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CausalRivers - Scaling up benchmarking of causal discovery for real-world time-series

ICLR 2025 · Probabilistic and scientific modeling › Causal discovery · approach: Causal discovery from time series

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Introduces CausalRivers, a large in-the-wild time-series causal discovery benchmark built from German river discharge data with two ground-truth graphs, and evaluates classical, deep, and naive baseline causal discovery methods on sampled subgraphs.

Problem

Causal discovery from time-series is evaluated mostly on synthetic data or small real-world examples; no large-scale, realistic time-series benchmark with ground-truth causal graphs exists.

Approach

Builds causal ground-truth graphs for river discharge measurement stations (over 1000 nodes) from agency metadata, Wikipedia, remote sensing and manual checks, then samples thousands of subgraphs with controlled structural characteristics (close, root cause, confounder, disjoint) and proposes simple naive baselines (CC, RP and restricted variants) that exploit river-specific priors.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use RP+N (order rivers by size) instead of other strategiesCausal discovery methods · Root cause graphsAUROC: .79 -> .81Helped
Use only the no-rain time-series subselectionPCMCI · RiversElbeFlood graphAUROCHelped
Use the no-rain time-series subselectionDynotears · RiversElbeFlood graphAUROCHurt
Fine-tune CP on random five-variable samples from RiversBavariaCausal Pretraining (CP) · RiversEastGermany graph setsAUROCHelped
Fine-tune CP on random five-variable samples from RiversBavariaCausal Pretraining (CP) · Experiment Set 1 datasetsAUROC: 50%Helped

Surprising findings

Limitations

Experimental setup

Datasets: RiversEastGermany RiversBavaria RiversElbeFlood

Benchmarks: CausalRivers subgraph sets (Close, Root cause, Random +1, Confounder, Random, Disjoint)

Metrics: AUROC F1 max max accuracy

Baselines: PCMCI VARLiNGAM DYNOTEARS VAR CDMI CP (Transformer) CP (GRU) RP CC Null model

Builds on: PCMCI VARLiNGAM DYNOTEARS Causal Pretraining CDMI

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