Method, device and system for estimating causality among observed variables

A device for estimating causality among observed variables, comprising:

• an objective function determining module configured for, in response to receiving observation data of a plurality of observed variables, determining a causality objective function for the plurality of observed variables, based on fitting inconsistencies when fitting is performed using the observed variables and a sparse constraint for a causal network structure of the observed variables, wherein the fitting inconsistencies are adjusted based on weighting factors of the observed variables, and wherein a weighting factor of an observed variable indicates a minimum underestimate value of cost required for fitting a target variable using all other observed variables than the observed variable;
• and
• a causal reasoning module configured for, estimating the causality among the plurality of observed variables by using the observations data to optimally solve the causality objective function for the plurality of observed variables through sparse causal reasoning under a directed acyclic graph constraint.