Learning by Doing: An Online Causal Reinforcement Learning Framework with Causal-Aware Policy

As a key component to intuitive cognition and reasoning solutions in human intelligence, causal knowledge provides great potential for reinforcement learning (RL) agents' interpretability towards decision-making by helping reduce the searching space. However, there is still a considerable gap in discovering and incorporating causality into RL, which hinders the rapid development of causal RL. In this paper, we consider explicitly modeling the generation process of states with the causal graphical model, based on which we augment the policy. We formulate the causal structure updating into the RL interaction process with active intervention learning of the environment. To optimize the derived objective, we propose a framework with theoretical performance guarantees that alternates between two steps: using interventions for causal structure learning during exploration and using the learned causal structure for policy guidance during exploitation. Due to the lack of public benchmarks that allow direct intervention in the state space, we design the root cause localization task in our simulated fault alarm environment and then empirically show the effectiveness and robustness of the proposed method against state-of-the-art baselines. Theoretical analysis shows that our performance improvement attributes to the virtuous cycle of causal-guided policy learning and causal structure learning, which aligns with our experimental results.

Deep Learning for Multivariate Time Series Imputation: A Survey

The ubiquitous missing values cause the multivariate time series data to be partially observed, destroying the integrity of time series and hindering the effective time series data analysis. Recently deep learning imputation methods have demonstrated remarkable success in elevating the quality of corrupted time series data, subsequently enhancing performance in downstream tasks. In this paper, we conduct a comprehensive survey on the recently proposed deep learning imputation methods. First, we propose a taxonomy for the reviewed methods, and then provide a structured review of these methods by highlighting their strengths and limitations. We also conduct empirical experiments to study different methods and compare their enhancement for downstream tasks. Finally, the open issues for future research on multivariate time series imputation are pointed out. All code and configurations of this work, including a regularly maintained multivariate time series imputation paper list, can be found in the GitHub repository~\url{https://github.com/WenjieDu/Awesome\_Imputation}.

Hierarchical Topological Ordering with Conditional Independence Test for Limited Time Series

Learning directed acyclic graphs (DAGs) to identify causal relations underlying observational data is crucial but also poses significant challenges. Recently, topology-based methods have emerged as a two-step approach to discovering DAGs by first learning the topological ordering of variables and then eliminating redundant edges, while ensuring that the graph remains acyclic. However, one limitation is that these methods would generate numerous spurious edges that require subsequent pruning. To overcome this limitation, in this paper, we propose an improvement to topology-based methods by introducing limited time series data, consisting of only two cross-sectional records that need not be adjacent in time and are subject to flexible timing. By incorporating conditional instrumental variables as exogenous interventions, we aim to identify descendant nodes for each variable. Following this line, we propose a hierarchical topological ordering algorithm with conditional independence test (HT-CIT), which enables the efficient learning of sparse DAGs with a smaller search space compared to other popular approaches. The HT-CIT algorithm greatly reduces the number of edges that need to be pruned. Empirical results from synthetic and real-world datasets demonstrate the superiority of the proposed HT-CIT algorithm.

TNPAR: Topological Neural Poisson Auto-Regressive Model for Learning Granger Causal Structure from Event Sequences

Learning Granger causality from event sequences is a challenging but essential task across various applications. Most existing methods rely on the assumption that event sequences are independent and identically distributed (i.i.d.). However, this i.i.d. assumption is often violated due to the inherent dependencies among the event sequences. Fortunately, in practice, we find these dependencies can be modeled by a topological network, suggesting a potential solution to the non-i.i.d. problem by introducing the prior topological network into Granger causal discovery. This observation prompts us to tackle two ensuing challenges: 1) how to model the event sequences while incorporating both the prior topological network and the latent Granger causal structure, and 2) how to learn the Granger causal structure. To this end, we devise a two-stage unified topological neural Poisson auto-regressive model. During the generation stage, we employ a variant of the neural Poisson process to model the event sequences, considering influences from both the topological network and the Granger causal structure. In the inference stage, we formulate an amortized inference algorithm to infer the latent Granger causal structure. We encapsulate these two stages within a unified likelihood function, providing an end-to-end framework for this task.

Quantitatively Measuring and Contrastively Exploring Heterogeneity for Domain Generalization

Domain generalization (DG) is a prevalent problem in real-world applications, which aims to train well-generalized models for unseen target domains by utilizing several source domains. Since domain labels, i.e., which domain each data point is sampled from, naturally exist, most DG algorithms treat them as a kind of supervision information to improve the generalization performance. However, the original domain labels may not be the optimal supervision signal due to the lack of domain heterogeneity, i.e., the diversity among domains. For example, a sample in one domain may be closer to another domain, its original label thus can be the noise to disturb the generalization learning. Although some methods try to solve it by re-dividing domains and applying the newly generated dividing pattern, the pattern they choose may not be the most heterogeneous due to the lack of the metric for heterogeneity. In this paper, we point out that domain heterogeneity mainly lies in variant features under the invariant learning framework. With contrastive learning, we propose a learning potential-guided metric for domain heterogeneity by promoting learning variant features. Then we notice the differences between seeking variance-based heterogeneity and training invariance-based generalizable model. We thus propose a novel method called Heterogeneity-based Two-stage Contrastive Learning (HTCL) for the DG task. In the first stage, we generate the most heterogeneous dividing pattern with our contrastive metric. In the second stage, we employ an invariance-aimed contrastive learning by re-building pairs with the stable relation hinted by domains and classes, which better utilizes generated domain labels for generalization learning. Extensive experiments show HTCL better digs heterogeneity and yields great generalization performance.

