提出动态因果结构学习框架,从粗到细捕捉随时间变化的因果关系。
Coarse-to-Fine Learning of Dynamic Causal Structures
- 用卷积网络在粗粒度时间窗内捕捉因果模式
- 通过线性插值实现每时刻精细因果图重构
- 基于矩阵范数缩放的环路约束提升效率与稳定性
时间序列动态因果结构学习是一项挑战性任务。现有方法多依赖分布或结构不变性假设,通常假设因果关系为平稳或部分平稳,但此类假设常与真实系统中复杂的时变因果关系矛盾。因此亟需应对完全动态因果性的方法,即瞬时与滞后依赖均随时间演变。此类设定对因果发现的效率与稳定性带来巨大挑战。为此,本文提出DyCausal框架:利用卷积网络在粗粒度时间窗口内捕获因果模式,并通过线性插值在每个时间步精细化因果结构,从而恢复细粒度、时变因果图。此外,我们提出一种基于矩阵范数缩放的无环约束机制,在提升效率的同时有效抑制演化因果结构中的环路。在合成数据与真实世界数据集上的综合评估表明,相比现有方法,DyCausal表现更优,提供了一种稳定高效的从粗到细识别全动态因果结构的新途径。
原文摘要 · Abstract (English)
Learning the dynamic causal structure of time series is a challenging problem. Most existing approaches rely on distributional or structural invariance to uncover underlying causal dynamics, assuming stationary or partially stationary causality. However, these assumptions often conflict with the complex, time-varying causal relationships observed in real-world systems. This motivates the need for methods that address fully dynamic causality, where both instantaneous and lagged dependencies evolve over time. Such a setting poses significant challenges for the efficiency and stability of causal discovery. To address these challenges, we introduce DyCausal, a dynamic causal structure learning framework. DyCausal leverages convolutional networks to capture causal patterns within coarse-grained time windows, and then applies linear interpolation to refine causal structures at each time step, thereby recovering fine-grained and time-varying causal graphs. In addition, we propose an acyclic constraint based on matrix norm scaling, which improves efficiency while effectively constraining loops in evolving causal structures. Comprehensive evaluations on both synthetic and real-world datasets demonstrate that DyCausal achieves superior performance compared to existing methods, offering a stable and efficient approach for identifying fully dynamic causal structures from coarse to fine.
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