arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2403.04793cs.LGcs.AIstat.ME
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一种面向时间序列的数据驱动两阶段多分裂因果集成模型

A Data-Driven Two-Phase Multi-Split Causal Ensemble Model for Time Series

University of Southern Denmark(南丹麦大学);RWTH Aachen University(亚琛工业大学);Fraunhofer Institute for Production Technology (IPT)(弗劳恩霍夫生产技术研究所 (IPT))

Zhipeng Ma, Marco Kemmerling, Daniel Buschmann, Chrismarie Enslin, Daniel Lütticke, Robert H. Schmitt

AI总结:

针对不同因果推断算法适配性差异、结果不稳定的问题,提出两阶段多分裂因果集成模型,通过数据划分降噪、多规则融合,在合成数据集上优于各基础算法,可提升因果推断鲁棒性。

摘要:

因果推断是众多学科中用于发现因果关系的基础研究课题。然而,并非所有算法都能同等适配给定数据集。例如,部分方法可能仅能识别线性关系,而另一些则适用于非线性关系。各类算法在对噪声的敏感度、以及从耦合与非耦合时间序列中推断因果信息的能力方面也存在差异。因此,不同算法针对相同输入往往会生成不同的因果关系。为获得更鲁棒的因果推断结果,本文提出一种全新的数据驱动两阶段多分裂因果集成模型,以融合不同基础因果算法的优势。与现有方法相比,所提出的集成方法在第一阶段通过数据划分方案降低噪声影响。具体而言,首先将数据划分为若干分区,并将各基础算法应用于每个分区。随后,利用高斯混合模型(Gaussian mixture models)识别来自不同分区、大概率有效的因果关系。在第二阶段,各基础算法识别出的关系将基于三条组合规则进行合并。研究采用多个指标对所提集成方法进行评估,其中包括一种新提出的因果集成方法评价指标。我们使用三个规模与复杂度各异的合成数据集开展实验,这些数据集专为在已知真实因果关系(ground truth)的前提下测试不同场景下的因果检测方法而设计。实验结果表明,本文的因果集成模型性能优于其所有基础算法。因此在实际应用中,使用所提方法可得到更鲁棒、更可靠的因果分析结果。

英文摘要:

Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to identify linear relationships, while others are applicable for non-linearities. Algorithms further vary in their sensitivity to noise and their ability to infer causal information from coupled vs. non-coupled time series. Therefore, different algorithms often generate different causal relationships for the same input. To achieve a more robust causal inference result, this publication proposes a novel data-driven two-phase multi-split causal ensemble model to combine the strengths of different causality base algorithms. In comparison to existing approaches, the proposed ensemble method reduces the influence of noise through a data partitioning scheme in the first phase. To achieve this, the data are initially divided into several partitions and the base algorithms are applied to each partition. Subsequently, Gaussian mixture models are used to identify the causal relationships derived from the different partitions that are likely to be valid. In the second phase, the identified relationships from each base algorithm are then merged based on three combination rules. The proposed ensemble approach is evaluated using multiple metrics, among them a newly developed evaluation index for causal ensemble approaches. We perform experiments using three synthetic datasets with different volumes and complexity, which are specifically designed to test causality detection methods under different circumstances while knowing the ground truth causal relationships. In these experiments, our causality ensemble outperforms each of its base algorithms. In practical applications, the use of the proposed method could hence lead to more robust and reliable causality results.

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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