A Data-Driven Two-Phase Multi-Split Causal Ensemble Model for Time Series

Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to identify linear relationships, while others are applicable for non-linearities. Algorithms further vary in their sensitivity to noise and their ability to infer causal information from coupled vs. non-coupled time series. Therefore, different algorithms often generate different causal relationships for the same input. To achieve a more robust causal inference result, this publication proposes a novel data-driven two-phase multi-split causal ensemble model to combine the strengths of different causality base algorithms. In comparison to existing approaches, the proposed ensemble method reduces the influence of noise through a data partitioning scheme in the first phase. To achieve this, the data are initially divided into several partitions and the base algorithms are applied to each partition. Subsequently, Gaussian mixture models are used to identify the causal relationships derived from the different partitions that are likely to be valid. In the second phase, the identified relationships from each base algorithm are then merged based on three combination rules. The proposed ensemble approach is evaluated using multiple metrics, among them a newly developed evaluation index for causal ensemble approaches. We perform experiments using three synthetic datasets with different volumes and complexity, which are specifically designed to test causality detection methods under different circumstances while knowing the ground truth causal relationships. In these experiments, our causality ensemble outperforms each of its base algorithms. In practical applications, the use of the proposed method could hence lead to more robust and reliable causality results.

Beyond Games: A Systematic Review of Neural Monte Carlo Tree Search Applications

The advent of AlphaGo and its successors marked the beginning of a new paradigm in playing games using artificial intelligence. This was achieved by combining Monte Carlo tree search, a planning procedure, and deep learning. While the impact on the domain of games has been undeniable, it is less clear how useful similar approaches are in applications beyond games and how they need to be adapted from the original methodology. We review 129 peer-reviewed articles detailing the application of neural Monte Carlo tree search methods in domains other than games. Our goal is to systematically assess how such methods are structured in practice and if their success can be extended to other domains. We find applications in a variety of domains, many distinct ways of guiding the tree search using learned policy and value functions, and various training methods. Our review maps the current landscape of algorithms in the family of neural monte carlo tree search as they are applied to practical problems, which is a first step towards a more principled way of designing such algorithms for specific problems and their requirements.