arXiv:2602.07915cs.LGcs.AI2026-02被引 1

测试时间序列因果发现方法在假设不成立时的鲁棒性,发现深度学习方法更稳定。

CausalCompass: Evaluating the Robustness of Time-Series Causal Discovery in Misspecified Scenarios

  • 构建可扩展的基准框架,模拟八种假设违反场景
  • 无单一方法全程最优,深度学习模型整体表现更优
  • 揭示标准化预处理对某些方法至关重要,实操中需注意

时间序列因果发现是机器学习中的基础任务,但其广泛应用受限于不可检验的因果假设以及现有基准缺乏鲁棒性评估。为此,我们提出 CausalCompass,一个灵活可扩展的基准框架,用于评估时间序列因果发现(TSCD)方法在模型假设被违反时的鲁棒性。通过在八种假设违反场景下对代表性 TSCD 算法进行广泛评测,结果表明:没有任何一种方法在所有设置中始终表现最优。然而,在多种场景下表现良好的方法几乎都是基于深度学习的。我们进一步进行了超参数敏感性分析,并通过消融实验解释深度学习方法在假设违反下的优异表现。意外发现,NTS-NOTEARS 在原始设置下表现差,但在标准化预处理后性能显著提升。本工作旨在系统评估 TSCD 方法在假设违反下的表现,推动其在真实场景中的应用。代码、文档和数据集已公开于 https://anonymous.4open.science/r/CausalCompass-anonymous-5B4F/。

原文摘要 · Abstract (English)

Causal discovery from time series is a fundamental task in machine learning. However, its widespread adoption is hindered by a reliance on untestable causal assumptions and by the lack of robustness-oriented evaluation in existing benchmarks. To address these challenges, we propose CausalCompass, a flexible and extensible benchmark framework designed to assess the robustness of time-series causal discovery (TSCD) methods under violations of modeling assumptions. To demonstrate the practical utility of CausalCompass, we conduct extensive benchmarking of representative TSCD algorithms across eight assumption-violation scenarios. Our experimental results indicate that no single method consistently attains optimal performance across all settings. Nevertheless, the methods exhibiting superior overall performance across diverse scenarios are almost invariably deep learning-based approaches. We further provide hyperparameter sensitivity analyses to deepen the understanding of these findings. We additionally conduct ablation experiments to explain the strong performance of deep learning-based methods under assumption violations. We also find, somewhat surprisingly, that NTS-NOTEARS relies heavily on standardized preprocessing in practice, performing poorly in the vanilla setting but exhibiting strong performance after standardization. Finally, our work aims to provide a comprehensive and systematic evaluation of TSCD methods under assumption violations, thereby facilitating their broader adoption in real-world applications. The user-friendly implementation, documentation and datasets are available at https://anonymous.4open.science/r/CausalCompass-anonymous-5B4F/.

因果发现时间序列鲁棒性

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