Causal Autoregressive Flows

International Conference on Artificial Intelligence and Statistics (AISTATS)


Two apparently unrelated fields — normalizing flows and causality — have recently received considerable attention in the machine learning community. In this work, we highlight an intrinsic correspondence between a simple family of autoregressive normalizing flows and identifiable causal models. We exploit the fact that autoregressive flow architectures define an ordering over variables, analogous to a causal ordering, to show that they are well-suited to performing a range of causal inference tasks, ranging from causal discovery to making interventional and counterfactual predictions. First, we show that causal models derived from both affine and additive autoregressive flows with fixed orderings over variables are identifiable, i.e. the true direction of causal influence can be recovered. This provides a generalization of the additive noise model well-known in causal discovery. Second, we derive a bivariate measure of causal direction based on likelihood ratios, leveraging the fact that flow models can estimate normalized log-densities of data. Third, we demonstrate that flows naturally allow for direct evaluation of both interventional and counterfactual queries, the latter case being possible due to the invertible nature of flows. Finally, throughout a series of experiments on synthetic and real data, the proposed method is shown to outperform current approaches for causal discovery as well as making accurate interventional and counterfactual predictions.

Related Publications

All Publications

IROS - September 27, 2021

Joint Sampling and Trajectory Optimization over Graphs for Online Motion Planning

Kalyan Vasudev Alwala, Mustafa Mukadam

RecSys - September 27, 2021

Transformers4Rec: Bridging the Gap between NLP and Sequential / Session-Based Recommendation

Gabriel De Souza Pereira Moreira, Sara Rabhi, Jeong Min Lee, Ronay Ak, Even Oldridge

EMNLP - October 31, 2021

Evaluation Paradigms in Question Answering

Pedro Rodriguez, Jordan Boyd-Graber

ASRU - December 13, 2021

Incorporating Real-world Noisy Speech in Neural-network-based Speech Enhancement Systems

Yangyang Xia, Buye Xu, Anurag Kumar

To help personalize content, tailor and measure ads, and provide a safer experience, we use cookies. By clicking or navigating the site, you agree to allow our collection of information on and off Facebook through cookies. Learn more, including about available controls: Cookies Policy