Heidegger: Interpretable Temporal Causal Discovery

Temporal causal discovery aims to find cause-effect relationships between time-series. However, none of the existing techniques is able to identify the causal profile, the temporal pattern that the causal variable needs to follow in order to trigger the most significant change in the outcome. Toward a new horizon, this study introduces the novel problem of Causal Profile Discovery, which is crucial for many applications such as adverse drug reaction and cyber-attack detection. This work correspondingly proposes Heidegger to discover causal profiles, comprised of a flexible randomized block design for hypothesis evaluation and an efficient profile search via on-the-fly graph construction and entropy-based pruning. Heidegger's performance is demonstrated/evaluated extensively on both synthetic and real-world data. The experimental results show the proposed method is robust to noise and flexible at detecting complex patterns.