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Constraint-based Causal Discovery for Non-Linear Structural Causal Models with Cycles and Latent Confounders
Proceedings of the 34th Conference on Uncertainty in Artificial Intelligence, PMLR R16:268-277, 2018.
Abstract
We address the problem of causal discovery from data, making use of the recently pro- posed causal modeling framework of modu- lar structural causal models (mSCM) to handle cycles, latent confounders and non-linearities. We introduce $\sigma$-connection graphs ($\sigma$-CG), a new class of mixed graphs (containing undi- rected, bidirected and directed edges) with ad- ditional structure, and extend the concept of $\sigma$-separation, the appropriate generalization of the well-known notion of d-separation in this setting, to apply to $\sigma$-CGs. We prove the closedness of $\sigma$-separation under marginalisa- tion and conditioning and exploit this to im- plement a test of $\sigma$-separation on a $\sigma$-CG. This then leads us to the first causal discovery algo- rithm that can handle non-linear functional re- lations, latent confounders, cyclic causal rela- tionships, and data from different (stochastic) perfect interventions. As a proof of concept, we show on synthetic data how well the algo- rithm recovers features of the causal graph of modular structural causal models.