Causal Discovery from Shifted Multiple Environments

A fundamental problem in many science domains is learning the causal structure of a system from observed data. The observed data canonically come from multiple environments (i.e. different times, locations, and measurements), and causal models may have unobserved shifts. Although the causal graphs can be identified by modeling the distribution changes among different environments, existing solutions can only learn causal structures when given environmental information. In contrast, we propose a causal discovery approach (CausalSME) which automatically identifies pseudo environments and unobserved distribution shifts. Specifically, CausalSME learns a causal model containing unobserved variables, which can correct the distribution shifts with mixed environments. The heart of CausalSME is a variational autoencoder that infers shifted causal effects of unobserved variables and guides the identification of environment information. It further divides the shifted samples by the identified environments to jointly learn an invariant causal model. We prove the structure identifiability of CausalSME with the causal additive model. In our extensive experiments we show that CausalSME achieves state-of-the-art performance.