- Abstract: Learning causal relations from observational time series with nonlinear interactions and complex causal structures is a key component of human intelligence, and has a wide range of applications. Although neural nets have demonstrated their effectiveness in a variety of fields, their application in learning causal relations has been scarce. This is due to both a lack of theoretical results connecting risk minimization and causality (enabling function approximators like neural nets to apply), and a lack of scalability in prior causal measures to allow for expressive function approximators like neural nets to apply. In this work, we propose a novel causal measure and algorithm using risk minimization to infer causal relations from time series. We demonstrate the effectiveness and scalability of our algorithms to learn nonlinear causal models in synthetic datasets as comparing to other methods, and its effectiveness in inferring causal relations in a video game environment and real-world heart-rate vs. breath-rate and rat brain EEG datasets.
- Keywords: neural causal learning, learnable noise