Papers

DTCD 发布:时间序列因果发现与处理效应评测工具包

Composable Causality: A Toolkit for Systematic Time-Series Causal Discovery and Treatment-Effect Benchmarking

Why we picked it

做时间序列因果推断的朋友可以看看,DTCD 把拓扑、噪声、缺失这些都拆成可配置模块,反事实评测也直接给到,代码开源。

DTCD 是一个开源数据生成库,可生成带真实滞后与同期邻接矩阵的多变量时间序列。拓扑、机制、噪声、观测掩码和干预策略均为独立模块,仅通过配置即可组合。它通过缓存事实_rollout_的随机实现并在干预_rollout_中重新注入,生成反事实孪生数据,从而精确恢复个体处理效应。参考基准涵盖 8 个发现算法在 81 个配置上的表现,以及 4 个处理效应估计器在 18 个配置上的结果,暴露出标准方法无法处理缺失值等问题。

Original · arXiv cs.LG

Composable Causality: A Toolkit for Systematic Time-Series Causal Discovery and Treatment-Effect Benchmarking

Real-world multivariate time series rarely come with verified ground-truth causal structure, so research on time-series causal discovery and treatment-effect estimation depends on synthetic data. Existing tools are either fixed datasets that cannot be modified after release or script-based generators in which each script fixes one combination of mechanism, confounding, and missingness. Neither supports controlled experiments that vary a single property, such as sparsity, noise distribution, or missingness mechanism, while holding the others fixed. Counterfactual evaluation has the same gap, since existing simulators are built per paper with hardcoded mechanisms or produce observational data only. We introduce DTCD (Datasets and Toolkit for Causal Discovery), a data generation library that produces multivariate time series with ground-truth contemporaneous and lagged adjacency matrices. Topology, mechanism, noise, observational mask, and intervention policy are independent components that compose through configuration alone. Paired counterfactual twins, produced by caching the stochastic realization during the factual rollout and re-injecting it during the interventional rollout, recover individual treatment effects to numerical precision. A reference benchmark of eight discovery algorithms on eighty-one configurations and four treatment-effect estimators on eighteen configurations exposes failure modes that aggregate metrics hide. These include the inability of standard discovery methods to handle missing values, regardless of whether the missingness mechanism is informative, and a marginal-variance shortcut (varsortability) that we measure and remove by standardization. Code and data: https://github.com/hferdous/Composable_Causality