Causal Discovery as a Game

Frederick Eberhardt; JMLR W&CP 6:87-96, 2010.

Abstract

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.