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Paper · 2312.10102 · 2023

Robust Estimation of Causal Heteroscedastic Noise Models

arXiv · PDF · Open in the Atlas

Code that ran

We lifted 6 functions out of this paper's own repositories and ran 4 of them in a sandbox. "Ran" means the function executed on a synthesized input and returned a value. It is not a reproduction of the paper's results.

RepositoryRoleRan
quangdzuytran/ROCHE canonical 4 of 6
FunctionStatusWhere it lives
HSIC Ran quangdzuytran/ROCHE/causa/hsic_torch.py
code served (permissive licence) · get_code("97c4e23c2181e7fd")
build_het_network Ran quangdzuytran/ROCHE/causa/roche.py
code served (permissive licence) · get_code("268c670e12c7fb1b")
gaussian_grammat Ran quangdzuytran/ROCHE/causa/hsic_torch.py
code served (permissive licence) · get_code("bceca8207f63f53b")
loss_func Ran quangdzuytran/ROCHE/causa/roche.py
code served (permissive licence) · get_code("4a43f04570f2e3bd")
centering Not yet run quangdzuytran/ROCHE/causa/hsic_torch.py
code served (permissive licence) · get_code("a8c3780224cc4a67")
map_optimization Not yet run quangdzuytran/ROCHE/causa/roche.py
code served (permissive licence) · get_code("fa635d3cdd4d9a5e")

Repositories linked to this paper

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Abstract

Distinguishing the cause and effect from bivariate observational data is the foundational problem that finds applications in many scientific disciplines. One solution to this problem is assuming that cause and effect are generated from a structural causal model, enabling identification of the causal direction after estimating the model in each direction. The heteroscedastic noise model is a type of structural causal model where the cause can contribute to both the mean and variance of the noise. Current methods for estimating heteroscedastic noise models choose the Gaussian likelihood as the optimization objective which can be suboptimal and unstable when the data has a non-Gaussian distribution. To address this limitation, we propose a novel approach to estimating this model with Student's $t$-distribution, which is known for its robustness in accounting for sampling variability with smaller sample sizes and extreme values without significantly altering the overall distribution shape. This adaptability is beneficial for capturing the parameters of the noise distribution in heteroscedastic noise models. Our empirical evaluations demonstrate that our estimators are more robust and achieve better overall performance across synthetic and real benchmarks.

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