Causal Discovery from Temporal Data: An Overview and New Perspectives

Temporal data, representing chronological observations of complex systems, has always been a typical data structure that can be widely generated by many domains, such as industry, medicine and finance. Analyzing this type of data is extremely valuable for various applications. Thus, different temporal data analysis tasks, eg, classification, clustering and prediction, have been proposed in the past decades. Among them, causal discovery, learning the causal relations from temporal data, is considered an interesting yet critical task and has attracted much research attention. Existing casual discovery works can be divided into two highly correlated categories according to whether the temporal data is calibrated, ie, multivariate time series casual discovery, and event sequence casual discovery. However, most previous surveys are only focused on the time series casual discovery and ignore the second category. In this paper, we specify the correlation between the two categories and provide a systematical overview of existing solutions. Furthermore, we provide public datasets, evaluation metrics and new perspectives for temporal data casual discovery.

CausalMTA: Eliminating the User Confounding Bias for Causal Multi-touch Attribution

Multi-touch attribution (MTA), aiming to estimate the contribution of each advertisement touchpoint in conversion journeys, is essential for budget allocation and automatically advertising. Existing methods first train a model to predict the conversion probability of the advertisement journeys with historical data and calculate the attribution of each touchpoint using counterfactual predictions. An assumption of these works is the conversion prediction model is unbiased, i.e., it can give accurate predictions on any randomly assigned journey, including both the factual and counterfactual ones. Nevertheless, this assumption does not always hold as the exposed advertisements are recommended according to user preferences. This confounding bias of users would lead to an out-of-distribution (OOD) problem in the counterfactual prediction and cause concept drift in attribution. In this paper, we define the causal MTA task and propose CausalMTA to eliminate the influence of user preferences. It systemically eliminates the confounding bias from both static and dynamic preferences to learn the conversion prediction model using historical data. We also provide a theoretical analysis to prove CausalMTA can learn an unbiased prediction model with sufficient data. Extensive experiments on both public datasets and the impression data in an e-commerce company show that CausalMTA not only achieves better prediction performance than the state-of-the-art method but also generates meaningful attribution credits across different advertising channels.