Structure Learning from Time-Series Data with Lag-Agnostic Structural Prior

ICLR 2026 Conference Submission16557 Authors

Keywords: Continuous DAG structure learning, dynamic causal discovery, structure learning from time series data

TL;DR: This paper introduces how to use lag-agnostic prior, commonly available knowledge, to guide the discovery of lag-aware causal interactions from time-series data in the continuous optimization framework.

Abstract: Learning instantaneous and time-lagged causal relationships from time-series data is essential for uncovering fine-grained, temporally-aware interactions. Although this problem has been formulated as a continuous optimization task amenable to modern machine learning methods, existing approaches largely neglect the use of coarse-grained, lag-agnostic causal priors, an important form of prior knowledge that is often available in practice. To address this gap, we propose a novel framework for structure learning from time series to integrate lag-agnostic priors, enabling the discovery of lag-specific causal links without requiring precise temporal annotations. We introduce formulations to precisely characterize the lag-agnostic prior, and demonstrate their consequential and process-equivalence to priors, maintaining consistency with the intended semantics of the priors throughout optimization. We further analyze the challenge for optimization due to the increased non-convexity by lag-agnostic prior constraints, and introduce a data-driven initialization to mitigate this issue. Experiments on both synthetic and real-world datasets show that our method effectively incorporates lag-agnostic prior knowledge to enhance the recovery of fine-grained, lag-aware structures.

Primary Area: causal reasoning

Submission Number: 16557