Abstract
We address two important issues in causal discovery from nonstationary or heterogeneous data, where parameters associated with a causal structure may change over time or across data sets. First, we investigate how to efficiently estimate the "driving force" of the nonstationarity of a causal mechanism. That is, given a causal mechanism that varies over time or across data sets and whose qualitative structure is known, we aim to extract from data a low-dimensional and interpretable representation of the main components of the changes. For this purpose we develop a novel kernel embedding of nonstationary conditional distributions that does not rely on sliding windows. Second, the embedding also leads to a measure of dependence between the changes of causal modules that can be used to determine the directions of many causal arrows. We demonstrate the power of our methods with experiments on both synthetic and real data.
Original language | English |
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Title of host publication | Proceedings : 17th IEEE International Conference on Data Mining, ICDM 2017 |
Editors | George KARYPIS, Srinivas ALU, Vijay RAGHAVAN, Xindong WU, Lucio MIELE |
Publisher | IEEE |
Pages | 913-918 |
Number of pages | 6 |
ISBN (Electronic) | 9781538638347 |
DOIs | |
Publication status | Published - 2017 |
Event | IEEE International Conference on Data Mining - United States, New Orleans, United States Duration: 18 Nov 2017 → 21 Nov 2017 |
Publication series
Name | Proceedings - IEEE International Conference on Data Mining, ICDM |
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Publisher | IEEE |
ISSN (Print) | 1550-4786 |
ISSN (Electronic) | 2374-8486 |
Conference
Conference | IEEE International Conference on Data Mining |
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Country/Territory | United States |
City | New Orleans |
Period | 18/11/17 → 21/11/17 |
Other | IEEE computer society |
Bibliographical note
Publisher Copyright:© 2017 IEEE.
Funding
This project was supported by the National Institutes of Health (NIH) under Award Numbers NIH–1R01EB022858-01 FAIN–R01EB022858, NIH–1R01LM012087, and NIH– 5U54HG008540-02 FAIN–U54HG008540.
Keywords
- Causal discovery
- Data distribution shift
- Kernel mean embedding
- Nonstationary driving force