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Tangent Space Causal Inference: Leveraging Vector Fields for Causal Discovery in Dynamical Systems

NeurIPS 2024 · Probabilistic and scientific modeling › Causal discovery · approach: Constraint-based structure learning with latents · 4 citations (OpenAlex)

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Proposes Tangent Space Causal Inference (TSCI), a drop-in replacement for the CCM cross-map test that scores causality by how well the pushed-forward vector field of a learned cross map aligns with the target system's vector field.

Problem

Observational causal discovery in coupled dynamical systems, where Granger causality fails and convergent cross mapping (CCM) gives unreliable, hard-to-interpret test statistics.

Approach

Instead of checking the predictability of x from a cross map (CCM's skill), TSCI learns a cross map F between shadow manifolds and checks whether F's Jacobian maps the velocity field of one manifold onto the velocity field of the other, using the cosine/correlation of tangent vectors as the test statistic.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
replace latent CCM with latent TSCI using an MLP cross mapLatent CCM framework · Double Pendulum, Z → Xcorrelation coefficient: 0.747 ± 0.015 -> 0.915 ± 0.006Helped
replace latent CCM with latent TSCI using an MLP cross mapLatent CCM framework · Double Pendulum, Z → Ycorrelation coefficient: 0.578 ± 0.030 -> 0.612 ± 0.053Helped
replace latent CCM with latent TSCI using an MLP cross mapLatent CCM framework · Double Pendulum, true-negative directionscorrelation coefficientNo clear effect
vary the embedding dimension (ablation)TSCI and CCM on the Rössler-Lorenz system · Rössler-Lorenz, C=1causal inference performanceMixed
add Gaussian noise to observations (ablation)TSCI on the Rössler-Lorenz system · Rössler-Lorenz, C=1.0, varying SNRcausal inference performanceHurt
add a periodic sine-wave trend to observations (ablation)TSCI on the Rössler-Lorenz system · Rössler-Lorenz, C=1causal inference performanceHurt
use mutual information instead of cosine similarity (ablation)TSCI on the Rössler-Lorenz system · Rössler-Lorenz, varying coupling Cseparation between causal and non-causal directionsHurt

Surprising findings

Limitations

Experimental setup

Datasets: Unidirectionally-coupled Rössler-Lorenz system (simulated) Coupled double pendulum (latent CCM data generation)

Benchmarks: Rössler-Lorenz coupled system Double pendulum system (latent CCM setup)

Metrics: correlation / cosine similarity test statistic p-values (Granger) separation between causal directions

Baselines: CCM latent CCM Granger causality RECI IGCI ANM

Builds on: convergent cross mapping Takens' theorem latent CCM Granger causality

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