conference paper
Score Matching Enables Causal Discovery of Nonlinear Additive Noise Models
2022
International Conference On Machine Learning
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-theart causal discovery methods while being significantly faster.
Type
conference paper
Author(s)
Kleindessner, Matthäus
Russel, Chris
Schölkopf, Bernhard
Janzing, Dominik
Locatello, Francesco
Date Issued
2022
Publisher place
San Diego
Published in
International Conference On Machine Learning
Series title/Series vol.
Proceedings of Machine Learning Research
Volume
162
Subjects
Editorial or Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
| Event name | Event place | Event date |
Baltimore, Maryland, USA | July 17-23, 2022 | |
Available on Infoscience
June 16, 2022
Use this identifier to reference this record