Deep Koopman operators for causal discovery
Causal discovery aims to identify cause-effect mechanisms for better scientific understanding, explainable decision-making, and more accurate modeling. Standard statistical frameworks, such as Granger causality, lack the ability to quantify causal relationships in nonlinear dynamics due to the presence of complex feedback mechanisms, timescale mixing, and nonstationarity. Thus, applying these methods to study causal dynamics in real-world systems, such as the Earth, is a major challenge. Addressing this shortcoming, we leverage deep learning and a Koopman operator-theoretic formalism to present a class of causal discovery algorithms. Kausal uses deep Koopman operator methods to approximate nonlinear dynamics in a linearized vector space in which traditional causal inference methods such as Granger causality can be more easily applied. Our idealized experiments demonstrate Kausal’s superior ability in discovering and characterizing causal signals compared to existing deep learning and non-deep learning state-of-the-art approaches. Finally, the successful identification of major El Niño and La Niña events in observations showcases Kausal’s skill to handle real-world applications.