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We propose SCALE, an approach for discovering and learning a di- verse set of interpretable robot skills from a limited dataset. Rather than learning a single skill which may fail to capture all the modes in the data, we first iden- tify the different modes via causal reasoning and learn a separate skill for each of them. Our main insight is to associate each mode with a unique set of causally relevant context variables that are discovered by performing causal interventions in simulation. This enables data partitioning based on the causal processes that generated the data, and then compressed skills that ignore the irrelevant variables can be trained. We model each robot skill as a Regional Compressed Option, which extends the options framework by associating a causal process and its rele- vant variables with the option. Modeled as the skill Data Generating Region, each causal process is local in nature and hence valid over only a subset of the context space. We demonstrate our approach for two representative manipulation tasks: block stacking and peg-in-hole insertion under uncertainty. Our experiments show that our approach yields diverse skills that are compact, robust to domain shifts, and suitable for sim-to-real transfer.