Causal Discovery via Monotone Triangular Transport Maps
Keywords: Causal discovery, Causal structure learning, Transport maps, Optimal transport, Knothe-Rosenblatt maps
TL;DR: We propose causal discovery algorithms through the use of monotone triangular transport maps.
Abstract: We study the problem of causal structure learning from data using transport maps. Specifically, we first provide a constraint-based method which builds upon lower-triangular monotone parametric transport maps to design conditional independence tests which are agnostic to the noise distribution. We provide an algorithm for causal discovery up to Markov Equivalence for general structural equations and noise distributions, which allows for settings with latent variables. Our approach also extends to score-based causal discovery by providing a novel means for defining scores. This allows us to uniquely recover the causal graph under additional identifiability and structural assumptions, such as additive noise or post-nonlinear models. We provide experimental results to compare the proposed approach with the state of the art on both synthetic and real-world datasets.
Submission Number: 72
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