A Survey on Causal Discovery Methods for I.I.D. and Time Series Data

Published: 05 Sept 2023, Last Modified: 05 Sept 2023Accepted by TMLREveryoneRevisionsBibTeX
Abstract: The ability to understand causality from data is one of the major milestones of human-level intelligence. Causal Discovery (CD) algorithms can identify the cause-effect relationships among the variables of a system from related observational data with certain assumptions. Over the years, several methods have been developed primarily based on the statistical properties of data to uncover the underlying causal mechanism. In this study, we present an extensive discussion on the methods designed to perform causal discovery from both independent and identically distributed (I.I.D.) data and time series data. For this purpose, we first introduce the common terminologies used in causal discovery literature and then provide a comprehensive discussion of the algorithms designed to identify causal relations in different settings. We further discuss some of the benchmark datasets available for evaluating the algorithmic performance, off-the-shelf tools or software packages to perform causal discovery readily, and the common metrics used to evaluate these methods. We also evaluate some widely used causal discovery algorithms on multiple benchmark datasets and compare their performances. Finally, we conclude by discussing the research challenges and the applications of causal discovery algorithms in multiple areas of interest.
Certifications: Survey Certification
Submission Length: Long submission (more than 12 pages of main content)
Changes Since Last Submission: The final camera ready version of the paper.
Assigned Action Editor: ~Patrick_Flaherty1
License: Creative Commons Attribution 4.0 International (CC BY 4.0)
Submission Number: 1033