CASTLE: Regularization via Auxiliary Causal Graph Discovery
@article{Kyono2020CASTLERV, title={CASTLE: Regularization via Auxiliary Causal Graph Discovery}, author={Trent Kyono and Yao Zhang and Mihaela van der Schaar}, journal={ArXiv}, year={2020}, volume={abs/2009.13180} }
Regularization improves generalization of supervised models to out-of-sample data. Prior works have shown that prediction in the causal direction (effect from cause) results in lower testing error than the anti-causal direction. However, existing regularization methods are agnostic of causality. We introduce Causal Structure Learning (CASTLE) regularization and propose to regularize a neural network by jointly learning the causal relationships between variables. CASTLE learns the causal…
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