\dm_csml_event_details UCL ELLIS

Bivariate Causal Discovery using Bayesian Model Selection


Speaker

Mark van der Wilk

Affiliation

Imperial College London

Date

Friday, 02 June 2023

Time

12:00-13:00

Location

Function Space, UCL Centre for Artificial Intelligence, 1st Floor, 90 High Holborn, London WC1V 6BH

Link

https://ucl.zoom.us/j/97245943682

Event series

DeepMind/ELLIS CSML Seminar Series

Abstract

With only observational data on two variables, and without other assumptions, it is not possible to infer which one causes the other. Much of the causal literature has focused on guaranteeing identifiability of causal direction, in statistical models for datasets where strong assumptions hold, such as additive noise or restrictions on parameter count. These methods are then subsequently tested on realistic datasets, most of which violate the assumptions and can therefore not be fit properly. We show how to use causal assumptions within the Bayesian framework. This allows us to specify a model that does not artificially restrict the datasets it can fit, while also encoding independent causal mechanisms, leading to an asymmetry between the causal directions. Identifying causal direction then becomes a Bayesian model selection problem. The strong flexibility does imply that some ambiguous datasets exist for which causality cannot be identified. To demonstrate our approach, we construct a Bayesian non-parametric model that can flexibly model the joint. While making few choices in constructing our model, we outperform previous methods on a wide range of benchmark datasets.

Biography

Mark van der Wilk is a senior lecturer (associate professor) at Imperial College London. Currently, his research mainly focusses on finding training procedures that can adjust the connectivity structure in neural networks to 1) reduce reliance on human design by automatically improving inductive biases, 2) improve efficiency by removing unnecessary circuits, and 3) increase adaptivity to new or changing data. He believes that some embodiment of Occam's razor is needed to do this, whether explicit (through e.g. Bayes), or implicit (through meta-learning). He is also interested in applications with decision-making aspects, and advises start-ups and businesses to improve their methods.