REX: Causal Discovery based on Machine Learning and Explainability techniques

Causal discovery --the process of identifying cause-and-effect relationships from observational data-- is a pivotal challenge in artificial intelligence (AI) and machine learning. Unveiling causal structures enables robust predictions, facilitates counterfactual reasoning, and enhances decision-making processes in complex systems [1]. Traditional methods for causal discovery often rely on statistical tests for independence and structural equation modeling, which may not scale efficiently with high-dimensional data or effectively capture intricate non-linear relationships [2, 3]. In recent years, machine learning models, particularly deep learning architectures, have achieved remarkable success in predictive tasks. However, these models are typically considered "black boxes" due to their lack of interpretability. This opacity has led to a growing interest in explainable AI (XAI) techniques, with Shapley values emerging as a prominent method for interpreting model predictions [4]. Shapley values, grounded in cooperative game theory, provide a principled approach to attributing the contribution of each feature to the output of a model by quantifying the average marginal contribution of a feature across all possible subsets of features [5]. While Shapley values offer valuable insights into feature importance within a model's predictive framework, the link between feature importance and causal influence is non-trivial.