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2019

Causal structure based root cause analysis of outliers

Janzing, Dominik, Budhathoki, Kailash, Minorics, Lenon et al.

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We describe a formal approach to identify 'root causes' of outliers observed in $n$ variables $X_1,\dots,X_n$ in a scenario where the causal relation between the variables is a known directed acyclic graph (DAG).

To this end, we first introduce a systematic way to define outlier scores.
Further, we introduce the concept of 'conditional outlier score' which measures whether a value of some variable is unexpected *given the value of its parents* in the DAG, if one were to assume that the causal structure and the corresponding conditional distributions are also valid for the anomaly.
Finally, we quantify to what extent the high outlier score of some target variable can be attributed to outliers of its ancestors.

Causal structure based root cause analysis of outliers · Around

Built on

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L. Shapley · 1953
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Causation, Prediction, and Search
P. Spirtes, C. Glymour, and R. Scheines · 1993
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Graphical Models
S. Lauritzen · 1996
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