LGMay 4
TCD-Arena: Assessing Robustness of Time Series Causal Discovery Methods Against Assumption ViolationsGideon Stein, Niklas Penzel, Tristan Piater et al.
Causal Discovery (CD) is a powerful framework for scientific inquiry. Yet, its practical adoption is hindered by a reliance on strong, often unverifiable assumptions and a lack of robust performance assessment. To address these limitations and advance empirical CD evaluation, we present TCD-Arena, a modularized, highly customizable, and extendable testing kit to assess the robustness of time series CD algorithms against stepwise more severe assumption violations. For demonstration, we conduct an extensive empirical study comprising around 30 million individual CD attempts and reveal nuanced robustness profiles for 33 distinct assumption violations. Further, we investigate CD ensembles and find that they have the potential to improve general robustness, which has implications for real-world applications. With this, we strive to ultimately facilitate the development of CD methods that are reliable for a diverse range of synthetic and potentially real-world data conditions.
LGMar 21, 2025
CausalRivers -- Scaling up benchmarking of causal discovery for real-world time-seriesGideon Stein, Maha Shadaydeh, Jan Blunk et al.
Causal discovery, or identifying causal relationships from observational data, is a notoriously challenging task, with numerous methods proposed to tackle it. Despite this, in-the-wild evaluation of these methods is still lacking, as works frequently rely on synthetic data evaluation and sparse real-world examples under critical theoretical assumptions. Real-world causal structures, however, are often complex, making it hard to decide on a proper causal discovery strategy. To bridge this gap, we introduce CausalRivers, the largest in-the-wild causal discovery benchmarking kit for time-series data to date. CausalRivers features an extensive dataset on river discharge that covers the eastern German territory (666 measurement stations) and the state of Bavaria (494 measurement stations). It spans the years 2019 to 2023 with a 15-minute temporal resolution. Further, we provide additional data from a flood around the Elbe River, as an event with a pronounced distributional shift. Leveraging multiple sources of information and time-series meta-data, we constructed two distinct causal ground truth graphs (Bavaria and eastern Germany). These graphs can be sampled to generate thousands of subgraphs to benchmark causal discovery across diverse and challenging settings. To demonstrate the utility of CausalRivers, we evaluate several causal discovery approaches through a set of experiments to identify areas for improvement. CausalRivers has the potential to facilitate robust evaluations and comparisons of causal discovery methods. Besides this primary purpose, we also expect that this dataset will be relevant for connected areas of research, such as time-series forecasting and anomaly detection. Based on this, we hope to push benchmark-driven method development that fosters advanced techniques for causal discovery, as is the case for many other areas of machine learning.
LGFeb 14, 2024
Embracing the black box: Heading towards foundation models for causal discovery from time series dataGideon Stein, Maha Shadaydeh, Joachim Denzler
Causal discovery from time series data encompasses many existing solutions, including those based on deep learning techniques. However, these methods typically do not endorse one of the most prevalent paradigms in deep learning: End-to-end learning. To address this gap, we explore what we call Causal Pretraining. A methodology that aims to learn a direct mapping from multivariate time series to the underlying causal graphs in a supervised manner. Our empirical findings suggest that causal discovery in a supervised manner is possible, assuming that the training and test time series samples share most of their dynamics. More importantly, we found evidence that the performance of Causal Pretraining can increase with data and model size, even if the additional data do not share the same dynamics. Further, we provide examples where causal discovery for real-world data with causally pretrained neural networks is possible within limits. We argue that this hints at the possibility of a foundation model for causal discovery.
CVApr 18, 2024
When Medical Imaging Met Self-Attention: A Love Story That Didn't Quite Work OutTristan Piater, Niklas Penzel, Gideon Stein et al.
