Towards a Learning Theory of Cause-Effect Inference

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• github.com/lopezpaz/causation_learning_theory
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Abstract

We pose causal inference as the problem of learning to classify probability distributions. In particular, we assume access to a collection \(S_i,l_i)\_i=1^n, where each S_i is a sample drawn from the probability distribution of X_i Y_i, and l_i is a binary label indicating whether "X_i Y_i" or "X_i Y_i". Given these data, we build a causal inference rule in two steps. First, we featurize each S_i using the kernel mean embedding associated with some characteristic kernel. Second, we train a binary classifier on such embeddings to distinguish between causal directions. We present generalization bounds showing the statistical consistency and learning rates of the proposed approach, and provide a simple implementation that achieves state-of-the-art cause-effect inference. Furthermore, we extend our ideas to infer causal relationships between more than two variables.

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