It is commonplace to encounter nonstationary or heterogeneous data. Such a distribution shift feature presents both challenges and opportunities for causal discovery, of which the underlying generating process changes over time or across domains. In this paper, we develop a principled framework for causal discovery from such data, called Constraint-based causal Discovery from NOnstationary/heterogeneous Data (CD-NOD), which addresses two important questions. First, we propose an enhanced constraint-based procedure to detect variables whose local mechanisms change and recover the skeleton of the causal structure over observed variables. Second, we present a way to determine causal orientations by making use of independent changes in the data distribution implied by the underlying causal model, benefiting from information carried by changing distributions. After learning the causal structure, next, we investigate how to efficiently estimate the `driving force' of the nonstationarity of a causal mechanism. That is, we aim to extract from data a low-dimensional and interpretable representation of changes. The proposed methods are totally nonparametric, with no restrictions on data distributions and causal mechanisms, and do not rely on window segmentation. Furthermore, we find that nonstationarity benefits causal structure identification with particular types of confounders. Finally, we show the tight connection between nonstationarity/heterogeneity and soft intervention in causal discovery. Experimental results on various synthetic and real-world data sets (task-fMRI and stock data) are presented to demonstrate the efficacy of the proposed methods.

本文提出了一种基于约束的因果发现框架，称为CD-NOD，用于从异构/非平稳数据中查找原因骨架和方向，并估计机制变化的属性。该方法在各种合成和真实数据集上进行了实验验证，证明了其有效性。

从异质/非平稳数据中独立变化进行因果推断