论文标题

得分匹配使非线性加性噪声模型的因果发现

Score matching enables causal discovery of nonlinear additive noise models

论文作者

Rolland, Paul, Cevher, Volkan, Kleindessner, Matthäus, Russel, Chris, Schölkopf, Bernhard, Janzing, Dominik, Locatello, Francesco

论文摘要

本文演示了如何从非线性添加剂(高斯)噪声模型中数据分布的得分中恢复因果图。使用得分匹配算法作为构建块,我们展示了如何设计新一代可扩展的因果发现方法。为了展示我们的方法,我们还提出了一种新的有效方法来近似分数的雅各布式,从而能够恢复因果图。从经验上讲,我们发现称为得分的新算法与最先进的因果发现方法具有竞争力,同时又要快得多。

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.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源