Causal Discovery from Time Series with Hybrids of Constraint-Based and Noise-Based Algorithms

Published: 15 May 2024, Last Modified: 15 May 2024Accepted by TMLREveryoneRevisionsBibTeX
Abstract: Constraint-based methods and noise-based methods are two distinct families of methods proposed for uncovering causal graphs from observational data. However, both operate under strong assumptions that may be challenging to validate or could be violated in real-world scenarios. In response to these challenges, there is a growing interest in hybrid methods that amalgamate principles from both methods, showing robustness to assumption violations. This paper introduces a novel comprehensive framework for hybridizing constraint-based and noise-based methods designed to uncover causal graphs from observational time series. The framework is structured into two classes. The first class employs a noise-based strategy to identify a super graph, containing the true graph, followed by a constraint-based strategy to eliminate unnecessary edges. In the second class, a constraint-based strategy is applied to identify a skeleton, which is then oriented using a noise-based strategy. The paper provides theoretical guarantees for each class under the condition that all assumptions are satisfied, and it outlines some properties when assumptions are violated. To validate the efficacy of the framework, two algorithms from each class are experimentally tested on simulated data, realistic ecological data, and real datasets sourced from diverse applications. Notably, two novel datasets related to Information Technology monitoring are introduced within the set of considered real datasets. The experimental results underscore the robustness and effectiveness of the hybrid approaches across a broad spectrum of datasets.
Submission Length: Long submission (more than 12 pages of main content)
Changes Since Last Submission: N/A
Code: https://github.com/ckassaad/Hybrids_of_CB_and_NB_for_Time_Series
Supplementary Material: pdf
Assigned Action Editor: ~Mingming_Gong1
Submission Number: 1988
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