CausalDynamics: A large-scale benchmark for structural discovery of dynamical causal models

Causal discovery for dynamical systems poses a major challenge in fields where active interventions are infeasible. Most methods used to investigate these systems and their associated benchmarks are tailored to deterministic, low-dimensional and weakly nonlinear time-series data. To address these limitations, we present CausalDynamics, a large-scale benchmark and extensible data generation framework to advance the structural discovery of dynamical causal models. Our benchmark consists of true causal graphs derived from thousands of coupled ordinary and stochastic differential equations as well as two idealized climate models. We perform a comprehensive evaluation of state-of-the-art causal discovery algorithms for graph reconstruction on systems with noisy, confounded, and lagged dynamics. CausalDynamics consists of a plug-and-play, build-your-own coupling workflow that enables the construction of a hierarchy of physical systems. We anticipate that our framework will facilitate the development of robust causal discovery algorithms that are broadly applicable across domains while addressing their unique challenges. We provide a user-friendly implementation and documentation on https://kausable.github.io/CausalDynamics.

Deep Koopman operator framework for causal discovery in nonlinear dynamical systems

We use a deep Koopman operator-theoretic formalism to develop a novel causal discovery algorithm, Kausal. Causal discovery aims to identify cause-effect mechanisms for better scientific understanding, explainable decision-making, and more accurate modeling. Standard statistical frameworks, such as Granger causality, lack the ability to quantify causal relationships in nonlinear dynamics due to the presence of complex feedback mechanisms, timescale mixing, and nonstationarity. This presents a challenge in studying many real-world systems, such as the Earth's climate. Meanwhile, Koopman operator methods have emerged as a promising tool for approximating nonlinear dynamics in a linear space of observables. In Kausal, we propose to leverage this powerful idea for causal analysis where optimal observables are inferred using deep learning. Causal estimates are then evaluated in a reproducing kernel Hilbert space, and defined as the distance between the marginal dynamics of the effect and the joint dynamics of the cause-effect observables. Our numerical experiments demonstrate Kausal's superior ability in discovering and characterizing causal signals compared to existing approaches of prescribed observables. Lastly, we extend our analysis to observations of El Ni\~no-Southern Oscillation highlighting our algorithm's applicability to real-world phenomena. Our code is available at https://github.com/juannat7/kausal.