A substantial body of research has focused on developing systems that assist medical professionals during labor-intensive early screening processes, many based on convolutional deep-learning architectures. Recently, multiple studies explored the application of so-called self-attention mechanisms in the vision domain. These studies often report empirical improvements over fully convolutional approaches on various datasets and tasks. To evaluate this trend for medical imaging, we extend two widely adopted convolutional architectures with different self-attention variants on two different medical datasets. With this, we aim to specifically evaluate the possible advantages of additional self-attention. We compare our models with similarly sized convolutional and attention-based baselines and evaluate performance gains statistically. Additionally, we investigate how including such layers changes the features learned by these models during the training. Following a hyperparameter search, and contrary to our expectations, we observe no significant improvement in balanced accuracy over fully convolutional models. We also find that important features, such as dermoscopic structures in skin lesion images, are still not learned by employing self-attention. Finally, analyzing local explanations, we confirm biased feature usage. We conclude that merely incorporating attention is insufficient to surpass the performance of existing fully convolutional methods.
CVApr 18, 2024
Reducing Bias in Pre-trained Models by Tuning while Penalizing ChangeNiklas Penzel, Gideon Stein, Joachim Denzler
Deep models trained on large amounts of data often incorporate implicit biases present during training time. If later such a bias is discovered during inference or deployment, it is often necessary to acquire new data and retrain the model. This behavior is especially problematic in critical areas such as autonomous driving or medical decision-making. In these scenarios, new data is often expensive and hard to come by. In this work, we present a method based on change penalization that takes a pre-trained model and adapts the weights to mitigate a previously detected bias. We achieve this by tuning a zero-initialized copy of a frozen pre-trained network. Our method needs very few, in extreme cases only a single, examples that contradict the bias to increase performance. Additionally, we propose an early stopping criterion to modify baselines and reduce overfitting. We evaluate our approach on a well-known bias in skin lesion classification and three other datasets from the domain shift literature. We find that our approach works especially well with very few images. Simple fine-tuning combined with our early stopping also leads to performance benefits for a larger number of tuning samples.
LGOct 23, 2020
Stabilizing Transformer-Based Action Sequence Generation For Q-LearningGideon Stein, Andrey Filchenkov, Arip Asadulaev
Since the publication of the original Transformer architecture (Vaswani et al. 2017), Transformers revolutionized the field of Natural Language Processing. This, mainly due to their ability to understand timely dependencies better than competing RNN-based architectures. Surprisingly, this architecture change does not affect the field of Reinforcement Learning (RL), even though RNNs are quite popular in RL, and time dependencies are very common in RL. Recently, Parisotto et al. 2019) conducted the first promising research of Transformers in RL. To support the findings of this work, this paper seeks to provide an additional example of a Transformer-based RL method. Specifically, the goal is a simple Transformer-based Deep Q-Learning method that is stable over several environments. Due to the unstable nature of Transformers and RL, an extensive method search was conducted to arrive at a final method that leverages developments around Transformers as well as Q-learning. The proposed method can match the performance of classic Q-learning on control environments while showing potential on some selected Atari benchmarks. Furthermore, it was critically evaluated to give additional insights into the relation between Transformers and RL.
LGJun 13, 2019
Conditioning of Reinforcement Learning Agents and its Policy Regularization ApplicationArip Asadulaev, Igor Kuznetsov, Gideon Stein et al.
The outcome of Jacobian singular values regularization was studied for supervised learning problems. It also was shown that Jacobian conditioning regularization can help to avoid the ``mode-collapse'' problem in Generative Adversarial Networks. In this paper, we try to answer the following question: Can information about policy conditioning help to shape a more stable and general policy of reinforcement learning agents? To answer this question, we conduct a study of Jacobian conditioning behavior during policy optimization. To the best of our knowledge, this is the first work that research condition number in reinforcement learning agents. We propose a conditioning regularization algorithm and test its performance on the range of continuous control tasks. Finally, we compare algorithms on the CoinRun environment with separated train end test levels to analyze how conditioning regularization contributes to agents' generalization.