Accurate Causal Inference on Discrete Data

Summary

Additive Noise Models (ANMs) provide a theoretically sound approach to inferring the most likely causal direction between pairs of random variables given only a sample from their joint distribution. The key assumption is that the effect is a function of the cause, with additive noise that is independent of the cause. In many cases ANMs are identifiable. Their performance, however, hinges on the chosen dependence measure, the assumption we make on the true distribution. In this paper we propose to use Shannon entropy to measure the dependence within an ANM, which gives us a general approach by which we do not have to assume a true distribution, nor have to perform explicit significance tests during optimization. The information-theoretic formulation gives us a general, efficient, identifiable, and, as the experiments show, highly accurate method for causal inference on pairs of discrete variables-achieving (near) 100% accuracy on both synthetic and real data.