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Learning Why Things Change: The Difference-Based Causality Learner
Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence, PMLR R8:640-649, 2010.
Abstract
In this paper, we present the Difference- Based Causality Learner (DBCL), an algo- rithm for learning a class of discrete-time dy- namic models that represents all causation across time by means of difference equations driving change in a system. We motivate this representation with real-world mechan- ical systems and prove DBCL’s correctness for learning structure from time series data, an endeavour that is complicated by the ex- istence of latent derivatives that have to be detected. We also prove that, under common assumptions for causal discovery, DBCL will identify the presence or absence of feedback loops, making the model more useful for pre- dicting the effects of manipulating variables when the system is in equilibrium. We ar- gue analytically and show empirically the ad- vantages of DBCL over vector autoregression (VAR) and Granger causality models as well as modified forms of Bayesian and constraint- based structure discovery algorithms. Fi- nally, we show that our algorithm can dis- cover causal directions of alpha rhythms in human brains from EEG data.