arXiv:2607.28212cs.CLcs.LG2026-07KDD被引 5

用倒置自注意力捕捉时间序列隐性因果关系,提升复杂系统因果推断准确率。

Causal Discovery with Inverted Self-attention for Multivariate Time Series

论文配图:Causal Discovery with Inverted Self-attention for Multivariate Time Series
图 1 · 摘自论文原文
  • 设计倒置因果自注意力机制,聚焦关键因果交互并抑制虚假关联。
  • 在多变量线性与非线性数据上优于现有方法,显著提升因果结构识别精度。
  • 适合需要高可靠因果建模的金融、医疗等复杂时序数据分析场景。

多变量时间序列中的因果发现因变量间复杂交互、高维度及非线性依赖而面临挑战。现有方法难以有效捕捉这些特性,导致因果结构不准确。为此,本文提出一种基于Transformer架构自注意力机制的新框架。引入新型倒置因果自注意力机制(CSAM),通过倒置标记并诱导注意力分数稀疏化,强调潜在和间接因果关系,聚焦显著因果互动,减少伪相关。此外,设计全局因果算法以识别全局因果链接,并构建因果验证模块,增强因果关系识别的鲁棒性与可靠性。在线性与非线性数据集上的实验,结合消融研究与敏感性分析表明,本框架优于现有方法,展现出在复杂多变量时间序列中进行因果发现的潜力。

原文摘要 · Abstract (English)

Causal discovery in multivariate time series data is challenging due to complex interactions, high dimensionality, and nonlinear dependencies among variables. Existing methods often struggle to capture these complexities, resulting in inaccurate causal structures. To address this issue, we propose a novel framework that leverages self-attention mechanisms within the transformer architecture for causal discovery. Our approach introduces a novel inverted causal self-attention mechanism (CSAM) that emphasizes latent and indirect causal relationships by inverting tokens and inducing sparsity in attention scores, focusing on significant causal interactions and reducing spurious correlations. Additionally, we develop a global causal algorithm to identify global causal links, providing a holistic metric for causal influence, along with a causal verification module to ensure robustness in the identified causal relationships, enhancing the reliability of our framework. Experiments on both linear and nonlinear datasets, along with ablation studies and sensitivity analyses, show that our framework outperforms existing methods, demonstrating its potential for causal discovery in complex multivariate time series.

因果发现时间序列自注意力Transformer

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