Causal Discovery as a Game

This paper presents a game theoretic approach to causal discovery. The problem of causal discovery is framed as a game of the Scientist against Nature, in which Nature attempts to hide its secrets for as long as possible, and the Scientist makes her best effort at discovery while minimizing cost. This approach provides a very general framework for the assessment of different search procedures and a principled way of modeling the effect of choices between different experiments. The framework builds on an approach to hypothesis testing developed by Abraham Wald, but generalizes it to sequences of experiments.

• Type: Journal
• Year: 2010
• Where: JMLR
• Authors: Frederick Eberhardt
• Keywords: Causal Discovery, Game Theoretic Approach, JMLR 2010, Principled Way