In this thesis, a novel approach is proposed to connect machine learning to causal structure learning with the Jacobian matrix of neural networks w.r.t. input variables. Causal learning distinguishing causes and effects is the way human understanding and modeling the world. In the machine learning era, it also ensures that the model is more interpretable and sufficiently robust. Due to the enormous cost of the traditional intervention and randomized experimental methods, studies of causal learning have focused on passive observational data which can generally be divided into static data and time-series data. For different data types and different levels of causal modeling, different machine learning techniques are applied to do caus...