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Causal Discovery using Compression-Complexity Measures

Published 19 Oct 2020 in cs.LG, physics.data-an, and stat.ML | (2010.09336v3)

Abstract: Causal inference is one of the most fundamental problems across all domains of science. We address the problem of inferring a causal direction from two observed discrete symbolic sequences $X$ and $Y$. We present a framework which relies on lossless compressors for inferring context-free grammars (CFGs) from sequence pairs and quantifies the extent to which the grammar inferred from one sequence compresses the other sequence. We infer $X$ causes $Y$ if the grammar inferred from $X$ better compresses $Y$ than in the other direction. To put this notion to practice, we propose three models that use the Compression-Complexity Measures (CCMs) - Lempel-Ziv (LZ) complexity and Effort-To-Compress (ETC) to infer CFGs and discover causal directions without demanding temporal structures. We evaluate these models on synthetic and real-world benchmarks and empirically observe performances competitive with current state-of-the-art methods. Lastly, we present two unique applications of the proposed models for causal inference directly from pairs of genome sequences belonging to the SARS-CoV-2 virus. Using a large number of sequences, we show that our models capture directed causal information exchange between sequence pairs, presenting novel opportunities for addressing key issues such as contact-tracing, motif discovery, evolution of virulence and pathogenicity in future applications.

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