Discovering Causal Structure with Reproducing-Kernel Hilbert Space $\epsilon$-Machines

• URL: http://arxiv.org/abs/2011.14821v2
• Date: Thu, 2 Dec 2021 17:00:47 GMT
• Title: Discovering Causal Structure with Reproducing-Kernel Hilbert Space $\epsilon$-Machines
• Authors: Nicolas Brodu and James P. Crutchfield
• Abstract summary: We present a method that infers causal structure directly from observations of a system's behaviors. The method robustly estimates causal structure in the presence of varying external and measurement noise levels.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: 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.

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