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arXiv 2604.02488cs.LG
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因果审计:时间序列因果发现中假设违反风险评估的框架

Causal-Audit: A Framework for Risk Assessment of Assumption Violations in Time-Series Causal Discovery

Institute for Systems and Robotics, Instituto Superior Técnico(系统与机器人研究所,里斯本高等理工学院);Digital Scholarship at Oxford, University of Oxford(牛津大学数字学术中心);Jet Propulsion Laboratory, California Institute of Technology(加州理工学院喷气推进实验室)

Marco Ruiz, Miguel Arana-Catania, David R. Ardila, Rodrigo Ventura

AI总结:

本文提出Causal-Audit框架,用于评估时间序列因果发现中假设违反的风险。通过计算五个假设家族的效果大小诊断,生成校准风险评分,并应用考虑回避的决策策略,以减少误判。

摘要:

时间序列因果发现方法依赖于诸如平稳性、定期采样和有界时间依赖性的假设。当这些假设被违反时,结构学习可能生成自信但误导性的因果图而无警告。我们引入Causal-Audit框架,将假设验证形式化为校准风险评估。该框架在五个假设家族(平稳性、不规则性、持久性、非线性和混杂代理)上计算效果大小诊断,将它们聚合为四个校准风险评分及其不确定性区间,并应用一种考虑回避的决策策略,仅在证据支持可靠推断时推荐方法(例如PCMCI+和基于VAR的格兰杰因果性)。半自动诊断阶段也可独立用于单个研究的结构假设审计。在包含500个数据生成过程(DGPs)的合成图谱上的评估显示,风险评分校准良好(AUROC > 0.95),推荐数据集的假阳性减少62%,严重违反情况下的回避率78%。在21个外部评估(来自TimeGraph(18类)和CausalTime(3领域))中,推荐或回避决策与基准规范一致。我们的框架开源实现可用。

英文摘要:

Time-series causal discovery methods rely on assumptions such as stationarity, regular sampling, and bounded temporal dependence. When these assumptions are violated, structure learning can produce confident but misleading causal graphs without warning. We introduce Causal-Audit, a framework that formalizes assumption validation as calibrated risk assessment. The framework computes effect-size diagnostics across five assumption families (stationarity, irregularity, persistence, nonlinearity, and confounding proxies), aggregates them into four calibrated risk scores with uncertainty intervals, and applies an abstention-aware decision policy that recommends methods (e.g., PCMCI+, VAR-based Granger causality) only when evidence supports reliable inference. The semi-automatic diagnostic stage can also be used independently for structured assumption auditing in individual studies. Evaluation on a synthetic atlas of 500 data-generating processes (DGPs) spanning 10 violation families demonstrates well-calibrated risk scores (AUROC > 0.95), a 62% false positive reduction among recommended datasets, and 78% abstention on severe-violation cases. On 21 external evaluations from TimeGraph (18 categories) and CausalTime (3 domains), recommend-or-abstain decisions are consistent with benchmark specifications in all cases. An open-source implementation of our framework is available.

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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