论文标题
与潜在混杂因素的时间序列的因果发现
Causal discovery for time series with latent confounders
论文作者
论文摘要
重建我们观察到的现象背后的因果关系是所有科学领域的基本挑战。在复杂的系统中，通过实验发现因果关系通常是不可行的，不道德的或昂贵的。但是，计算能力的增加使我们能够处理现代科学生成的不断增长的数据，从而从观察数据中引起对因果发现问题的新兴兴趣。这项工作评估了LPCMCI算法，该算法旨在找到与多维，高度相关的时间序列兼容的生成器，而某些变量则未观察到。我们发现，LPCMCI的性能要比模仿什么都不了解的随机算法要好得多，但仍然远离最佳检测。此外，LPCMCI在自动依赖性，然后是同时的依赖性方面表现最佳，并且在滞后依赖性方面最挣扎。该项目的源代码可在线获得。
Reconstructing the causal relationships behind the phenomena we observe is a fundamental challenge in all areas of science. Discovering causal relationships through experiments is often infeasible, unethical, or expensive in complex systems. However, increases in computational power allow us to process the ever-growing amount of data that modern science generates, leading to an emerging interest in the causal discovery problem from observational data. This work evaluates the LPCMCI algorithm, which aims to find generators compatible with a multi-dimensional, highly autocorrelated time series while some variables are unobserved. We find that LPCMCI performs much better than a random algorithm mimicking not knowing anything but is still far from optimal detection. Furthermore, LPCMCI performs best on auto-dependencies, then contemporaneous dependencies, and struggles most with lagged dependencies. The source code of this project is available online.
