提出可同时推理因果网络与预测动态系统的可扩展框架。
Causal Local States: Scalable Simultaneous Causal Network Inference and Forecasting for Dynamical Systems

- 为每个节点独立选择最小有效邻居集以实现最优预测。
- 在三个基准上实现高保真网络重构和接近真实网络的预测性能。
- 适合需要解释性与可扩展性的复杂系统建模任务。
机器学习方法在预测现实世界系统方面表现出色,但通常作为黑箱,无法揭示驱动动态的关键交互。因果发现方法虽能从观测数据中重构交互网络,却未考虑所推断结构是否支持预测。现有结合两项任务的方法依赖单一全局超参数(如因果阈值或固定邻域大小),难以捕捉异质系统的结构。本文提出因果局部状态(CLS)框架,可同时推断近似格兰杰因果网络并预测系统动态。对每个节点独立选择使预测模型达到近最优所需的最小邻居集合,再将这些邻域组合用于全系统预测。在三个难度递增的基准测试中,实现了高保真度的底层网络重构,且预测性能媲美已知真实网络的模型,朝着可解释且可扩展的复杂系统预测迈出一步。
原文摘要 · Abstract (English)
Machine learning methods predict many real-world systems with remarkable accuracy, but they are typically treated as black boxes that offer no insight into which interactions drive the dynamics. Causal discovery methods reconstruct the interaction network from observational data, but without regard to whether the inferred structure supports prediction. Existing approaches combining both tasks rely on a single global hyperparameter, such as a causal threshold or a fixed neighborhood size, which cannot recover the structure of heterogeneous systems. Here we introduce causal local states (CLS), a framework that simultaneously infers an approximate Granger-causal interaction network and forecasts the system dynamics. For each node independently, we select the smallest set of neighbors that allows a predictive model to forecast the node near-optimally, and the resulting neighborhoods are then combined for a forecast of the full system. On three benchmarks of increasing difficulty, we achieve reconstruction of the underlying networks with high fidelity and forecasts on par with a model that is supplied with the true network, providing a step toward explainable and scalable forecasting of complex systems.
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