Least-squares independence regression for non-linear causal inference under non-Gaussian noise

DOI10.1007/S10994-013-5423-YzbMATH Open1317.68198OpenAlexW2026871688WikidataQ130551392 ScholiaQ130551392MaRDI QIDQ479477FDOQ479477

Authors Makoto Yamada, Jun Sese, Masashi Sugiyama

Publication date 5 December 2014

Published in Machine Learning (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1103.5537

zbMATH Keywords

non-Gaussian noiseleast-squares independence regressionnonlinear causal inferencesquared-loss mutual information

Mathematics Subject Classification ID

General nonlinear regression (62J02) Learning and adaptive systems in artificial intelligence (68T05)

Abstract: The discovery of non-linear causal relationship under additive non-Gaussian noise models has attracted considerable attention recently because of their high flexibility. In this paper, we propose a novel causal inference algorithm called least-squares independence regression (LSIR). LSIR learns the additive noise model through the minimization of an estimator of the squared-loss mutual information between inputs and residuals. A notable advantage of LSIR over existing approaches is that tuning parameters such as the kernel width and the regularization parameter can be naturally optimized by cross-validation, allowing us to avoid overfitting in a data-dependent fashion. Through experiments with real-world datasets, we show that LSIR compares favorably with a state-of-the-art causal inference method.

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Cited in

(3)

• Causal regression for online estimation of highly nonlinear parametrically varying models
• Robust sparse Gaussian graphical modeling
• Non-linear causal inference using Gaussianity measures

Describes a project that uses

Uses Software

• L-BFGS
• bootstrap
• PRMLT

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