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Towards the Disappearing Truth: Fine-Grained Joint Causal Influences Learning with Hidden Variable-Driven Causal Hypergraphs in Time Series

AAAI 2024 · Probabilistic and scientific modeling › Causal discovery · approach: Causal discovery from time series · 8 citations (OpenAlex)

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Proposes CHGNN, a hidden variable-driven causal hypergraph neural network that models fine-grained joint causal influences to recover weak Granger causalities in multivariate time series.

Problem

Causal discovery under the Granger framework with neural networks loses weak causalities (the "causality disappearing problem") because sparsity penalties shrink their weights to zero, and existing methods model joint causal influences only implicitly and coarsely.

Approach

Introduce hidden variables that define a directed causal hypergraph whose hyperedges represent fine-grained joint causal influences, combine a multi-level causal path with an information aggregation path (dual causal information transfer mechanism), and train with a multi-view collaborative optimization constraint (JS-divergence diversity loss, collection sparsity loss, forecasting loss).

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use CHGNN instead of the strongest baselineCausal discovery models · VAR-30AUPRC: 83.33 -> 88.91Helped
use CHGNN instead of the strongest baselineCausal discovery models · Joint-VAR-10AUPRC: 83.66 -> 90.14Helped
use CHGNN instead of the strongest baselineCausal discovery models · Joint-VAR-20AUPRC: 69.99 -> 80.81Helped
use CHGNN instead of the strongest baselineCausal discovery models · Lorenz-96AUPRC: 99.83 -> 98.72Hurt
use CHGNN instead of the strongest baselineCausal discovery models · fMRIAUPRC: 56.96 -> 82.41Helped
add the information aggregation path (ablation)CHGNN · VAR-30 and Joint-VAR-20causal discovery performanceHelped
add the JS divergence-guided diversity loss (ablation)CHGNN · VAR-30 and Joint-VAR-20causal discovery performanceHelped
add the collection sparse loss (ablation)CHGNN · VAR-30 and Joint-VAR-20causal discovery performanceHelped
use hypergraph convolutions instead of common graph convolutions (ablation)CHGNN · VAR-30 and Joint-VAR-20causal discovery performanceHelped

Limitations

Experimental setup

Datasets: VAR-30 Lorenz-96 fMRI Joint-VAR-10 Joint-VAR-20 gas turbine fault data (GTF)

Benchmarks: VAR-30 Lorenz-96 fMRI Joint-VAR-10 Joint-VAR-20

Metrics: AUROC AUPRC

Baselines: Lasso Granger VARLiNGAM TCDF eSRU GVAR cMLP cLSTM

Builds on: neural Granger causality (cMLP/cLSTM) hypergraph convolution graph convolutional networks

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