arXiv · 2203.04413
Score matching enables causal discovery of nonlinear additive noise models
Abstract
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.
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Paul Rolland, Volkan Cevher, Matthäus Kleindessner, Chris Russel, Bernhard Schölkopf, Dominik Janzing, Francesco Locatello. 2022-03-08. Score matching enables causal discovery of nonlinear additive noise models. https://arxiv.org/abs/2203.04413
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