arXiv:2502.16637cs.LGcs.AI2025-02TPAMI被引 2

通过隐变量因果机制提升时间序列跨域适应性能

Time Series Domain Adaptation via Latent Invariant Causal Mechanism

  • 从高维时间序列中提取低维隐变量,建模其潜在因果结构
  • 在8个基准上实现分类与预测任务的普遍性能提升
  • 适合处理无标签目标域的时间序列分析场景

时间序列领域自适应旨在将带标签源域中的复杂时序依赖关系迁移到无标签目标域。现有方法利用可观测变量间的稳定因果机制建模域不变时序依赖,但在高维数据(如视频)中精确建模因果结构仍具挑战,且观测变量间可能不存在直接因果边(如像素)。为此,我们发现高维时间序列由低维隐变量生成,由此提出建模时序隐过程因果机制的框架,保证重构隐因果结构的唯一性。首先通过历史信息充分变化识别隐变量;再通过施加隐变量间关系稀疏性约束,实现可识别的隐因果结构。基于理论结果,构建了基于变分推断的隐因果对齐(LCA)模型,包含域内隐稀疏性约束与域间隐稀疏性约束。在8个基准上的实验表明,该方法在跨域时间序列分类与预测任务中具有普遍改进效果,验证了其在真实场景中的有效性。代码已开源。

原文摘要 · Abstract (English)

Time series domain adaptation aims to transfer the complex temporal dependence from the labeled source domain to the unlabeled target domain. Recent advances leverage the stable causal mechanism over observed variables to model the domain-invariant temporal dependence. However, modeling precise causal structures in high-dimensional data, such as videos, remains challenging. Additionally, direct causal edges may not exist among observed variables (e.g., pixels). These limitations hinder the applicability of existing approaches to real-world scenarios. To address these challenges, we find that the high-dimension time series data are generated from the low-dimension latent variables, which motivates us to model the causal mechanisms of the temporal latent process. Based on this intuition, we propose a latent causal mechanism identification framework that guarantees the uniqueness of the reconstructed latent causal structures. Specifically, we first identify latent variables by utilizing sufficient changes in historical information. Moreover, by enforcing the sparsity of the relationships of latent variables, we can achieve identifiable latent causal structures. Built on the theoretical results, we develop the Latent Causality Alignment (LCA) model that leverages variational inference, which incorporates an intra-domain latent sparsity constraint for latent structure reconstruction and an inter-domain latent sparsity constraint for domain-invariant structure reconstruction. Experiment results on eight benchmarks show a general improvement in the domain-adaptive time series classification and forecasting tasks, highlighting the effectiveness of our method in real-world scenarios. Codes are available at https://github.com/DMIRLAB-Group/LCA.

时间序列领域自适应因果模型

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