Causal Discovery using Bayesian Model Selection

With only observational data on two variables, and without other assumptions, it is not possible to infer which one causes the other. Much of the causal literature has focused on guaranteeing identifiability of causal direction in statistical models for datasets where strong assumptions hold, such as additive noise or restrictions on parameter count. These methods are then subsequently tested on realistic datasets, most of which violate their assumptions. Building on previous attempts, we show how to use causal assumptions within the Bayesian framework. This allows us to specify models with realistic assumptions, while also encoding independent causal mechanisms, leading to an asymmetry between the causal directions. Identifying causal direction then becomes a Bayesian model selection problem. We analyse why Bayesian model selection works for known identifiable cases and flexible model classes, while also providing correctness guarantees about its behaviour. To demonstrate our approach, we construct a Bayesian non-parametric model that can flexibly model the joint. We then outperform previous methods on a wide range of benchmark datasets with varying data generating assumptions showing the usefulness of our method.