Poster
Tangent Space Causal Inference: Leveraging Vector Fields for Causal Discovery in Dynamical Systems
Kurt Butler · Daniel Waxman · Petar Djuric
West Ballroom A-D #5003
Causal discovery with time series data remains a challenging yet increasingly important task across many scientific domains. Convergent cross mapping (CCM) and related methods have been proposed to study time series that are generated by dynamical systems, where traditional approaches like Granger causality are unreliable. However, CCM often yields inaccurate results depending upon the quality of the data. We propose the Tangent Space Causal Inference (TSCI) method for detecting causalities in dynamic systems. TSCI works by considering vector fields as explicit representations of the systems' dynamics and checks for the degree of synchronization between the learned vector fields. The TSCI approach is model-agnostic and can be used as a drop-in replacement for CCM and its generalizations. We present both a basic TSCI algorithm, which is lightweight and more effective than the basic CCM algorithm, as well as augmented versions of TSCI that leverage the expressive power of latent variable models and deep learning. We validate our theory on standard systems, and we demonstrate improved causal inference performance across a number of benchmarks.
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