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CUTS: Neural Causal Discovery from Irregular Time-Series Data

ICLR 2023 · Probabilistic and scientific modeling › Causal discovery · approach: Causal discovery from time series · 9 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Jointly alternate causal graph fitting and learned imputation instead of using a one-shot imputation baseline (ablation)CUTS · Lorenz-96, random missing p=0.6AUROC: 0.9206 $\pm$ 0.0216 -> 0.9705 $\pm$ 0.0118Helped
Add CPG-based parent selection to the imputation stage (ablation)CUTS · Lorenz-96, random missing p=0.6AUROC: 0.9535 $\pm$ 0.0167 -> 0.9705 $\pm$ 0.0118Helped
Add the final fine-tuning stage (ablation)CUTS · Lorenz-96, random missing p=0.6AUROC: 0.9665 $\pm$ 0.0096 -> 0.9705 $\pm$ 0.0118Helped
Replace learned iterative imputation with ZOH imputation (ablation)CUTS · Lorenz-96, random missing p=0.6AUROC: 0.8731 $\pm$ 0.0312 -> 0.9705 $\pm$ 0.0118Hurt
Replace learned iterative imputation with GP imputation (ablation)CUTS · Lorenz-96, random missing p=0.6AUROC: 0.8575 $\pm$ 0.0536 -> 0.9705 $\pm$ 0.0118Hurt
Replace learned iterative imputation with GRIN imputation (ablation)CUTS · Lorenz-96, random missing p=0.6AUROC: 0.8983 $\pm$ 0.0299 -> 0.9705 $\pm$ 0.0118Hurt
Replace ZOH with linear interpolation for initial data filling (ablation)CUTS · VAR, random missing p=0.6AUROC: 0.9766 $\pm$ 0.0074 -> 0.9636 $\pm$ 0.0145Hurt
Increase the learning budget from 25% to 100% of the original steps (ablation)CUTS · VAR, random missing p=0.6AUROC: 0.9492 $\pm$ 0.0119 -> 0.9766 $\pm$ 0.0074Helped
Increase the learning budget from 25% to 100% of the original steps (ablation)CUTS · Lorenz-96, random missing p=0.6AUROC: 0.9052 $\pm$ 0.0208 -> 0.9705 $\pm$ 0.0118Helped
Use CUTS instead of PCMCI with GRIN imputationCausal discovery on VAR · VAR, random missing p=0.3AUROC: 0.9983 $\pm$ 0.0028 -> 0.9971 $\pm$ 0.0026Hurt
Use CUTS instead of eSRU with GP imputationCausal discovery on Lorenz-96 · Lorenz-96, random missing p=0.6AUROC: 0.9597 $\pm$ 0.0169 -> 0.9705 $\pm$ 0.0118Helped
Use CUTS instead of NGC with ZOH imputationCausal discovery on NetSim · NetSim, random missing p=0.2AUROC: 0.7668 $\pm$ 0.0403 -> 0.7699 $\pm$ 0.0550No clear effect

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