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Embodied agents must reason causally, as correlation-based models fail under intervention and distribution shift. This challenge arises in domains like robotics and cyber-physical systems, where agents balance efficiency and comfort under uncertainty. We introduce POLICYGRID, unifying causal discovery and control by treating each action as both decision and experiment. Leveraging constraint-based search, neural causal models, and language model priors with interventional validation, POLICYGRID yields adaptive, interpretable policies. Across synthetic, real-world, and live deployments, it achieves superior causal recovery (F1 = 0.89) and 2.8× better multi-objective performance than correlation-based baselines, demonstrating safe, generalizable decision-making.