Structural Hawkes Processes for Learning Causal Structure from Discrete-Time Event Sequences

Learning causal structure among event types from discrete-time event sequences is a particularly important but challenging task. Existing methods, such as the multivariate Hawkes processes based methods, mostly boil down to learning the so-called Granger causality which assumes that the cause event happens strictly prior to its effect event. Such an assumption is often untenable beyond applications, especially when dealing with discrete-time event sequences in low-resolution; and typical discrete Hawkes processes mainly suffer from identifiability issues raised by the instantaneous effect, i.e., the causal relationship that occurred simultaneously due to the low-resolution data will not be captured by Granger causality. In this work, we propose Structure Hawkes Processes (SHPs) that leverage the instantaneous effect for learning the causal structure among events type in discrete-time event sequence. The proposed method is featured with the minorization-maximization of the likelihood function and a sparse optimization scheme. Theoretical results show that the instantaneous effect is a blessing rather than a curse, and the causal structure is identifiable under the existence of the instantaneous effect. Experiments on synthetic and real-world data verify the effectiveness of the proposed method.

Time-Series Domain Adaptation via Sparse Associative Structure Alignment: Learning Invariance and Variance

Domain adaptation on time-series data is often encountered in the industry but received limited attention in academia. Most of the existing domain adaptation methods for time-series data borrow the ideas from the existing methods for non-time series data to extract the domain-invariant representation. However, two peculiar difficulties to time-series data have not been solved. 1) It is not a trivial task to model the domain-invariant and complex dependence among different timestamps. 2) The domain-variant information is important but how to leverage them is almost underexploited. Fortunately, the stableness of causal structures among different domains inspires us to explore the structures behind the time-series data. Based on this inspiration, we investigate the domain-invariant unweighted sparse associative structures and the domain-variant strengths of the structures. To achieve this, we propose Sparse Associative structure alignment by learning Invariance and Variance (SASA-IV in short), a model that simultaneously aligns the invariant unweighted spare associative structures and considers the variant information for time-series unsupervised domain adaptation. Technologically, we extract the domain-invariant unweighted sparse associative structures with a unidirectional alignment restriction and embed the domain-variant strengths via a well-designed autoregressive module. Experimental results not only testify that our model yields state-of-the-art performance on three real-world datasets but also provide some insightful discoveries on knowledge transfer.

gCastle: A Python Toolbox for Causal Discovery

$\texttt{gCastle}$ is an end-to-end Python toolbox for causal structure learning. It provides functionalities of generating data from either simulator or real-world dataset, learning causal structure from the data, and evaluating the learned graph, together with useful practices such as prior knowledge insertion, preliminary neighborhood selection, and post-processing to remove false discoveries. Compared with related packages, $\texttt{gCastle}$ includes many recently developed gradient-based causal discovery methods with optional GPU acceleration. $\texttt{gCastle}$ brings convenience to researchers who may directly experiment with the code as well as practitioners with graphical user interference. Three real-world datasets in telecommunications are also provided in the current version. $\texttt{gCastle}$ is available under Apache License 2.0 at \url{https://github.com/huawei-noah/trustworthyAI/tree/master/gcastle}.

THP: Topological Hawkes Processes for Learning Granger Causality on Event Sequences

Learning Granger causality among event types on multi-type event sequences is an important but challenging task. Existing methods, such as the Multivariate Hawkes processes, mostly assumed that each sequence is independent and identically distributed. However, in many real-world applications, it is commonplace to encounter a topological network behind the event sequences such that an event is excited or inhibited not only by its history but also by its topological neighbors. Consequently, the failure in describing the topological dependency among the event sequences leads to the error detection of the causal structure. By considering the Hawkes processes from the view of temporal convolution, we propose a Topological Hawkes processes (THP) to draw a connection between the graph convolution in topology domain and the temporal convolution in time domains. We further propose a Granger causality learning method on THP in a likelihood framework. The proposed method is featured with the graph convolution-based likelihood function of THP and a sparse optimization scheme with an Expectation-Maximization of the likelihood function. Theoretical analysis and experiments on both synthetic and real-world data demonstrate the effectiveness of the proposed method.

An Influence-based Approach for Root Cause Alarm Discovery in Telecom Networks

Alarm root cause analysis is a significant component in the day-to-day telecommunication network maintenance, and it is critical for efficient and accurate fault localization and failure recovery. In practice, accurate and self-adjustable alarm root cause analysis is a great challenge due to network complexity and vast amounts of alarms. A popular approach for failure root cause identification is to construct a graph with approximate edges, commonly based on either event co-occurrences or conditional independence tests. However, considerable expert knowledge is typically required for edge pruning. We propose a novel data-driven framework for root cause alarm localization, combining both causal inference and network embedding techniques. In this framework, we design a hybrid causal graph learning method (HPCI), which combines Hawkes Process with Conditional Independence tests, as well as propose a novel Causal Propagation-Based Embedding algorithm (CPBE) to infer edge weights. We subsequently discover root cause alarms in a real-time data stream by applying an influence maximization algorithm on the weighted graph. We evaluate our method on artificial data and real-world telecom data, showing a significant improvement over the best baselines.