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Score Matching Enables Causal Discovery of Nonlinear Additive Noise Models
Proceedings of the 39th International Conference on Machine Learning, PMLR 162:18741-18753, 2022.
Abstract
This paper demonstrates how to recover causal graphs from the score of the data distribution in non-linear additive (Gaussian) noise models. Using score matching algorithms as a building block, we show how to design a new generation of scalable causal discovery methods. To showcase our approach, we also propose a new efficient method for approximating the score’s Jacobian, enabling to recover the causal graph. Empirically, we find that the new algorithm, called SCORE, is competitive with state-of-the-art causal discovery methods while being significantly faster.