Modelling causation in machine learning

Abstract

A method comprising: sampling a temporal causal graph from a temporal graph distribution specifying probabilities of directed causal edges between different variables of a feature vector at a present time step, and from one variable at a preceding time step to another variables at the present time step. Based on this there are identified: a present parent which is a cause of the selected variable in the present time step, and a preceding parent which is a cause of the selected variable from the preceding time step. The method then comprises: inputting a value of each identified present and preceding parent into a respective encoder, resulting in a respective embedding of each of the present and preceding parents; combining the embeddings of the present and preceding parents, resulting in a combined embedding; inputting the combined embedding into a decoder, resulting in a reconstructed value of the selected variable.