HANM: Hierarchical Additive Noise Model for Many-to-One Causality Discovery

Discovering causal relationships among observed variables is a new research focus in the area of data mining. Methods based on the additive noise model have been proved to be efficient in the identification of cause-effect pairs. However, when trying to determine many-to-one causality, additive noise models often fail to identify the causal direction due to the complex interrelationships and interactions even though the generation of each causal relation follows the additive noise model, and become unreliable in practical applications. In this work, to identify the causal direction, we propose a Hierarchical Additive Noise Model (HANM) to convert many-to-one causality into an approximate one-to-one causality by generalizing multiple factors into an intermediate variable with a variational approach, and use asymmetry in the forward model and backward model of HANM to identify causal direction. Experiments using synthetic data show that many-to-one causality can be effectively identified through asymmetry with our proposed HANM and the accuracy of HANM is higher than the best existing model. By applying the model to real-world data, it can be seen that HANM can greatly augment the application scope of functional causal models for causal discovery.