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TNPAR: Topological Neural Poisson Auto-Regressive Model for Learning Granger Causal Structure from Event Sequences

AAAI 2024 · Probabilistic and scientific modeling › Causal discovery · approach: Constraint-based structure learning with latents · 6 citations (OpenAlex)

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Proposes TNPAR, a neural Poisson auto-regressive model with amortized inference that learns Granger causal structure from topological (non-i.i.d.) event sequences by conditioning on a prior network topology.

Problem

Granger causal discovery from event sequences violates the i.i.d. assumption because event sequences on topologically connected network nodes are dependent.

Approach

Model count processes with a neural Poisson auto-regressive generator whose inputs are masked by a causal matrix (over event types and geodesic distances) and a topology matrix, and infer the latent causal matrix via amortized variational inference with Gumbel-Softmax, acyclicity and sparsity regularization.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use topological information across nodes instead of same-node history only (ablation)TNPAR · Metropolitan Cellular Network Alarm DataF1: 0.38 -> 0.54Helped
Model nodes using the topological network rather than merging all nodes into one sequence (ablation)TNPAR · Metropolitan Cellular Network Alarm DataF1: 0.33 -> 0.54Helped
Add acyclicity and sparsity regularization (ablation)TNPAR · Metropolitan Cellular Network Alarm DataF1: 0.49 -> 0.54Helped
Use TNPAR instead of THPGranger causal discovery · Metropolitan Cellular Network Alarm DataF1: 0.44 -> 0.54Helped
Use TNPAR instead of THPGranger causal discovery · Metropolitan Cellular Network Alarm DataPrecision: 0.58 -> 0.46Hurt
Use TNPAR instead of THPGranger causal discovery · Metropolitan Cellular Network Alarm DataRecall: 0.35 -> 0.65Helped
Use TNPAR instead of THPGranger causal discovery · Metropolitan Cellular Network Alarm DataSID: 266.0 -> 241.6Helped
Use TNPAR instead of THPGranger causal discovery · Metropolitan Cellular Network Alarm DataSHD: 85.0 -> 105.5Hurt

Surprising findings

Limitations

Experimental setup

Datasets: PCIC 2021 simulated generation process Metropolitan cellular network alarm data (PCIC 2021)

Benchmarks: Simulated event sequences (varied alpha, mu, Delta, sample size, event types, nodes) Metropolitan cellular network alarm data

Metrics: Precision Recall F1 SHD SID

Baselines: PCMCI ACD MLE_SGL ADM4 THP

Builds on: topological Hawkes process amortized causal discovery NOTEARS acyclicity constraint Gumbel-Softmax

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