Nonlinear Causal Discovery via Kernel Anchor Regression
Abstract
Learning causal relationships is a fundamental problem in science. Anchor regression has been developed to address this problem for a large class of causal graphical models, though the relationships between the variables are assumed to be linear. In this work, we tackle the nonlinear setting by proposing kernel anchor regression (KAR). Beyond the natural formulation using a classic two-stage least square estimator, we also study an improved variant that involves nonparametric regression in three separate stages. We provide convergence results for the proposed KAR estimators and the identifiability conditions for KAR to learn the nonlinear structural equation models (SEM). Experimental results demonstrate the superior performances of the proposed KAR estimators over existing baselines.
Cite
@article{arxiv.2210.16775,
title = {Nonlinear Causal Discovery via Kernel Anchor Regression},
author = {Wenqi Shi and Wenkai Xu},
journal= {arXiv preprint arXiv:2210.16775},
year = {2022}
}