从时空数据中发现潜在因果关系,突破高维与空间相关性难题。
Discovering Latent Causal Graphs from Spatiotemporal Data
- 通过变分推断在潜空间建模时间序列与因果结构
- 在合成数据上超越现有方法,支持大规模网格计算
- 无需假设瞬时效应或充分变异性,适合气候等真实场景
气候、神经科学和流行病学等领域的许多重要现象均以具有复杂交互的时空网格数据形式呈现。从这些数据中推断因果关系极具挑战性,主要源于数据的高维度及空间邻近点间的相关性。本文提出SPACY(SPAtiotemporal Causal discoverY),一种基于变分推断的新框架,用于从时空数据中建模潜在时间序列及其因果关系。SPACY通过在潜空间发现因果结构缓解高维问题。为聚合空间相邻且相关的网格点,采用由空间核函数参数化的空间因子,将观测时间序列映射至潜表示。理论上,我们将问题推广至连续空间域,并在观测数据源自潜序列与空间因子乘积的非线性可逆函数时建立了可辨识性。该方法避免了通常不可验证的假设,如瞬时效应或充分变异性。实证表明,即使在现有方法难以应对的复杂场景下,SPACY仍优于最先进基线,同时保持对大网格的可扩展性。此外,它还能从真实气候数据中识别出关键已知现象。SPACY代码开源:https://github.com/Rose-STL-Lab/SPACY/
原文摘要 · Abstract (English)
Many important phenomena in scientific fields like climate, neuroscience, and epidemiology are naturally represented as spatiotemporal gridded data with complex interactions. Inferring causal relationships from these data is a challenging problem compounded by the high dimensionality of such data and the correlations between spatially proximate points. We present SPACY (SPAtiotemporal Causal discoverY), a novel framework based on variational inference, designed to model latent time series and their causal relationships from spatiotemporal data. SPACY alleviates the high-dimensional challenge by discovering causal structures in the latent space. To aggregate spatially proximate, correlated grid points, we use spatial factors, parametrized by spatial kernel functions, to map observational time series to latent representations. Theoretically, we generalize the problem to a continuous spatial domain and establish identifiability when the observations arise from a nonlinear, invertible function of the product of latent series and spatial factors. Using this approach, we avoid assumptions that are often unverifiable, including those about instantaneous effects or sufficient variability. Empirically, SPACY outperforms state-of-the-art baselines on synthetic data, even in challenging settings where existing methods struggle, while remaining scalable for large grids. SPACY also identifies key known phenomena from real-world climate data. An implementation of SPACY is available at https://github.com/Rose-STL-Lab/SPACY/
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。