 2015.


We pose causal inference as the problem of learning to classify probability distributions. In particular, we assume access to a collection {(S_i,l_i)}_i=1^n, where each S_i is a sample drawn from the probability distribution of X_i \times Y_i, and l_i is a binary label indicating whether “X_i \to Y_i” or “X_i ←Y_i”. Given these data, we build a causal inference rule in two steps. First, we featurize each S_i using the kernel mean embedding associated with some characteristic kernel. Second, we train a binary classifier on such embeddings to distinguish between causal directions. We present generalization bounds showing the statistical consistency and learning rates of the proposed approach, and provide a simple implementation that achieves state-of-the-art cause-effect inference. Furthermore, we extend our ideas to infer causal relationships between more than two variables.

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