Causal Discovery from Time-Series Data with Short-Term Invariance-Based Convolutional Neural NetworksRujia Shen, Boran Wang, Chao Zhao et al.
Causal discovery from time-series data aims to capture both intra-slice (contemporaneous) and inter-slice (time-lagged) causality between variables within the temporal chain, which is crucial for various scientific disciplines. Compared to causal discovery from non-time-series data, causal discovery from time-series data necessitates more serialized samples with a larger amount of observed time steps. To address the challenges, we propose a novel gradient-based causal discovery approach STIC, which focuses on \textbf{S}hort-\textbf{T}erm \textbf{I}nvariance using \textbf{C}onvolutional neural networks to uncover the causal relationships from time-series data. Specifically, STIC leverages both the short-term time and mechanism invariance of causality within each window observation, which possesses the property of independence, to enhance sample efficiency. Furthermore, we construct two causal convolution kernels, which correspond to the short-term time and mechanism invariance respectively, to estimate the window causal graph. To demonstrate the necessity of convolutional neural networks for causal discovery from time-series data, we theoretically derive the equivalence between convolution and the underlying generative principle of time-series data under the assumption that the additive noise model is identifiable. Experimental evaluations conducted on both synthetic and FMRI benchmark datasets demonstrate that our STIC outperforms baselines significantly and achieves the state-of-the-art performance, particularly when the datasets contain a limited number of observed time steps. Code is available at \url{https://github.com/HITshenrj/STIC}.
2.6LGJul 31, 2024Code
ProSpec RL: Plan Ahead, then ExecuteLiangliang Liu, Yi Guan, BoRan Wang et al.
Imagining potential outcomes of actions before execution helps agents make more informed decisions, a prospective thinking ability fundamental to human cognition. However, mainstream model-free Reinforcement Learning (RL) methods lack the ability to proactively envision future scenarios, plan, and guide strategies. These methods typically rely on trial and error to adjust policy functions, aiming to maximize cumulative rewards or long-term value, even if such high-reward decisions place the environment in extremely dangerous states. To address this, we propose the Prospective (ProSpec) RL method, which makes higher-value, lower-risk optimal decisions by imagining future n-stream trajectories. Specifically, ProSpec employs a dynamic model to predict future states (termed "imagined states") based on the current state and a series of sampled actions. Furthermore, we integrate the concept of Model Predictive Control and introduce a cycle consistency constraint that allows the agent to evaluate and select the optimal actions from these trajectories. Moreover, ProSpec employs cycle consistency to mitigate two fundamental issues in RL: augmenting state reversibility to avoid irreversible events (low risk) and augmenting actions to generate numerous virtual trajectories, thereby improving data efficiency. We validated the effectiveness of our method on the DMControl benchmarks, where our approach achieved significant performance improvements. Code will be open-sourced upon acceptance.
Fi$^2$VTS: Time Series Forecasting Via Capturing Intra- and Inter-Variable Variations in the Frequency DomainRujia Shen, Yang Yang, Yaoxion Lin et al.
Time series forecasting (TSF) plays a crucial role in various applications, including medical monitoring and crop growth. Despite the advancements in deep learning methods for TSF, their capacity to predict long-term series remains constrained. This limitation arises from the failure to account for both intra- and inter-variable variations meanwhile. To mitigate this challenge, we introduce the Fi$^2$VBlock, which leverages a \textbf{F}requency domain perspective to capture \textbf{i}ntra- and \textbf{i}nter-variable \textbf{V}ariations. After transforming into the frequency domain via the Frequency Transform Module, the Frequency Cross Attention between the real and imaginary parts is designed to obtain enhanced frequency representations and capture intra-variable variations. Furthermore, Inception blocks are employed to integrate information, thus capturing correlations across different variables. Our backbone network, Fi$^2$VTS, employs a residual architecture by concatenating multiple Fi$^2$VBlocks, thereby preventing degradation issues. Theoretically, we demonstrate that Fi$^2$VTS achieves a substantial reduction in both time and memory complexity, decreasing from $\mathcal{O}(L^2)$ to $\mathcal{O}(L)$ per Fi$^2$VBlock computation. Empirical evaluations reveal that Fi$^2$VTS outperforms other baselines on two benchmark datasets. The implementation code is accessible at \url{https://github.com/HITshenrj/Fi2VTS}.
2.6LGMay 23, 2024
Blood Glucose Control Via Pre-trained Counterfactual Invertible Neural NetworksJingchi Jiang, Rujia Shen, Boran Wang et al.
Type 1 diabetes mellitus (T1D) is characterized by insulin deficiency and blood glucose (BG) control issues. The state-of-the-art solution for continuous BG control is reinforcement learning (RL), where an agent can dynamically adjust exogenous insulin doses in time to maintain BG levels within the target range. However, due to the lack of action guidance, the agent often needs to learn from randomized trials to understand misleading correlations between exogenous insulin doses and BG levels, which can lead to instability and unsafety. To address these challenges, we propose an introspective RL based on Counterfactual Invertible Neural Networks (CINN). We use the pre-trained CINN as a frozen introspective block of the RL agent, which integrates forward prediction and counterfactual inference to guide the policy updates, promoting more stable and safer BG control. Constructed based on interpretable causal order, CINN employs bidirectional encoders with affine coupling layers to ensure invertibility while using orthogonal weight normalization to enhance the trainability, thereby ensuring the bidirectional differentiability of network parameters. We experimentally validate the accuracy and generalization ability of the pre-trained CINN in BG prediction and counterfactual inference for action. Furthermore, our experimental results highlight the effectiveness of pre-trained CINN in guiding RL policy updates for more accurate and safer BG control.