arXiv:2410.23499cs.LGeess.SP2024-10NeurIPS被引 7

用向量场分析动态系统因果关系,比传统方法更准更快。

Tangent Space Causal Inference: Leveraging Vector Fields for Causal Discovery in Dynamical Systems

  • 将系统动力学表示为向量场,通过同步性判断因果关系。
  • 基础版TSCI比CCM更准确,计算开销几乎不变。
  • 适合作为科研人员在复杂系统中做因果推断的工具。

基于时间序列数据的因果发现仍是众多科学领域中一个具有挑战性但日益重要的任务。对于由动态系统生成的时间序列,传统方法如格兰杰因果关系不可靠,而收敛交叉映射(CCM)及其相关方法被提出用于此类场景。然而,CCM的结果常受数据质量影响,准确性不足。本文提出一种新的方法——切空间因果推断(Tangent Space Causal Inference, TSCI),通过将系统动力学显式建模为向量场,并检验所学习向量场之间的同步程度来检测因果关系。TSCI不依赖具体模型,可作为CCM及其扩展的即插即用替代方案。我们首先提出TSCI的基础版本,其性能显著优于基础版CCM,且计算开销几乎无增加。此外,还提出了利用隐变量模型与深度学习表达能力的增强版本。我们在标准系统上验证了理论,并在多个基准任务中展示了更优的因果推断性能。

原文摘要 · Abstract (English)

Causal discovery with time series data remains a challenging yet increasingly important task across many scientific domains. Convergent cross mapping (CCM) and related methods have been proposed to study time series that are generated by dynamical systems, where traditional approaches like Granger causality are unreliable. However, CCM often yields inaccurate results depending upon the quality of the data. We propose the Tangent Space Causal Inference (TSCI) method for detecting causalities in dynamical systems. TSCI works by considering vector fields as explicit representations of the systems' dynamics and checks for the degree of synchronization between the learned vector fields. The TSCI approach is model-agnostic and can be used as a drop-in replacement for CCM and its generalizations. We first present a basic version of the TSCI algorithm, which is shown to be more effective than the basic CCM algorithm with very little additional computation. We additionally present augmented versions of TSCI that leverage the expressive power of latent variable models and deep learning. We validate our theory on standard systems, and we demonstrate improved causal inference performance across a number of benchmark tasks.

因果发现动态系统向量场时间序列

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