arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2302.07458cs.LGstat.ME
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CUTS:从不规则时间序列数据中发现神经因果关系

CUTS: Neural Causal Discovery from Irregular Time-Series Data

Tsinghua University(清华大学);Institute for Brain and Cognitive Science, Tsinghua University (THUIBCS)(清华大学脑与认知科学研究所);Chinese PLA General Hospital(中国人民解放军总医院)

Yuxiao Cheng, Runzhao Yang, Tingxiong Xiao, Zongren Li, Jinli Suo, Kunlun He, Qionghai Dai

摘要:

从时间序列数据中发现因果关系一直是机器学习的核心任务。最近,Granger因果关系推理由于其良好的可解释性和与新兴的深度神经网络的高度兼容性而获得了发展势头。然而,现有的方法大多假设输入数据是结构化的,当遇到随机缺失数据或采样频率不均匀的数据时,这些方法的性能会大大退化,这就阻碍了它们在实际应用中的应用。为了解决这个问题,本文提出了一种神经Granger因果发现算法CUTS,通过在一个迭代框架中插入两个相互促进的模块来联合估算未观察到的数据点并构建因果图:(i)潜在数据预测阶段:设计了一个延迟监督图神经网络(Delayed Supervision Graph Neural Network,DSGNN)来对可能具有高维和复杂分布的非结构化数据进行幻觉和注册;(ii)因果图拟合阶段:在稀疏惩罚下用估算数据构建因果邻接矩阵。实验表明,CUTS有效地推断因果图从非结构化的时间序列数据,具有显着优于现有的方法的性能。我们的方法是一个有前途的一步,将因果发现应用到实际应用中的非理想观测。

英文摘要:

Causal discovery from time-series data has been a central task in machine learning. Recently, Granger causality inference is gaining momentum due to its good explainability and high compatibility with emerging deep neural networks. However, most existing methods assume structured input data and degenerate greatly when encountering data with randomly missing entries or non-uniform sampling frequencies, which hampers their applications in real scenarios. To address this issue, here we present CUTS, a neural Granger causal discovery algorithm to jointly impute unobserved data points and build causal graphs, via plugging in two mutually boosting modules in an iterative framework: (i) Latent data prediction stage: designs a Delayed Supervision Graph Neural Network (DSGNN) to hallucinate and register unstructured data which might be of high dimension and with complex distribution; (ii) Causal graph fitting stage: builds a causal adjacency matrix with imputed data under sparse penalty. Experiments show that CUTS effectively infers causal graphs from unstructured time-series data, with significantly superior performance to existing methods. Our approach constitutes a promising step towards applying causal discovery to real applications with non-ideal observations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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