Poster
in
Workshop: Causal Inference & Machine Learning: Why now?
Prequential MDL for Causal Structure Learning with Neural Networks
Jorg Bornschein · Silvia Chiappa · Alan Malek · Nan Rosemary Ke
Learning the structure of Bayesian networks and causal relationships from observations is a common goal in several areas
of science and technology.
We show that the prequential minimum description length principle (MDL) can be used to derive a practical scoring function
for Bayesian networks when flexible and overparametrized neural networks are used to model the conditional probability
distributions between observed variables.
MDL represents an embodiment of Occam's Razor and we obtain plausible and parsimonious graph structures
without relying on sparsity inducing priors or other regularizers which must be tuned.
Empirically we demonstrate competitive results on synthetic and real-world data.
The score often recovers the correct structure even in the presence of strongly nonlinear
relationships between variables; a scenario were prior approaches struggle and usually fail.
Furthermore we discuss how the the prequential score relates to
recent work that infers causal structure from the speed of adaptation
when the observations come from a source undergoing distributional
shift.