Causal structure learning from time series: Large regression coefficients may predict causal links better in practice than small p-values
Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning › fagfællebedømt
Dokumenter
- weichwald20a_Causal structure learning from time series_(publisher_version)
Forlagets udgivne version, 275 KB, PDF-dokument
In this article, we describe the algorithms for causal structure learning from time series data that won the Causality 4 Climate competition at the Conference on Neural Information Processing Systems 2019 (NeurIPS). We examine how our combination of established ideas achieves competitive performance on semi-realistic and realistic time series data exhibiting common challenges in real-world Earth sciences data. In particular, we discuss a) a rationale for leveraging linear methods to identify causal links in non-linear systems, b) a simulation-backed explanation as to why large regression coefficients may predict causal links better in practice than small p-values and thus why normalising the data may sometimes hinder causal structure learning. For benchmark usage, we detail the algorithms here and provide implementations at {https://github.com/sweichwald/tidybench}. We propose the presented competition-proven methods for baseline benchmark comparisons to guide the development of novel algorithms for structure learning from time series.
Originalsprog | Engelsk |
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Titel | Proceedings of the NeurIPS 2019 Competition and Demonstration Track |
Forlag | PMLR |
Publikationsdato | 2020 |
Sider | 27-36 |
Status | Udgivet - 2020 |
Begivenhed | Neural Information Processing Systems Conference 2019, - Vancouver, Canada Varighed: 8 dec. 2019 → 14 dec. 2019 |
Konference
Konference | Neural Information Processing Systems Conference 2019, |
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Land | Canada |
By | Vancouver |
Periode | 08/12/2019 → 14/12/2019 |
Navn | Proceedings of Machine Learning Research |
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Vol/bind | 123 |
ISSN | 1938-7228 |
Links
- http://proceedings.mlr.press/v123/weichwald20a/weichwald20a.pdf
Forlagets udgivne version
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