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Bridging the gap between internal and external validity is crucial for heterogeneous treatment effect estimation. Randomised controlled trials (RCTs), favoured for their internal validity due to randomisation, often encounter challenges in…

Standard supervised learning breaks down under data distribution shift. However, the principle of independent causal mechanisms (ICM, Peters et al. (2017)) can turn this weakness into an opportunity: one can take advantage of distribution…

Machine Learning · Computer Science 2021-02-09 Jens Müller , Robert Schmier , Lynton Ardizzone , Carsten Rother , Ullrich Köthe

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Machine Learning · Statistics 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei

In this paper we present a world model, which learns causal features using the invariance principle. In particular, we use contrastive unsupervised learning to learn the invariant causal features, which enforces invariance across…

Machine Learning · Computer Science 2022-09-30 Rudra P. K. Poudel , Harit Pandya , Roberto Cipolla

Robust feature selection is vital for creating reliable and interpretable Machine Learning (ML) models. When designing statistical prediction models in cases where domain knowledge is limited and underlying interactions are unknown,…

Constraint-based structure learning algorithms infer the causal structure of multivariate systems from observational data by determining an equivalent class of causal structures compatible with the conditional independencies in the data.…

Machine Learning · Statistics 2019-05-22 Daniel Chicharro , Stefano Panzeri , Ilya Shpitser

Algorithms for constraint-based causal discovery select graphical causal models among a space of possible candidates (e.g., all directed acyclic graphs) by executing a sequence of conditional independence tests. These may be used to inform…

Methodology · Statistics 2025-09-19 Ting-Hsuan Chang , Zijian Guo , Daniel Malinsky

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…

Machine Learning · Computer Science 2022-11-30 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

The postulate of independence of cause and mechanism (ICM) has recently led to several new causal discovery algorithms. The interpretation of independence and the way it is utilized, however, varies across these methods. Our aim in this…

Machine Learning · Statistics 2017-05-08 Michel Besserve , Naji Shajarisales , Bernhard Schölkopf , Dominik Janzing

We consider the problem of inferring causal relationships between two or more passively observed variables. While the problem of such causal discovery has been extensively studied especially in the bivariate setting, the majority of current…

Machine Learning · Statistics 2019-04-22 Ricardo Pio Monti , Kun Zhang , Aapo Hyvarinen

We consider the problem of inferring the causal structure from observational data, especially when the structure is sparse. This type of problem is usually formulated as an inference of a directed acyclic graph (DAG) model. The linear…

Machine Learning · Statistics 2025-08-21 Kazuharu Harada , Hironori Fujisawa

What is the difference of a prediction that is made with a causal model and a non-causal model? Suppose we intervene on the predictor variables or change the whole environment. The predictions from a causal model will in general work as…

Methodology · Statistics 2024-04-27 Jonas Peters , Peter Bühlmann , Nicolai Meinshausen

We develop estimation for potentially high-dimensional additive structural equation models. A key component of our approach is to decouple order search among the variables from feature or edge selection in a directed acyclic graph encoding…

Methodology · Statistics 2014-12-02 Peter Bühlmann , Jonas Peters , Jan Ernest

Causal discovery from observational data is fundamental to scientific fields like biology, where controlled experiments are often impractical. However, existing methods, including constraint-based (e.g., PC, causalMGM) and score-based…

Machine Learning · Computer Science 2025-10-14 Zhenjiang Fan , Zengyi Qin , Yuanning Zheng , Bo Xiong , Summer Han

Structural causal models (SCMs) are widely used in various disciplines to represent causal relationships among variables in complex systems. Unfortunately, the underlying causal structure is often unknown, and estimating it from data…

Machine Learning · Computer Science 2024-01-17 Tianyu Chen , Kevin Bello , Bryon Aragam , Pradeep Ravikumar

In recent years, a lot of research has been conducted within the area of causal inference and causal learning. Many methods have been developed to identify the cause-effect pairs in models and have been successfully applied to observational…

Machine Learning · Statistics 2021-10-18 Benjamin Kap , Marharyta Aleksandrova , Thomas Engel

We consider the problem of learning the causal MAG of a system from observational data in the presence of latent variables and selection bias. Constraint-based methods are one of the main approaches for solving this problem, but the…

Machine Learning · Computer Science 2021-10-26 Sina Akbari , Ehsan Mokhtarian , AmirEmad Ghassami , Negar Kiyavash

The inference of the causal relationship between a pair of observed variables is a fundamental problem in science, and most existing approaches are based on one single causal model. In practice, however, observations are often collected…

Machine Learning · Statistics 2018-11-13 Shoubo Hu , Zhitang Chen , Vahid Partovi Nia , Laiwan Chan , Yanhui Geng

The performance of machine learning models can be impacted by changes in data over time. A promising approach to address this challenge is invariant learning, with a particular focus on a method known as invariant risk minimization (IRM).…

Machine Learning · Computer Science 2024-04-09 Wenlu Tang , Zicheng Liu

Existing approaches to causal discovery often rely on restrictive modeling assumptions that limit their applicability in real-world settings, particularly when data are heavy-tailed or contain a mixture of discrete and continuous variables.…

Methodology · Statistics 2025-11-25 Juraj Bodik , Valérie Chavez-Demoulin