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Learning diverse causally emergent representations from time series data

NeurIPS 2024 · Time series › Causal and generative time series · approach: Dynamical system reconstruction · 2 citations (OpenAlex)

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Proposes an end-to-end differentiable method that learns macroscopic features of multivariate time series maximising a causal-emergence criterion (Ψ) estimated with SMILE, extended with a diversity penalty to learn multiple independent emergent features, and applies it to synthetic bit-strings, Game of Life and brain recordings (ECoG, MEG, fMRI).

Problem

Identifying macroscopic variables with emergent properties in time series data is hard because relevant variables are rarely known a priori; existing emergence metrics are not directly usable for representation learning.

Approach

Use a differentiable sufficient criterion for causal emergence (Ψ, with a redundancy-adjusted variant ΨA) as the training objective for a representation network, estimating all mutual information terms with the SMILE lower bound, plus an adversarial-style critic that penalises mutual information with a previously learned emergent feature to obtain diverse features.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the full emergence objective instead of predictive mutual information alone (ablation)Representation learner on the bit-string dataset · Bit-string datasetemergent feature recoveryHelped
Remove the marginal mutual information terms (ablation)Emergence objective on the bit-string dataset · Bit-string datasetemergent feature recoveryHurt
Add the diversity penalty between learned features (ablation)Representation learner trained for multiple emergent features · Bit-string datasetfeature diversity: 91%; 9%Helped
Remove the predictive MI term from the Ψ objective (ablation)Representation learner with skip connections · Bit-string datasetemergenceHurt
Add skip connections to the representation learner (ablation)Causally emergent representation learning on ECoG · ECoGemergent feature recoveryHelped
Remove the macroscopic MI term while retaining skip connections (ablation)Causally emergent representation learning on ECoG · ECoGemergent feature recoveryNo clear effect
Use an RNN trained with MSE instead of the emergence learnerRepresentation learning on the bit-string dataset · Bit-string datasetpost-hoc ΨA: 0Hurt
Combine the RNN hidden state with the learned emergent featureRNN and emergence learner · Bit-string datasetmutual information with future system stateHelped
Use the emergence objective rather than prediction-only trainingRepresentation learner on the Game of Life dataset · Conway's Game of Lifeglider state accuracy: 35% versus 53%Helped
Use a standard MLP encoder instead of the emergence learnerRepresentation learning on fMRI · fMRIpost-hoc ΨA: −28 ± 5Hurt

Surprising findings

Limitations

Experimental setup

Datasets: synthetic bit-string dataset Conway's Game of Life simulations ECoG macaque dataset (Chao et al.) MEG pharmaco-MEG placebo dataset HCP fMRI (100 participants, Schaefer atlas)

Benchmarks: synthetic bit-string dataset (ground-truth Ψ) Conway's Game of Life glider state/position decoding ECoG MEG fMRI

Metrics: Ψ (emergence objective) post-hoc ΨA decoding accuracy predictive mutual information mutual information between features

Baselines: prediction-only MI objective (Deep InfoMax style) RNN hidden state MLP encoder-decoder

Builds on: causal emergence (Rosas et al. 2020 / Ψ criterion) SMILE mutual information estimator Deep InfoMax PhiID

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