论文标题

因果自回旋流动

Causal Autoregressive Flows

论文作者

Khemakhem, Ilyes, Monti, Ricardo Pio, Leech, Robert, Hyvärinen, Aapo

论文摘要

两个显然无关的领域 - 正常的流量和因果关系 - 最近在机器学习社区中受到了很大的关注。在这项工作中,我们突出了一个简单的自回旋归一化流量和可识别的因果模型之间的内在对应关系。我们利用这样一个事实,即自回归流量体系结构定义了与因果秩序相似的变量上的订购,以表明它们非常适合执行一系列因果推理任务,范围从因果发现到做出干预和事实预测。首先,我们表明,从变量上固定订购的仿射和添加剂自回旋流量得出的因果模型是可识别的,即可以恢复因果影响的真实方向。这提供了在因果发现中众所周知的添加噪声模型的概括。其次,我们根据似然比得出了因果方向的双变量度量,这利用了流程模型可以估计数据的标准化对数密度的事实。第三,我们证明了自然允许对介入和反事实查询进行直接评估,由于流的可逆性,后一种情况可能是可能的。最后,在一系列有关合成和真实数据的实验中,所提出的方法表现出优于因果发现的当前方法,并进行了准确的介入和反事实预测。

Two apparently unrelated fields -- normalizing flows and causality -- have recently received considerable attention in the machine learning community. In this work, we highlight an intrinsic correspondence between a simple family of autoregressive normalizing flows and identifiable causal models. We exploit the fact that autoregressive flow architectures define an ordering over variables, analogous to a causal ordering, to show that they are well-suited to performing a range of causal inference tasks, ranging from causal discovery to making interventional and counterfactual predictions. First, we show that causal models derived from both affine and additive autoregressive flows with fixed orderings over variables are identifiable, i.e. the true direction of causal influence can be recovered. This provides a generalization of the additive noise model well-known in causal discovery. Second, we derive a bivariate measure of causal direction based on likelihood ratios, leveraging the fact that flow models can estimate normalized log-densities of data. Third, we demonstrate that flows naturally allow for direct evaluation of both interventional and counterfactual queries, the latter case being possible due to the invertible nature of flows. Finally, throughout a series of experiments on synthetic and real data, the proposed method is shown to outperform current approaches for causal discovery as well as making accurate interventional and counterfactual predictions.

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