arXiv:2503.17452cs.LGcs.AI2025-03ICLR被引 26

构建最大实测时间序列因果发现基准,助力真实场景下方法评估

CausalRivers -- Scaling up benchmarking of causal discovery for real-world time-series

  • 基于德国东部与巴伐利亚666+494个水文站实测数据,构建真实因果图
  • 覆盖2019–2023年每15分钟数据,含莱茵河洪水事件的分布偏移场景
  • 支持生成数千子图,适配因果发现、时序预测与异常检测研究

因果发现(从观测数据中识别因果关系)是一项极具挑战性的任务,尽管已有众多方法提出,但实际应用中的评估仍严重不足,多数研究依赖合成数据或在严格理论假设下的稀疏真实案例。真实世界的因果结构通常复杂,难以确定合适的发现策略。为此,我们引入CausalRivers——迄今为止最大的实测时间序列因果发现基准套件。该数据集涵盖德国东部地区(666个监测站)和巴伐利亚州(494个监测站)的河流流量数据,时间跨度为2019至2023年,时间分辨率为15分钟。此外,还包含莱茵河洪水事件的数据,具有显著的分布偏移特征。结合多源信息与时间序列元数据,我们构建了两个独立的因果真值图(巴伐利亚与德国东部),并可从中采样生成数千个子图,用于在多样化且具有挑战性的条件下评估因果发现方法。为验证其价值,我们通过一系列实验评估多种因果发现方法,揭示改进空间。CausalRivers有望推动因果发现方法的稳健评估与比较,并在时序预测、异常检测等关联领域发挥作用,促进以基准驱动的方法发展。

原文摘要 · Abstract (English)

Causal discovery, or identifying causal relationships from observational data, is a notoriously challenging task, with numerous methods proposed to tackle it. Despite this, in-the-wild evaluation of these methods is still lacking, as works frequently rely on synthetic data evaluation and sparse real-world examples under critical theoretical assumptions. Real-world causal structures, however, are often complex, making it hard to decide on a proper causal discovery strategy. To bridge this gap, we introduce CausalRivers, the largest in-the-wild causal discovery benchmarking kit for time-series data to date. CausalRivers features an extensive dataset on river discharge that covers the eastern German territory (666 measurement stations) and the state of Bavaria (494 measurement stations). It spans the years 2019 to 2023 with a 15-minute temporal resolution. Further, we provide additional data from a flood around the Elbe River, as an event with a pronounced distributional shift. Leveraging multiple sources of information and time-series meta-data, we constructed two distinct causal ground truth graphs (Bavaria and eastern Germany). These graphs can be sampled to generate thousands of subgraphs to benchmark causal discovery across diverse and challenging settings. To demonstrate the utility of CausalRivers, we evaluate several causal discovery approaches through a set of experiments to identify areas for improvement. CausalRivers has the potential to facilitate robust evaluations and comparisons of causal discovery methods. Besides this primary purpose, we also expect that this dataset will be relevant for connected areas of research, such as time-series forecasting and anomaly detection. Based on this, we hope to push benchmark-driven method development that fosters advanced techniques for causal discovery, as is the case for many other areas of machine learning.

因果发现时间序列真实数据基准测试

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