Discovering Causal Structure with Reproducing-Kernel Hilbert Space $\epsilon$-Machines
| Autor: | Brodu, Nicolas, Crutchfield, James P. |
|---|---|
| Rok vydání: | 2020 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| DOI: | 10.1063/5.0062829 |
| Popis: | We merge computational mechanics' definition of causal states (predictively-equivalent histories) with reproducing-kernel Hilbert space (RKHS) representation inference. The result is a widely-applicable method that infers causal structure directly from observations of a system's behaviors whether they are over discrete or continuous events or time. A structural representation -- a finite- or infinite-state kernel $\epsilon$-machine -- is extracted by a reduced-dimension transform that gives an efficient representation of causal states and their topology. In this way, the system dynamics are represented by a stochastic (ordinary or partial) differential equation that acts on causal states. We introduce an algorithm to estimate the associated evolution operator. Paralleling the Fokker-Plank equation, it efficiently evolves causal-state distributions and makes predictions in the original data space via an RKHS functional mapping. We demonstrate these techniques, together with their predictive abilities, on discrete-time, discrete-value infinite Markov-order processes generated by finite-state hidden Markov models with (i) finite or (ii) uncountably-infinite causal states and (iii) continuous-time, continuous-value processes generated by thermally-driven chaotic flows. The method robustly estimates causal structure in the presence of varying external and measurement noise levels and for very high dimensional data. Comment: 23 pages, 11 figures, 64 citations; https://team.inria.fr/comcausa/continuous-causal-states/ |
| Databáze: | arXiv |
| Externí odkaz: |
|