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Bayesian Dynamic Causal Discovery
Alexander Tong · Lazar Atanackovic · Jason Hartford · Yoshua Bengio

Learning the causal structure of observable variables is a central focus for scientific discovery. Bayesian causal discovery methods tackle this problem by learning a posterior over the set of admissible graphs that are equally likely given our priors and observations. Existing methods primarily consider observations from static systems and assume the underlying causal structure takes the form of a directed acyclic graph (DAG). In settings with dynamic feedback mechanisms that regulate the trajectories of individual variables, this acyclicity assumption fails unless we account for time. We treat causal discovery in the unrolled causal graph as a problem of sparse identification of a dynamical system. This imposes a natural temporal causal order between variables and captures cyclic feedback loops through time. Under this lens, we propose a new framework for Bayesian causal discovery for dynamical systems and present a novel generative flow network architecture (Dyn-GFN) tailored for this task. Dyn-GFN imposes an edge-wise sparse prior to sequentially build a $k$-sparse causal graph. Through evaluation on temporal data, our results show that the posterior learned with Dyn-GFN yields improved Bayes coverage of admissible causal structures relative to state of the art Bayesian causal discovery methods.

#### Author Information

##### Yoshua Bengio (Mila / U. Montreal)

Yoshua Bengio is Full Professor in the computer science and operations research department at U. Montreal, scientific director and founder of Mila and of IVADO, Turing Award 2018 recipient, Canada Research Chair in Statistical Learning Algorithms, as well as a Canada AI CIFAR Chair. He pioneered deep learning and has been getting the most citations per day in 2018 among all computer scientists, worldwide. He is an officer of the Order of Canada, member of the Royal Society of Canada, was awarded the Killam Prize, the Marie-Victorin Prize and the Radio-Canada Scientist of the year in 2017, and he is a member of the NeurIPS advisory board and co-founder of the ICLR conference, as well as program director of the CIFAR program on Learning in Machines and Brains. His goal is to contribute to uncover the principles giving rise to intelligence through learning, as well as favour the development of AI for the benefit of all.